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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi317,BAS=eba_BA:x17,MCY=eba_MC:x834,OFS=eba_OF:x10";C_03.00;130;010;;percentItemType;C 03.00 (CA 3) Capital Adequacy - Ratios;"Total SREP capital requirement ratio (TSCR)";"Amount";;;;;;;;;;;"130";"Total SREP capital requirement ratio (TSCR)";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi317,BAS=eba_BA:x17,MCY=eba_MC:x834,OFS=eba_OF:x2";C_03.00;140;010;;percentItemType;C 03.00 (CA 3) Capital Adequacy - Ratios;"TSCR: to be made up of CET1 capital1080";"Amount";;;;;;;;;;;"130#140";"Total SREP capital requirement ratio (TSCR)#TSCR: to be made up of CET1 capital1080";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi317,BAS=eba_BA:x17,MCY=eba_MC:x834,OFS=eba_OF:x8";C_03.00;150;010;;percentItemType;C 03.00 (CA 3) Capital Adequacy - Ratios;"TSCR: to be made up of Tier 1";"Amount";;;;;;;;;;;"130#150";"Total SREP capital requirement ratio (TSCR)#TSCR: to be made up of Tier 1";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi317,BAS=eba_BA:x17,MCY=eba_MC:x835,OFS=eba_OF:x10";C_03.00;160;010;;percentItemType;C 03.00 (CA 3) Capital Adequacy - Ratios;"Overall capital requirement ratio (OCR)";"Amount";;;;;;;;;;;"160";"Overall capital requirement ratio (OCR)";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi317,BAS=eba_BA:x17,MCY=eba_MC:x835,OFS=eba_OF:x2";C_03.00;170;010;;percentItemType;C 03.00 (CA 3) Capital Adequacy - Ratios;"OCR: to be made up of CET1 capital";"Amount";;;;;;;;;;;"160#170";"Overall capital requirement ratio (OCR)#OCR: to be made up of CET1 capital";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi317,BAS=eba_BA:x17,MCY=eba_MC:x835,OFS=eba_OF:x8";C_03.00;180;010;;percentItemType;C 03.00 (CA 3) Capital Adequacy - Ratios;"OCR: to be made up of Tier 1";"Amount";;;;;;;;;;;"160#180";"Overall capital requirement ratio (OCR)#OCR: to be made up of Tier 1";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi317,BAS=eba_BA:x17,MCY=eba_MC:x836,OFS=eba_OF:x10";C_03.00;190;010;;percentItemType;C 03.00 (CA 3) Capital Adequacy - Ratios;"OCR and Pillar 2 Guidance (P2G)";"Amount";;;;;;;;;;;"190";"OCR and Pillar 2 Guidance (P2G)";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi317,BAS=eba_BA:x17,MCY=eba_MC:x836,OFS=eba_OF:x2";C_03.00;200;010;;percentItemType;C 03.00 (CA 3) Capital Adequacy - Ratios;"OCR and P2G: to be made up of CET1 capital";"Amount";;;;;;;;;;;"190#200";"OCR and Pillar 2 Guidance (P2G)#OCR and P2G: to be made up of CET1 capital";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi317,BAS=eba_BA:x17,MCY=eba_MC:x836,OFS=eba_OF:x8";C_03.00;210;010;;percentItemType;C 03.00 (CA 3) Capital Adequacy - Ratios;"OCR and P2G: to be made up of Tier 1 capital";"Amount";;;;;;;;;;;"190#210";"OCR and Pillar 2 Guidance (P2G)#OCR and P2G: to be made up of Tier 1 capital";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,MCY=eba_MC:x76";C_04.00;010;010;;monetaryItemType;C 04.00 (CA 4) Capital Adequacy - Memorandum Items;"Total deferred tax assets";"Amount";;;;;;;;;;;"009#010";"Deferred tax assets and liabilities#Total deferred tax assets";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,MCY=eba_MC:x77";C_04.00;020;010;;monetaryItemType;C 04.00 (CA 4) Capital Adequacy - Memorandum Items;"Deferred tax assets that do not rely on future profitability";"Amount";;;;;;;;;;;"009#010#020";"Deferred tax assets and liabilities#Total deferred tax assets#Deferred tax assets that do not rely on future profitability";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,MCY=eba_MC:x79";C_04.00;030;010;;monetaryItemType;C 04.00 (CA 4) Capital Adequacy - Memorandum Items;"Deferred tax assets that rely on future profitability and do not arise from temporary differences";"Amount";;;;;;;;;;;"009#010#030";"Deferred tax assets and liabilities#Total deferred tax assets#Deferred tax assets that rely on future profitability and do not arise from temporary differences";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,MCY=eba_MC:x78";C_04.00;040;010;;monetaryItemType;C 04.00 (CA 4) Capital Adequacy - Memorandum Items;"Deferred tax assets that rely on future profitability and arise from temporary differences";"Amount";;;;;;;;;;;"009#010#040";"Deferred tax assets and liabilities#Total deferred tax assets#Deferred tax assets that rely on future profitability and arise from temporary differences";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,MCY=eba_MC:x81";C_04.00;050;010;;monetaryItemType;C 04.00 (CA 4) Capital Adequacy - Memorandum Items;"Total deferred tax liabilities";"Amount";;;;;;;;;;;"009#050";"Deferred tax assets and liabilities#Total deferred tax liabilities";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,MCY=eba_MC:x85";C_04.00;060;010;;monetaryItemType;C 04.00 (CA 4) Capital Adequacy - Memorandum Items;"Deferred tax liabilities non deductible from deferred tax assets that rely on future profitability";"Amount";;;;;;;;;;;"009#050#060";"Deferred tax assets and liabilities#Total deferred tax liabilities#Deferred tax liabilities non deductible from deferred tax assets that rely on future profitability";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,MCY=eba_MC:x84";C_04.00;070;010;;monetaryItemType;C 04.00 (CA 4) Capital Adequacy - Memorandum Items;"Deferred tax liabilities deductible from deferred tax assets that rely on future profitability";"Amount";;;;;;;;;;;"009#050#070";"Deferred tax assets and liabilities#Total deferred tax liabilities#Deferred tax liabilities deductible from deferred tax assets that rely on future profitability";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,MCY=eba_MC:x74";C_04.00;080;010;;monetaryItemType;C 04.00 (CA 4) Capital Adequacy - Memorandum Items;"Deductible deferred tax liabilities associated with deferred tax assets that rely on future profitability and do not arise from temporary differences";"Amount";;;;;;;;;;;"009#050#070#080";"Deferred tax assets and liabilities#Total deferred tax liabilities#Deferred tax liabilities deductible from deferred tax assets that rely on future profitability#Deductible deferred tax liabilities associated with deferred tax assets that rely on future profitability and do not arise from temporary differences";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,MCY=eba_MC:x73";C_04.00;090;010;;monetaryItemType;C 04.00 (CA 4) Capital Adequacy - Memorandum Items;"Deductible deferred tax liabilities associated with deferred tax assets that rely on future profitability and arise from temporary differences";"Amount";;;;;;;;;;;"009#050#070#090";"Deferred tax assets and liabilities#Total deferred tax liabilities#Deferred tax liabilities deductible from deferred tax assets that rely on future profitability#Deductible deferred tax liabilities associated with deferred tax assets that rely on future profitability and arise from temporary differences";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x9,MCY=eba_MC:x995";C_04.00;093;010;;monetaryItemType;C 04.00 (CA 4) Capital Adequacy - Memorandum Items;"Tax overpayments and tax loss carry backs";"Amount";;;;;;;;;;;"093";"Tax overpayments and tax loss carry backs";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi76,APR=eba_AP:x68,BAS=eba_BA:x9,MCY=eba_MC:x755,RWS=eba_PC:x20";C_04.00;096;010;;monetaryItemType;C 04.00 (CA 4) Capital Adequacy - Memorandum Items;"Deferred tax assets subject to a risk weight of 250%";"Amount";;;;;;;;;;;"096";"Deferred tax assets subject to a risk weight of 250%";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi76,APR=eba_AP:x68,BAS=eba_BA:x9,MCY=eba_MC:x755,RWS=eba_PC:x1";C_04.00;097;010;;monetaryItemType;C 04.00 (CA 4) Capital Adequacy - Memorandum Items;"Deferred tax assets subject to a risk weight of 0%";"Amount";;;;;;;;;;;"097";"Deferred tax assets subject to a risk weight of 0%";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi76,BAS=eba_BA:x17,IMS=eba_IM:x5,MCY=eba_MC:x215";C_04.00;100;010;;monetaryItemType;C 04.00 (CA 4) Capital Adequacy - Memorandum Items;"IRB excess (+) or shortfall (-) of credit risk adjustments, additional value adjustments and other own funds reductions to expected losses for non defaulted exposures";"Amount";;;;;;;;;;;"099#100";"Provisions and expected losses#IRB excess (+) or shortfall (-) of credit risk adjustments, additional value adjustments and other own funds reductions to expected losses for non defaulted exposures";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,BAS=eba_BA:x17,EXC=eba_EC:x37,IMS=eba_IM:x5,MCY=eba_MC:x193";C_04.00;110;010;;monetaryItemType;C 04.00 (CA 4) Capital Adequacy - Memorandum Items;"Total credit risk adjustments, additional value adjustments and other own funds reductions eligible for inclusion in the calculation of the expected loss amount";"Amount";;;;;;;;;;;"099#100#110";"Provisions and expected losses#IRB excess (+) or shortfall (-) of credit risk adjustments, additional value adjustments and other own funds reductions to expected losses for non defaulted exposures#Total credit risk adjustments, additional value adjustments and other own funds reductions eligible for inclusion in the calculation of the expected loss amount";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi76,BAS=eba_BA:x17,EXC=eba_EC:x37,IMS=eba_IM:x5,MCY=eba_MC:x394,TRI=eba_TR:x2";C_04.00;120;010;;monetaryItemType;C 04.00 (CA 4) Capital Adequacy - Memorandum Items;"General credit risk adjustments";"Amount";;;;;;;;;;;"099#100#110#120";"Provisions and expected losses#IRB excess (+) or shortfall (-) of credit risk adjustments, additional value adjustments and other own funds reductions to expected losses for non defaulted exposures#Total credit risk adjustments, additional value adjustments and other own funds reductions eligible for inclusion in the calculation of the expected loss amount#General credit risk adjustments";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi76,BAS=eba_BA:x17,EXC=eba_EC:x37,IMS=eba_IM:x5,MCY=eba_MC:x401,TRI=eba_TR:x2";C_04.00;130;010;;monetaryItemType;C 04.00 (CA 4) Capital Adequacy - Memorandum Items;"Specific credit risk adjustments";"Amount";;;;;;;;;;;"099#100#110#130";"Provisions and expected losses#IRB excess (+) or shortfall (-) of credit risk adjustments, additional value adjustments and other own funds reductions to expected losses for non defaulted exposures#Total credit risk adjustments, additional value adjustments and other own funds reductions eligible for inclusion in the calculation of the expected loss amount#Specific credit risk adjustments";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi76,BAS=eba_BA:x17,EXC=eba_EC:x37,MCY=eba_MC:x392";C_04.00;131;010;;monetaryItemType;C 04.00 (CA 4) Capital Adequacy - Memorandum Items;"Additional value adjustments and other own funds reductions";"Amount";;;;;;;;;;;"099#100#110#131";"Provisions and expected losses#IRB excess (+) or shortfall (-) of credit risk adjustments, additional value adjustments and other own funds reductions to expected losses for non defaulted exposures#Total credit risk adjustments, additional value adjustments and other own funds reductions eligible for inclusion in the calculation of the expected loss amount#Additional value adjustments and other own funds reductions";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,BAS=eba_BA:x17,EXC=eba_EC:x37,IMS=eba_IM:x5,MCY=eba_MC:x337";C_04.00;140;010;;monetaryItemType;C 04.00 (CA 4) Capital Adequacy - Memorandum Items;"Total expected loss eligible";"Amount";;;;;;;;;;;"099#100#140";"Provisions and expected losses#IRB excess (+) or shortfall (-) of credit risk adjustments, additional value adjustments and other own funds reductions to expected losses for non defaulted exposures#Total expected loss eligible";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi76,BAS=eba_BA:x17,IMS=eba_IM:x3,MCY=eba_MC:x215";C_04.00;145;010;;monetaryItemType;C 04.00 (CA 4) Capital Adequacy - Memorandum Items;"IRB excess (+) or shortfall (-) of specific credit risk adjustments to expected losses for defaulted exposures";"Amount";;;;;;;;;;;"099#145";"Provisions and expected losses#IRB excess (+) or shortfall (-) of specific credit risk adjustments to expected losses for defaulted exposures";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi76,BAS=eba_BA:x17,EXC=eba_EC:x37,IMS=eba_IM:x3,MCY=eba_MC:x504,TRI=eba_TR:x2";C_04.00;150;010;;monetaryItemType;C 04.00 (CA 4) Capital Adequacy - Memorandum Items;"Specific credit risk adjustments and positions treated similarly";"Amount";;;;;;;;;;;"099#145#150";"Provisions and expected losses#IRB excess (+) or shortfall (-) of specific credit risk adjustments to expected losses for defaulted exposures#Specific credit risk adjustments and positions treated similarly";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,BAS=eba_BA:x17,EXC=eba_EC:x37,IMS=eba_IM:x3,MCY=eba_MC:x337";C_04.00;155;010;;monetaryItemType;C 04.00 (CA 4) Capital Adequacy - Memorandum Items;"Total expected losses eligible";"Amount";;;;;;;;;;;"099#145#155";"Provisions and expected losses#IRB excess (+) or shortfall (-) of specific credit risk adjustments to expected losses for defaulted exposures#Total expected losses eligible";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi212,APR=eba_AP:x27,BAS=eba_BA:x9,EXC=eba_EC:x37,MCY=eba_MC:x193";C_04.00;160;010;;monetaryItemType;C 04.00 (CA 4) Capital Adequacy - Memorandum Items;"Risk weighted exposure amounts for calculating the cap to the excess of provision eligible as T2";"Amount";;;;;;;;;;;"099#160";"Provisions and expected losses#Risk weighted exposure amounts for calculating the cap to the excess of provision eligible as T2";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,MCY=eba_MC:x394,OFS=eba_OF:x9,PRP=eba_PL:x10,TRI=eba_TR:x4";C_04.00;170;010;;monetaryItemType;C 04.00 (CA 4) Capital Adequacy - Memorandum Items;"Total gross provisions eligible for inclusion in T2 capital";"Amount";;;;;;;;;;;"099#170";"Provisions and expected losses#Total gross provisions eligible for inclusion in T2 capital";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi212,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x193,TRI=eba_TR:x2";C_04.00;180;010;;monetaryItemType;C 04.00 (CA 4) Capital Adequacy - Memorandum Items;"Risk weighted exposure amounts for calculating the cap to the provision eligible as T2";"Amount";;;;;;;;;;;"099#180";"Provisions and expected losses#Risk weighted exposure amounts for calculating the cap to the provision eligible as T2";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi284,BAS=eba_BA:x17";C_04.00;190;010;;monetaryItemType;C 04.00 (CA 4) Capital Adequacy - Memorandum Items;"Threshold non deductible of holdings in financial sector entities where an institution does not have a significant investment";"Amount";;;;;;;;;;;"189#190";"Thresholds for Common Equity Tier 1 deductions#Threshold non deductible of holdings in financial sector entities where an institution does not have a significant investment";"Amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi1,BAS=eba_BA:x17";C_04.00;200;010;;monetaryItemType;C 04.00 (CA 4) Capital Adequacy - Memorandum Items;"10% CET1 threshold";"Amount";;;;;;;;;;;"189#200";"Thresholds for Common Equity Tier 1 deductions#10% CET1 threshold";"Amount";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi212,BAS=eba_BA:x9,COF=eba_OF:x9,INV=eba_PL:x36,MCU=eba_MC:x131,MCY=eba_MC:x295,RPR=eba_RP:x2";C_05.01;320;040;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"Reciprocal cross holdings in T2 Capital of financial sector entities where the institution does not have a significant investment";"Adjustments included in RWAs";;;;;;;;;;;"010#100#140#240#310#320";"TOTAL ADJUSTMENTS#OTHER TRANSITIONAL ADJUSTMENTS#Deductions#Reciprocal cross holdings#Reciprocal cross holdings in T2 Capital#Reciprocal cross holdings in T2 Capital of financial sector entities where the institution does not have a significant investment";"Adjustments included in RWAs";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi112,BAS=eba_BA:x11,COF=eba_OF:x9,INV=eba_PL:x36,MCU=eba_MC:x131,MCY=eba_MC:x295,RPR=eba_RP:x2";C_05.01;320;060;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"Reciprocal cross holdings in T2 Capital of financial sector entities where the institution does not have a significant investment";"Memorandum items";"Eligible amount without transitional provisions";;;;;;;;;;"010#100#140#240#310#320";"TOTAL ADJUSTMENTS#OTHER TRANSITIONAL ADJUSTMENTS#Deductions#Reciprocal cross holdings#Reciprocal cross holdings in T2 Capital#Reciprocal cross holdings in T2 Capital of financial sector entities where the institution does not have a significant investment";"Memorandum items#Eligible amount without transitional provisions";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x9,INV=eba_PL:x36,MCU=eba_MC:x131,MCY=eba_MC:x367,RPR=eba_RP:x2,TOF=eba_OF:x2";C_05.01;370;010;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"T2 instruments of financial sector entities where the institution does not have a significant investment";"Adjustments to CET1";;;;;;;;;;;"010#100#140#340#370";"TOTAL ADJUSTMENTS#OTHER TRANSITIONAL ADJUSTMENTS#Deductions#Own funds instruments of financial sector entities where the institution does not have a significant investment#T2 instruments of financial sector entities where the institution does not have a significant investment";"Adjustments to CET1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x9,INV=eba_PL:x36,MCU=eba_MC:x131,MCY=eba_MC:x367,RPR=eba_RP:x2,TOF=eba_OF:x1";C_05.01;370;020;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"T2 instruments of financial sector entities where the institution does not have a significant investment";"Adjustments to AT1";;;;;;;;;;;"010#100#140#340#370";"TOTAL ADJUSTMENTS#OTHER TRANSITIONAL ADJUSTMENTS#Deductions#Own funds instruments of financial sector entities where the institution does not have a significant investment#T2 instruments of financial sector entities where the institution does not have a significant investment";"Adjustments to AT1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x9,INV=eba_PL:x36,MCU=eba_MC:x131,MCY=eba_MC:x367,RPR=eba_RP:x2,TOF=eba_OF:x9";C_05.01;370;030;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"T2 instruments of financial sector entities where the institution does not have a significant investment";"Adjustments to T2";;;;;;;;;;;"010#100#140#340#370";"TOTAL ADJUSTMENTS#OTHER TRANSITIONAL ADJUSTMENTS#Deductions#Own funds instruments of financial sector entities where the institution does not have a significant investment#T2 instruments of financial sector entities where the institution does not have a significant investment";"Adjustments to T2";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi212,BAS=eba_BA:x9,COF=eba_OF:x9,INV=eba_PL:x36,MCU=eba_MC:x131,MCY=eba_MC:x367,RPR=eba_RP:x2";C_05.01;370;040;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"T2 instruments of financial sector entities where the institution does not have a significant investment";"Adjustments included in RWAs";;;;;;;;;;;"010#100#140#340#370";"TOTAL ADJUSTMENTS#OTHER TRANSITIONAL ADJUSTMENTS#Deductions#Own funds instruments of financial sector entities where the institution does not have a significant investment#T2 instruments of financial sector entities where the institution does not have a significant investment";"Adjustments included in RWAs";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi212,BAS=eba_BA:x9,COF=eba_OF:x9,INV=eba_PL:x50,MCU=eba_MC:x131,MCY=eba_MC:x367,RPR=eba_RP:x2";C_05.01;420;040;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"T2 instruments of financial sector entities where the institution has a significant investment";"Adjustments included in RWAs";;;;;;;;;;;"010#100#140#390#420";"TOTAL ADJUSTMENTS#OTHER TRANSITIONAL ADJUSTMENTS#Deductions#Own funds instruments of financial sector entities where the institution has a significant investment#T2 instruments of financial sector entities where the institution has a significant investment";"Adjustments included in RWAs";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi188,BAS=eba_BA:x17,COF=eba_OF:x9,INV=eba_PL:x50,MCU=eba_MC:x131,MCY=eba_MC:x367,RPR=eba_RP:x2";C_05.01;420;050;;percentItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"T2 instruments of financial sector entities where the institution has a significant investment";"Memorandum items";"Applicable percentage";;;;;;;;;;"010#100#140#390#420";"TOTAL ADJUSTMENTS#OTHER TRANSITIONAL ADJUSTMENTS#Deductions#Own funds instruments of financial sector entities where the institution has a significant investment#T2 instruments of financial sector entities where the institution has a significant investment";"Memorandum items#Applicable percentage";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi112,BAS=eba_BA:x11,COF=eba_OF:x9,INV=eba_PL:x50,MCU=eba_MC:x131,MCY=eba_MC:x367,RPR=eba_RP:x2";C_05.01;420;060;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"T2 instruments of financial sector entities where the institution has a significant investment";"Memorandum items";"Eligible amount without transitional provisions";;;;;;;;;;"010#100#140#390#420";"TOTAL ADJUSTMENTS#OTHER TRANSITIONAL ADJUSTMENTS#Deductions#Own funds instruments of financial sector entities where the institution has a significant investment#T2 instruments of financial sector entities where the institution has a significant investment";"Memorandum items#Eligible amount without transitional provisions";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi243,BAS=eba_BA:x11,COF=eba_OF:x2,INV=eba_PL:x50,MCU=eba_MC:x130,MCY=eba_MC:x367,RPR=eba_RP:x20,TOF=eba_OF:x2";C_05.01;425;010;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"Exemption from deduction of Equity Holdings in Insurance Companies from CET 1 Items";"Adjustments to CET1";;;;;;;;;;;"010#100#140#425";"TOTAL ADJUSTMENTS#OTHER TRANSITIONAL ADJUSTMENTS#Deductions#Exemption from deduction of Equity Holdings in Insurance Companies from CET 1 Items";"Adjustments to CET1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi112,BAS=eba_BA:x11,COF=eba_OF:x2,INV=eba_PL:x50,MCU=eba_MC:x130,MCY=eba_MC:x367,RPR=eba_RP:x20";C_05.01;425;060;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"Exemption from deduction of Equity Holdings in Insurance Companies from CET 1 Items";"Memorandum items";"Eligible amount without transitional provisions";;;;;;;;;;"010#100#140#425";"TOTAL ADJUSTMENTS#OTHER TRANSITIONAL ADJUSTMENTS#Deductions#Exemption from deduction of Equity Holdings in Insurance Companies from CET 1 Items";"Memorandum items#Eligible amount without transitional provisions";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi243,BAS=eba_BA:x11,MCY=eba_MC:x341,TOF=eba_OF:x2";C_05.01;430;010;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"Additional filters and deductions";"Adjustments to CET1";;;;;;;;;;;"010#100#430";"TOTAL ADJUSTMENTS#OTHER TRANSITIONAL ADJUSTMENTS#Additional filters and deductions";"Adjustments to CET1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi243,BAS=eba_BA:x11,MCY=eba_MC:x341,TOF=eba_OF:x1";C_05.01;430;020;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"Additional filters and deductions";"Adjustments to AT1";;;;;;;;;;;"010#100#430";"TOTAL ADJUSTMENTS#OTHER TRANSITIONAL ADJUSTMENTS#Additional filters and deductions";"Adjustments to AT1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi243,BAS=eba_BA:x11,MCY=eba_MC:x341,TOF=eba_OF:x9";C_05.01;430;030;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"Additional filters and deductions";"Adjustments to T2";;;;;;;;;;;"010#100#430";"TOTAL ADJUSTMENTS#OTHER TRANSITIONAL ADJUSTMENTS#Additional filters and deductions";"Adjustments to T2";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi212,BAS=eba_BA:x9,MCY=eba_MC:x341";C_05.01;430;040;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"Additional filters and deductions";"Adjustments included in RWAs";;;;;;;;;;;"010#100#430";"TOTAL ADJUSTMENTS#OTHER TRANSITIONAL ADJUSTMENTS#Additional filters and deductions";"Adjustments included in RWAs";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi188,BAS=eba_BA:x17,MCY=eba_MC:x341";C_05.01;430;050;;percentItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"Additional filters and deductions";"Memorandum items";"Applicable percentage";;;;;;;;;;"010#100#430";"TOTAL ADJUSTMENTS#OTHER TRANSITIONAL ADJUSTMENTS#Additional filters and deductions";"Memorandum items#Applicable percentage";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi243,BAS=eba_BA:x11,MCY=eba_MC:x830,TOF=eba_OF:x2";C_05.01;440;010;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"Adjustments due to IFRS 9 transitional arrangements";"Adjustments to CET1";;;;;;;;;;;"010#100#440";"TOTAL ADJUSTMENTS#OTHER TRANSITIONAL ADJUSTMENTS#Adjustments due to IFRS 9 transitional arrangements";"Adjustments to CET1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi243,BAS=eba_BA:x11,MCY=eba_MC:x830,TOF=eba_OF:x1";C_05.01;440;020;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"Adjustments due to IFRS 9 transitional arrangements";"Adjustments to AT1";;;;;;;;;;;"010#100#440";"TOTAL ADJUSTMENTS#OTHER TRANSITIONAL ADJUSTMENTS#Adjustments due to IFRS 9 transitional arrangements";"Adjustments to AT1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi243,BAS=eba_BA:x11,MCY=eba_MC:x830,TOF=eba_OF:x9";C_05.01;440;030;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"Adjustments due to IFRS 9 transitional arrangements";"Adjustments to T2";;;;;;;;;;;"010#100#440";"TOTAL ADJUSTMENTS#OTHER TRANSITIONAL ADJUSTMENTS#Adjustments due to IFRS 9 transitional arrangements";"Adjustments to T2";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi212,BAS=eba_BA:x9,MCY=eba_MC:x830";C_05.01;440;040;;monetaryItemType;C 05.01 (CA 5.01) Capital Adequacy - Transitional provisions: Summary;"Adjustments due to IFRS 9 transitional arrangements";"Adjustments included in RWAs";;;;;;;;;;;"010#100#440";"TOTAL ADJUSTMENTS#OTHER TRANSITIONAL ADJUSTMENTS#Adjustments due to IFRS 9 transitional arrangements";"Adjustments included in RWAs";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,COI=eba_CI:x5,MCY=eba_MC:x342,TOF=eba_OF:x2";C_05.02;010;010;;monetaryItemType;C 05.02 (CA 5.02) Capital Adequacy - Transitional provisions: Grandfathered instruments not constituting State aid;"1. Instruments that qualified for point a) of Article 57 of 2006/48/EC";"Amount of instruments plus related share premium";;;;;;;;;;;"010";"1. Instruments that qualified for point a) of Article 57 of 2006/48/EC";"Amount of instruments plus related share premium";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi57,COI=eba_CI:x5,MCY=eba_MC:x342,TOF=eba_OF:x2";C_05.02;010;020;;monetaryItemType;C 05.02 (CA 5.02) Capital Adequacy - Transitional provisions: Grandfathered instruments not constituting State aid;"1. Instruments that qualified for point a) of Article 57 of 2006/48/EC";"Base for calculating the limit";;;;;;;;;;;"010";"1. Instruments that qualified for point a) of Article 57 of 2006/48/EC";"Base for calculating the limit";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi188,COI=eba_CI:x5,MCY=eba_MC:x342,TOF=eba_OF:x2";C_05.02;010;030;;percentItemType;C 05.02 (CA 5.02) Capital Adequacy - Transitional provisions: Grandfathered instruments not constituting State aid;"1. Instruments that qualified for point a) of Article 57 of 2006/48/EC";"Applicable percentage";;;;;;;;;;;"010";"1. Instruments that qualified for point a) of Article 57 of 2006/48/EC";"Applicable percentage";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi160,COI=eba_CI:x5,MCY=eba_MC:x342,TOF=eba_OF:x2";C_05.02;010;040;;monetaryItemType;C 05.02 (CA 5.02) Capital Adequacy - Transitional provisions: Grandfathered instruments not constituting State aid;"1. Instruments that qualified for point a) of Article 57 of 2006/48/EC";"Limit";;;;;;;;;;;"010";"1. Instruments that qualified for point a) of Article 57 of 2006/48/EC";"Limit";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi40,COI=eba_CI:x5,MCY=eba_MC:x342,TOF=eba_OF:x2";C_05.02;010;050;;monetaryItemType;C 05.02 (CA 5.02) Capital Adequacy - Transitional provisions: Grandfathered instruments not constituting State aid;"1. Instruments that qualified for point a) of Article 57 of 2006/48/EC";"(-) Amount that exceeds the limits for grandfathering";;;;;;;;;;;"010";"1. Instruments that qualified for point a) of Article 57 of 2006/48/EC";"(-) Amount that exceeds the limits for grandfathering";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi243,BAS=eba_BA:x11,COI=eba_CI:x5,MCY=eba_MC:x342,TOF=eba_OF:x2";C_05.02;010;060;;monetaryItemType;C 05.02 (CA 5.02) Capital Adequacy - Transitional provisions: Grandfathered instruments not constituting State aid;"1. Instruments that qualified for point a) of Article 57 of 2006/48/EC";"Total grandfathered amount";;;;;;;;;;;"010";"1. Instruments that qualified for point a) of Article 57 of 2006/48/EC";"Total grandfathered amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,MCY=eba_MC:x342,TOF=eba_OF:x1";C_05.02;020;010;;monetaryItemType;C 05.02 (CA 5.02) Capital Adequacy - Transitional provisions: Grandfathered instruments not constituting State aid;"2. Instruments that qualified for point ca) of Article 57 and Article 154(8) and (9) of 2006/48/EC, subject to the limit of Article 467";"Amount of instruments plus related share premium";;;;;;;;;;;"020";"2. Instruments that qualified for point ca) of Article 57 and Article 154(8) and (9) of 2006/48/EC, subject to the limit of Article 467";"Amount of instruments plus related share premium";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi57,MCY=eba_MC:x342,TOF=eba_OF:x1";C_05.02;020;020;;monetaryItemType;C 05.02 (CA 5.02) Capital Adequacy - Transitional provisions: Grandfathered instruments not constituting State aid;"2. Instruments that qualified for point ca) of Article 57 and Article 154(8) and (9) of 2006/48/EC, subject to the limit of Article 467";"Base for calculating the limit";;;;;;;;;;;"020";"2. Instruments that qualified for point ca) of Article 57 and Article 154(8) and (9) of 2006/48/EC, subject to the limit of Article 467";"Base for calculating the limit";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi188,MCY=eba_MC:x342,TOF=eba_OF:x1";C_05.02;020;030;;percentItemType;C 05.02 (CA 5.02) Capital Adequacy - Transitional provisions: Grandfathered instruments not constituting State aid;"2. Instruments that qualified for point ca) of Article 57 and Article 154(8) and (9) of 2006/48/EC, subject to the limit of Article 467";"Applicable percentage";;;;;;;;;;;"020";"2. Instruments that qualified for point ca) of Article 57 and Article 154(8) and (9) of 2006/48/EC, subject to the limit of Article 467";"Applicable percentage";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi160,MCY=eba_MC:x342,TOF=eba_OF:x1";C_05.02;020;040;;monetaryItemType;C 05.02 (CA 5.02) Capital Adequacy - Transitional provisions: Grandfathered instruments not constituting State aid;"2. Instruments that qualified for point ca) of Article 57 and Article 154(8) and (9) of 2006/48/EC, subject to the limit of Article 467";"Limit";;;;;;;;;;;"020";"2. Instruments that qualified for point ca) of Article 57 and Article 154(8) and (9) of 2006/48/EC, subject to the limit of Article 467";"Limit";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi40,MCY=eba_MC:x342,TOF=eba_OF:x1";C_05.02;020;050;;monetaryItemType;C 05.02 (CA 5.02) Capital Adequacy - Transitional provisions: Grandfathered instruments not constituting State aid;"2. Instruments that qualified for point ca) of Article 57 and Article 154(8) and (9) of 2006/48/EC, subject to the limit of Article 467";"(-) Amount that exceeds the limits for grandfathering";;;;;;;;;;;"020";"2. Instruments that qualified for point ca) of Article 57 and Article 154(8) and (9) of 2006/48/EC, subject to the limit of Article 467";"(-) Amount that exceeds the limits for grandfathering";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi243,BAS=eba_BA:x11,MCY=eba_MC:x342,TOF=eba_OF:x1";C_05.02;020;060;;monetaryItemType;C 05.02 (CA 5.02) Capital Adequacy - Transitional provisions: Grandfathered instruments not constituting State aid;"2. Instruments that qualified for point ca) of Article 57 and Article 154(8) and (9) of 2006/48/EC, subject to the limit of Article 467";"Total grandfathered amount";;;;;;;;;;;"020";"2. Instruments that qualified for point ca) of Article 57 and Article 154(8) and (9) of 2006/48/EC, subject to the limit of Article 467";"Total grandfathered amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,COI=eba_CI:x5,MCY=eba_MC:x342,TOF=eba_OF:x1";C_05.02;030;010;;monetaryItemType;C 05.02 (CA 5.02) Capital Adequacy - Transitional provisions: Grandfathered instruments not constituting State aid;"2.1 Total instruments without a call or an incentive to redeem";"Amount of instruments plus related share premium";;;;;;;;;;;"020#030";"2. Instruments that qualified for point ca) of Article 57 and Article 154(8) and (9) of 2006/48/EC, subject to the limit of Article 467#2.1 Total instruments without a call or an incentive to redeem";"Amount of instruments plus related share premium";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,COI=eba_CI:x4,MCY=eba_MC:x342,TOF=eba_OF:x1";C_05.02;040;010;;monetaryItemType;C 05.02 (CA 5.02) Capital Adequacy - Transitional provisions: Grandfathered instruments not constituting State aid;"2.2 Grandfathered instruments with a call and incentive to redeem";"Amount of instruments plus related share premium";;;;;;;;;;;"020#040";"2. Instruments that qualified for point ca) of Article 57 and Article 154(8) and (9) of 2006/48/EC, subject to the limit of Article 467#2.2 Grandfathered instruments with a call and incentive to redeem";"Amount of instruments plus related share premium";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,COI=eba_CI:x2,MCY=eba_MC:x342,TOF=eba_OF:x1";C_05.02;050;010;;monetaryItemType;C 05.02 (CA 5.02) Capital Adequacy - Transitional provisions: Grandfathered instruments not constituting State aid;"2.2.1 Instruments with a call exercisable after the reporting date, and which meet the conditions in Article 52 of CRR after the date of effective maturity";"Amount of instruments plus related share premium";;;;;;;;;;;"020#040#050";"2. Instruments that qualified for point ca) of Article 57 and Article 154(8) and (9) of 2006/48/EC, subject to the limit of Article 467#2.2 Grandfathered instruments with a call and incentive to redeem#2.2.1 Instruments with a call exercisable after the reporting date, and which meet the conditions in Article 52 of CRR after the date of effective maturity";"Amount of instruments plus related share premium";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi236,AGG=eba_BT:x9,BAS=eba_BA:x9,MCY=eba_MC:x26,TRI=eba_TR:x26";C_06.01;010;270;;monetaryItemType;C 06.01 (GS) Group Solvency - Total;"Total";"INFORMATION ON THE CONTRIBUTION OF ENTITIES TO SOLVENCY OF THE GROUP";"Total risk exposure amount";"Position, fx and commodities risks";;;;;;;;;"010";"Total";"INFORMATION ON THE CONTRIBUTION OF ENTITIES TO SOLVENCY OF THE GROUP#Total risk exposure amount#Position, fx and commodities risks";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi236,AGG=eba_BT:x9,BAS=eba_BA:x9,MCY=eba_MC:x261";C_06.01;010;290;;monetaryItemType;C 06.01 (GS) Group Solvency - Total;"Total";"INFORMATION ON THE CONTRIBUTION OF ENTITIES TO SOLVENCY OF THE GROUP";"Total risk exposure amount";"Other risk exposure amounts";;;;;;;;;"010";"Total";"INFORMATION ON THE CONTRIBUTION OF ENTITIES TO SOLVENCY OF THE GROUP#Total risk exposure amount#Other risk exposure amounts";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi76,AGG=eba_BT:x9,BAS=eba_BA:x11,MCY=eba_MC:x128,OFS=eba_OF:x10";C_06.01;010;300;;monetaryItemType;C 06.01 (GS) Group Solvency - Total;"Total";"INFORMATION ON THE CONTRIBUTION OF ENTITIES TO SOLVENCY OF THE GROUP";"Qualifying own funds included in consolidated own funds";;;;;;;;;;"010";"Total";"INFORMATION ON THE CONTRIBUTION OF ENTITIES TO SOLVENCY OF THE GROUP#Qualifying own funds included in consolidated own funds";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi76,AGG=eba_BT:x9,BAS=eba_BA:x11,MCY=eba_MC:x128,OFS=eba_OF:x8";C_06.01;010;310;;monetaryItemType;C 06.01 (GS) Group Solvency - Total;"Total";"INFORMATION ON THE CONTRIBUTION OF ENTITIES TO SOLVENCY OF THE GROUP";"Qualifying own funds included in consolidated own funds";"Qualifying tier 1 instruments included in consolidated tier 1 capital";;;;;;;;;"010";"Total";"INFORMATION ON THE CONTRIBUTION OF ENTITIES TO SOLVENCY OF THE GROUP#Qualifying own funds included in consolidated own funds#Qualifying tier 1 instruments included in consolidated tier 1 capital";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi76,AGG=eba_BT:x9,BAS=eba_BA:x11,MCY=eba_MC:x127";C_06.01;010;320;;monetaryItemType;C 06.01 (GS) Group Solvency - Total;"Total";"INFORMATION ON THE CONTRIBUTION OF ENTITIES TO SOLVENCY OF THE GROUP";"Qualifying own funds included in consolidated own funds";"Qualifying tier 1 instruments included in consolidated tier 1 capital";"Minority interests included in consolidated common equity tier 1 capital";;;;;;;;"010";"Total";"INFORMATION ON THE CONTRIBUTION OF ENTITIES TO SOLVENCY OF THE GROUP#Qualifying own funds included in consolidated own funds#Qualifying tier 1 instruments included in consolidated tier 1 capital#Minority interests included in consolidated common equity tier 1 capital";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi76,AGG=eba_BT:x9,BAS=eba_BA:x11,MCY=eba_MC:x191,OFS=eba_OF:x1";C_06.01;010;330;;monetaryItemType;C 06.01 (GS) Group Solvency - Total;"Total";"INFORMATION ON THE CONTRIBUTION OF ENTITIES TO SOLVENCY OF THE GROUP";"Qualifying own funds included in consolidated own funds";"Qualifying tier 1 instruments included in consolidated tier 1 capital";"Qualifying tier 1 instruments included in consolidated additional tier 1 capital";;;;;;;;"010";"Total";"INFORMATION ON THE CONTRIBUTION OF ENTITIES TO SOLVENCY OF THE GROUP#Qualifying own funds included in consolidated own funds#Qualifying tier 1 instruments included in consolidated tier 1 capital#Qualifying tier 1 instruments included in consolidated additional tier 1 capital";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi76,AGG=eba_BT:x9,BAS=eba_BA:x11,MCY=eba_MC:x191,OFS=eba_OF:x9";C_06.01;010;340;;monetaryItemType;C 06.01 (GS) Group Solvency - Total;"Total";"INFORMATION ON THE CONTRIBUTION OF ENTITIES TO SOLVENCY OF THE GROUP";"Qualifying own funds included in consolidated own funds";"Qualifying own funds instruments included in consolidated tier 2 capital";;;;;;;;;"010";"Total";"INFORMATION ON THE CONTRIBUTION OF ENTITIES TO SOLVENCY OF THE GROUP#Qualifying own funds included in consolidated own funds#Qualifying own funds instruments included in consolidated tier 2 capital";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi76,AGG=eba_BT:x9,BAS=eba_BA:x11,MCY=eba_MC:x184";C_06.01;010;350;;monetaryItemType;C 06.01 (GS) Group Solvency - Total;"Total";"INFORMATION ON THE CONTRIBUTION OF ENTITIES TO SOLVENCY OF THE GROUP";"Qualifying own funds included in consolidated own funds";"MEMORANDUM ITEM: GOODWILL (-) / (+) NEGATIVE GOODWILL";;;;;;;;;"010";"Total";"INFORMATION ON THE CONTRIBUTION OF ENTITIES TO SOLVENCY OF THE GROUP#Qualifying own funds included in consolidated own funds#MEMORANDUM ITEM: GOODWILL (-) / (+) NEGATIVE GOODWILL";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi76,AGG=eba_BT:x9,BAS=eba_BA:x11,MCY=eba_MC:x275,OFS=eba_OF:x10";C_06.01;010;360;;monetaryItemType;C 06.01 (GS) Group Solvency - Total;"Total";"INFORMATION ON THE CONTRIBUTION OF ENTITIES TO SOLVENCY OF THE GROUP";"CONSOLIDATED OWN FUNDS";;;;;;;;;;"010";"Total";"INFORMATION ON THE CONTRIBUTION OF ENTITIES TO SOLVENCY OF THE GROUP#CONSOLIDATED OWN FUNDS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi76,AGG=eba_BT:x9,BAS=eba_BA:x11,MCY=eba_MC:x275,OFS=eba_OF:x2";C_06.01;010;370;;monetaryItemType;C 06.01 (GS) Group Solvency - Total;"Total";"INFORMATION ON THE CONTRIBUTION OF ENTITIES TO SOLVENCY OF THE GROUP";"CONSOLIDATED OWN FUNDS";"OF WHICH: COMMON EQUITY TIER 1";;;;;;;;;"010";"Total";"INFORMATION ON THE CONTRIBUTION OF ENTITIES TO SOLVENCY OF THE GROUP#CONSOLIDATED OWN FUNDS#OF WHICH: COMMON EQUITY TIER 1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi76,AGG=eba_BT:x9,BAS=eba_BA:x11,MCY=eba_MC:x275,OFS=eba_OF:x1";C_06.01;010;380;;monetaryItemType;C 06.01 (GS) Group Solvency - Total;"Total";"INFORMATION ON THE CONTRIBUTION OF ENTITIES TO SOLVENCY OF THE GROUP";"CONSOLIDATED OWN FUNDS";"OF WHICH: ADDITIONAL TIER 1";;;;;;;;;"010";"Total";"INFORMATION ON THE CONTRIBUTION OF ENTITIES TO SOLVENCY OF THE GROUP#CONSOLIDATED OWN FUNDS#OF WHICH: ADDITIONAL TIER 1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi76,AGG=eba_BT:x9,BAS=eba_BA:x11,MCY=eba_MC:x276,OFS=eba_OF:x1";C_06.01;010;390;;monetaryItemType;C 06.01 (GS) Group Solvency - Total;"Total";"INFORMATION ON THE CONTRIBUTION OF ENTITIES TO SOLVENCY OF THE GROUP";"CONSOLIDATED OWN FUNDS";"OF WHICH: CONRIBUTIONS TO CONSOLIDATED RESULT";;;;;;;;;"010";"Total";"INFORMATION ON THE CONTRIBUTION OF ENTITIES TO SOLVENCY OF THE GROUP#CONSOLIDATED OWN FUNDS#OF WHICH: CONRIBUTIONS TO CONSOLIDATED RESULT";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;050;50932;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Total (001)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;060;50932;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Total (001)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;070;50932;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Total (001)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;080;50932;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Total (001)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;090;50932;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Total (001)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;100;50932;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Total (001)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;110;50932;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total (001)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;150;50932;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Fully adjusted exposure value (E*)";;;;;;;;;;"Total (001)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;160;50932;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Total (001)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;170;50932;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Total (001)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;180;50932;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Total (001)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;190;50932;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Total (001)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;200;50932;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Exposure value";;;;;;;;;;"Total (001)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;215;50932;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Total (001)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;220;50932;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total (001)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;090;50932;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Total (001)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;040;50932;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";;;;;;;;;;"Total (001)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;050;50932;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Total (001)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;080;50932;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Total (001)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;090;50932;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Total (001)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;100;50932;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Total (001)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;110;50932;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total (001)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;120;50932;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Total (001)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;130;50932;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Total (001)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;140;50932;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"(-) of which: Volatility and maturity adjustments";;;;;;;;"Total (001)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#(-) of which: Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;150;50932;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";;;;;;;;;;"Total (001)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;200;50932;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Exposure value";;;;;;;;;;"Total (001)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;215;50932;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Total (001)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;220;50932;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total (001)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;010;50932;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Total (001)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;030;50932;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Total (001)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;040;50932;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";;;;;;;;;;"Total (001)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;050;50932;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Total (001)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;060;50932;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Total (001)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;070;50932;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Total (001)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;080;50932;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Total (001)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;090;50932;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Total (001)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;100;50932;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Total (001)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;110;50932;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total (001)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;120;50932;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Total (001)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;130;50932;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Total (001)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;140;50932;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"(-) of which: Volatility and maturity adjustments";;;;;;;;"Total (001)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#(-) of which: Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;150;50932;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";;;;;;;;;;"Total (001)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;160;50932;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Total (001)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;010;50932;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Original exposure pre conversion factors";;;;;;;;;;"Total (001)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Original exposure pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;215;50932;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Total (001)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;220;50932;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total (001)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;150;50932;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Total (001)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;230;50932;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Total (001)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;040;50932;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Total (001)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;040;50932;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Total (001)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;150;50932;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Total (001)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;170;50932;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Total (001)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;180;50932;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Total (001)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;190;50932;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Total (001)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;200;50932;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Exposure value";;;;;;;;;;"Total (001)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;215;50932;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Total (001)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;220;50932;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total (001)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;230;50932;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Total (001)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;240;50932;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Total (001)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;010;50932;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Original exposure pre conversion factors";;;;;;;;;;"Total (001)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;030;50932;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Total (001)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;040;50932;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Total (001)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;150;50932;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Total (001)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;160;50932;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Total (001)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;170;50932;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Total (001)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;180;50932;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Total (001)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;190;50932;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Total (001)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;215;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x22,EXC=eba_EC:x16,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;050;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Central governments or central banks (002)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x3,EXC=eba_EC:x16,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;060;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Central governments or central banks (002)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x13,EXC=eba_EC:x16,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;070;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Central governments or central banks (002)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x19,EXC=eba_EC:x16,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;080;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Central governments or central banks (002)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x10,EXC=eba_EC:x16,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;090;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Central governments or central banks (002)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x10,EXC=eba_EC:x16,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;100;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Central governments or central banks (002)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x2,CPZ=eba_CT:x23,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;170;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Central governments or central banks (002)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CPZ=eba_CT:x23,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;215;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"010#020";"TOTAL EXPOSURES#of which: SME";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;040;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Exposure net of value adjustments and provisions";;;;;;;;;;"Central governments or central banks (002)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x22,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;050;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Central governments or central banks (002)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x19,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;080;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Central governments or central banks (002)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;090;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Central governments or central banks (002)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;100;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Central governments or central banks (002)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;110;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments or central banks (002)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x6,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;120;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Central governments or central banks (002)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x6,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;130;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Central governments or central banks (002)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x6,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;140;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"(-) of which: Volatility and maturity adjustments";;;;;;;;"Central governments or central banks (002)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#(-) of which: Volatility and maturity adjustments";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;030;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Central governments or central banks (002)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;040;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";;;;;;;;;;"Central governments or central banks (002)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x13,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;070;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Central governments or central banks (002)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x19,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;080;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Central governments or central banks (002)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;100;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Central governments or central banks (002)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;110;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments or central banks (002)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x6,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;120;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Central governments or central banks (002)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x6,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;140;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"(-) of which: Volatility and maturity adjustments";;;;;;;;"Central governments or central banks (002)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#(-) of which: Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;150;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";;;;;;;;;;"Central governments or central banks (002)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;200;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Exposure value";;;;;;;;;;"Central governments or central banks (002)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;215;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;220;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;010;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Central governments or central banks (002)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;030;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Central governments or central banks (002)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;040;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";;;;;;;;;;"Central governments or central banks (002)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x22,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;050;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Central governments or central banks (002)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x3,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;060;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Central governments or central banks (002)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x13,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;070;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Central governments or central banks (002)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x19,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;080;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Central governments or central banks (002)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;090;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Central governments or central banks (002)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;100;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Central governments or central banks (002)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;110;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments or central banks (002)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x6,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;120;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Central governments or central banks (002)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x6,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;130;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Central governments or central banks (002)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x6,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;140;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"(-) of which: Volatility and maturity adjustments";;;;;;;;"Central governments or central banks (002)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#(-) of which: Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;150;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";;;;;;;;;;"Central governments or central banks (002)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;160;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Central governments or central banks (002)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;170;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Central governments or central banks (002)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;180;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Central governments or central banks (002)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;190;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Central governments or central banks (002)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;200;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Exposure value";;;;;;;;;;"Central governments or central banks (002)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;215;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;220;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;010;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Central governments or central banks (002)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;030;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Central governments or central banks (002)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;040;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Exposure net of value adjustments and provisions";;;;;;;;;;"Central governments or central banks (002)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure net of value adjustments and provisions";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;040;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Exposure net of value adjustments and provisions";;;;;;;;;;"Central governments or central banks (002)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x22,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;050;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Central governments or central banks (002)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x3,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;060;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Central governments or central banks (002)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x13,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;070;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Central governments or central banks (002)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x19,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;080;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Central governments or central banks (002)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;090;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Central governments or central banks (002)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;110;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments or central banks (002)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;215;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;010;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Original exposure pre conversion factors";;;;;;;;;;"Central governments or central banks (002)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;030;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Central governments or central banks (002)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;040;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Central governments or central banks (002)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;170;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Central governments or central banks (002)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;180;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Central governments or central banks (002)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;190;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Central governments or central banks (002)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;200;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Exposure value";;;;;;;;;;"Central governments or central banks (002)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;215;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;220;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;010;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Original exposure pre conversion factors";;;;;;;;;;"Central governments or central banks (002)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;030;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Central governments or central banks (002)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;215;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;160;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Central governments or central banks (002)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;170;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Central governments or central banks (002)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;240;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Central governments or central banks (002)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;010;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Original exposure pre conversion factors";;;;;;;;;;"Central governments or central banks (002)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;030;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Central governments or central banks (002)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;040;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Central governments or central banks (002)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;150;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Central governments or central banks (002)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;170;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Central governments or central banks (002)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;190;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Central governments or central banks (002)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;200;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Exposure value";;;;;;;;;;"Central governments or central banks (002)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;215;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;220;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;230;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Central governments or central banks (002)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;240;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Central governments or central banks (002)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;010;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Original exposure pre conversion factors";;;;;;;;;;"Central governments or central banks (002)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;030;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Central governments or central banks (002)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;170;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Central governments or central banks (002)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;230;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Central governments or central banks (002)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;240;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Central governments or central banks (002)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;010;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Original exposure pre conversion factors";;;;;;;;;;"Central governments or central banks (002)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;030;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Central governments or central banks (002)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;040;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Central governments or central banks (002)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;150;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Central governments or central banks (002)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;160;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Central governments or central banks (002)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;170;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Central governments or central banks (002)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;180;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Central governments or central banks (002)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;190;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Central governments or central banks (002)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;200;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Exposure value";;;;;;;;;;"Central governments or central banks (002)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure value";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;220;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;230;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Central governments or central banks (002)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;240;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Central governments or central banks (002)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;010;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Original exposure pre conversion factors";;;;;;;;;;"Central governments or central banks (002)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;030;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Central governments or central banks (002)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;040;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Central governments or central banks (002)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;150;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Central governments or central banks (002)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;160;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Central governments or central banks (002)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;170;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Central governments or central banks (002)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;180;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Central governments or central banks (002)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;190;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Central governments or central banks (002)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;200;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Exposure value";;;;;;;;;;"Central governments or central banks (002)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;215;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;220;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;230;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Central governments or central banks (002)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;240;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Central governments or central banks (002)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;010;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Original exposure pre conversion factors";;;;;;;;;;"Central governments or central banks (002)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;030;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Central governments or central banks (002)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;040;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Central governments or central banks (002)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;150;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Central governments or central banks (002)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;160;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Central governments or central banks (002)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;170;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Central governments or central banks (002)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;180;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Central governments or central banks (002)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;190;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Central governments or central banks (002)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;200;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Exposure value";;;;;;;;;;"Central governments or central banks (002)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;215;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;220;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;230;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Central governments or central banks (002)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;240;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Central governments or central banks (002)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;010;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Original exposure pre conversion factors";;;;;;;;;;"Central governments or central banks (002)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Original exposure pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;160;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Central governments or central banks (002)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;180;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Central governments or central banks (002)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;190;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Central governments or central banks (002)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;200;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Exposure value";;;;;;;;;;"Central governments or central banks (002)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;215;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;220;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments or central banks (002)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;230;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Central governments or central banks (002)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;240;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Central governments or central banks (002)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;010;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Original exposure pre conversion factors";;;;;;;;;;"Central governments or central banks (002)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;030;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Central governments or central banks (002)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;040;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Exposure net of value adjustments and provisions";;;;;;;;;;"Central governments or central banks (002)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Exposure net of value adjustments and provisions";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;160;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Central governments or central banks (002)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;170;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Central governments or central banks (002)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;180;50933;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Central governments or central banks (002)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x16,EXC=eba_EC:x23,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;170;50934;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Regional governments or local authorities (003)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;200;50934;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"Exposure value";;;;;;;;;;"Regional governments or local authorities (003)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;215;50934;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;150;50934;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Fully adjusted exposure value (E*)";;;;;;;;;;"Regional governments or local authorities (003)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Fully adjusted exposure value (E*)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;215;50934;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;220;50934;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;010;50934;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Original exposure pre conversion factors";;;;;;;;;;"Regional governments or local authorities (003)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;030;50934;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Regional governments or local authorities (003)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;040;50934;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Exposure net of value adjustments and provisions";;;;;;;;;;"Regional governments or local authorities (003)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure net of value adjustments and provisions";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;220;50934;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;010;50934;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Regional governments or local authorities (003)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;030;50934;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Regional governments or local authorities (003)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;040;50934;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";;;;;;;;;;"Regional governments or local authorities (003)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x22,EXC=eba_EC:x23,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;050;50934;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Regional governments or local authorities (003)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x3,EXC=eba_EC:x23,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;060;50934;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Regional governments or local authorities (003)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x13,EXC=eba_EC:x23,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;070;50934;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Regional governments or local authorities (003)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x19,EXC=eba_EC:x23,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;080;50934;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Regional governments or local authorities (003)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x10,EXC=eba_EC:x23,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;090;50934;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Regional governments or local authorities (003)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x10,EXC=eba_EC:x23,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;100;50934;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Regional governments or local authorities (003)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;110;50934;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Regional governments or local authorities (003)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x6,EXC=eba_EC:x23,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;120;50934;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Regional governments or local authorities (003)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x6,EXC=eba_EC:x23,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;130;50934;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Regional governments or local authorities (003)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x6,EXC=eba_EC:x23,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;140;50934;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"(-) of which: Volatility and maturity adjustments";;;;;;;;"Regional governments or local authorities (003)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#(-) of which: Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;150;50934;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";;;;;;;;;;"Regional governments or local authorities (003)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;200;50934;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Exposure value";;;;;;;;;;"Regional governments or local authorities (003)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;215;50934;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;220;50934;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;010;50934;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Regional governments or local authorities (003)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;030;50934;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Regional governments or local authorities (003)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;040;50934;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";;;;;;;;;;"Regional governments or local authorities (003)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x22,EXC=eba_EC:x23,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;050;50934;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Regional governments or local authorities (003)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x3,EXC=eba_EC:x23,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;060;50934;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Regional governments or local authorities (003)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x13,EXC=eba_EC:x23,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;070;50934;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Regional governments or local authorities (003)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x19,EXC=eba_EC:x23,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;080;50934;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Regional governments or local authorities (003)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x10,EXC=eba_EC:x23,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;090;50934;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Regional governments or local authorities (003)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x10,EXC=eba_EC:x23,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;100;50934;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Regional governments or local authorities (003)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;110;50934;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Regional governments or local authorities (003)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x6,EXC=eba_EC:x23,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;140;50934;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"(-) of which: Volatility and maturity adjustments";;;;;;;;"Regional governments or local authorities (003)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#(-) of which: Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;150;50934;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";;;;;;;;;;"Regional governments or local authorities (003)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;160;50934;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Regional governments or local authorities (003)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;170;50934;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Regional governments or local authorities (003)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;190;50934;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Regional governments or local authorities (003)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;200;50934;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Exposure value";;;;;;;;;;"Regional governments or local authorities (003)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;215;50934;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;220;50934;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;040;50934;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Exposure net of value adjustments and provisions";;;;;;;;;;"Regional governments or local authorities (003)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x22,EXC=eba_EC:x23,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;050;50934;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Regional governments or local authorities (003)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x3,EXC=eba_EC:x23,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;060;50934;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Regional governments or local authorities (003)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x13,EXC=eba_EC:x23,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;070;50934;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Regional governments or local authorities (003)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x19,EXC=eba_EC:x23,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;080;50934;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Regional governments or local authorities (003)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x10,EXC=eba_EC:x23,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;090;50934;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Regional governments or local authorities (003)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x10,EXC=eba_EC:x23,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;100;50934;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Regional governments or local authorities (003)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x10,EXC=eba_EC:x23,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;110;100;50934;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Regional governments or local authorities (003)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x10,EXC=eba_EC:x23,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;100;50934;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Regional governments or local authorities (003)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;110;50934;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Regional governments or local authorities (003)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x6,EXC=eba_EC:x23,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;130;50934;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Regional governments or local authorities (003)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CRM=eba_CP:x6,EXC=eba_EC:x23,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;140;50934;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"(-) of which: Volatility and maturity adjustments";;;;;;;;"Regional governments or local authorities (003)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#(-) of which: Volatility and maturity adjustments";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;010;50934;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Original exposure pre conversion factors";;;;;;;;;;"Regional governments or local authorities (003)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Original exposure pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;215;50934;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;230;50934;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Regional governments or local authorities (003)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;150;50934;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Regional governments or local authorities (003)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;215;50934;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;170;50934;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Regional governments or local authorities (003)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;180;50934;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Regional governments or local authorities (003)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;200;50934;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Exposure value";;;;;;;;;;"Regional governments or local authorities (003)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure value";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;230;50934;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Regional governments or local authorities (003)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;240;50934;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Regional governments or local authorities (003)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;010;50934;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Original exposure pre conversion factors";;;;;;;;;;"Regional governments or local authorities (003)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;030;50934;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Regional governments or local authorities (003)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;170;50934;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Regional governments or local authorities (003)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;180;50934;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Regional governments or local authorities (003)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;200;50934;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Exposure value";;;;;;;;;;"Regional governments or local authorities (003)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure value";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;170;50934;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Regional governments or local authorities (003)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;180;50934;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Regional governments or local authorities (003)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;200;50934;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Exposure value";;;;;;;;;;"Regional governments or local authorities (003)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;215;50934;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;230;50934;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Regional governments or local authorities (003)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;240;50934;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Regional governments or local authorities (003)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;010;50934;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Original exposure pre conversion factors";;;;;;;;;;"Regional governments or local authorities (003)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;030;50934;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Regional governments or local authorities (003)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;040;50934;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Regional governments or local authorities (003)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;160;50934;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Regional governments or local authorities (003)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;170;50934;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Regional governments or local authorities (003)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;180;50934;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Regional governments or local authorities (003)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;190;50934;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Regional governments or local authorities (003)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;200;50934;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Exposure value";;;;;;;;;;"Regional governments or local authorities (003)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;215;50934;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;230;50934;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Regional governments or local authorities (003)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;240;50934;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Regional governments or local authorities (003)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;010;50934;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Original exposure pre conversion factors";;;;;;;;;;"Regional governments or local authorities (003)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;030;50934;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Regional governments or local authorities (003)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;040;50934;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Regional governments or local authorities (003)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;150;50934;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Regional governments or local authorities (003)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;160;50934;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Regional governments or local authorities (003)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;170;50934;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Regional governments or local authorities (003)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;180;50934;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Regional governments or local authorities (003)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;190;50934;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Regional governments or local authorities (003)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;200;50934;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Exposure value";;;;;;;;;;"Regional governments or local authorities (003)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;215;50934;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;220;50934;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Regional governments or local authorities (003)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;230;50934;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Regional governments or local authorities (003)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;240;50934;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Regional governments or local authorities (003)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;010;50934;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Original exposure pre conversion factors";;;;;;;;;;"Regional governments or local authorities (003)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;030;50934;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Regional governments or local authorities (003)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;040;50934;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Regional governments or local authorities (003)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;150;50934;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Regional governments or local authorities (003)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;160;50934;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Regional governments or local authorities (003)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x10,EXC=eba_EC:x22,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;090;50935;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Public sector entities (004)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x10,EXC=eba_EC:x22,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;100;50935;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Public sector entities (004)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;110;50935;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Public sector entities (004)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;150;50935;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";;;;;;;;;;"Public sector entities (004)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;200;50935;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Exposure value";;;;;;;;;;"Public sector entities (004)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;215;50935;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Public sector entities (004)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;220;50935;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Public sector entities (004)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;010;50935;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Public sector entities (004)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;030;50935;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Public sector entities (004)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;040;50935;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";;;;;;;;;;"Public sector entities (004)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x22,EXC=eba_EC:x22,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;050;50935;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Public sector entities (004)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x3,EXC=eba_EC:x22,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;060;50935;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Public sector entities (004)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x13,EXC=eba_EC:x22,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;070;50935;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Public sector entities (004)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x19,EXC=eba_EC:x22,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;080;50935;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Public sector entities (004)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x10,EXC=eba_EC:x22,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;090;50935;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Public sector entities (004)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x10,EXC=eba_EC:x22,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;100;50935;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Public sector entities (004)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;110;50935;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Public sector entities (004)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x6,EXC=eba_EC:x22,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;120;50935;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Public sector entities (004)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x6,EXC=eba_EC:x22,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;130;50935;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Public sector entities (004)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CRM=eba_CP:x6,EXC=eba_EC:x22,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;140;50935;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"(-) of which: Volatility and maturity adjustments";;;;;;;;"Public sector entities (004)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#(-) of which: Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;150;50935;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";;;;;;;;;;"Public sector entities (004)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;160;50935;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Public sector entities (004)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;170;50935;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Public sector entities (004)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;180;50935;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Public sector entities (004)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;190;50935;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Public sector entities (004)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;010;50935;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Original exposure pre conversion factors";;;;;;;;;;"Public sector entities (004)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Original exposure pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;010;50935;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Original exposure pre conversion factors";;;;;;;;;;"Public sector entities (004)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Original exposure pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;170;50936;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Multilateral developments banks (005)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;190;50936;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Multilateral developments banks (005)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;215;50936;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Multilateral developments banks (005)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;220;50936;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Multilateral developments banks (005)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x3,EXC=eba_EC:x21,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;060;50936;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Multilateral developments banks (005)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x13,EXC=eba_EC:x21,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;070;50936;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Multilateral developments banks (005)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x10,EXC=eba_EC:x21,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;100;50936;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Multilateral developments banks (005)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;110;50936;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Multilateral developments banks (005)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x6,EXC=eba_EC:x21,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;120;50936;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Multilateral developments banks (005)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x6,EXC=eba_EC:x21,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;140;50936;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"(-) of which: Volatility and maturity adjustments";;;;;;;;"Multilateral developments banks (005)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#(-) of which: Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;150;50936;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";;;;;;;;;;"Multilateral developments banks (005)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;200;50936;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Exposure value";;;;;;;;;;"Multilateral developments banks (005)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;215;50936;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Multilateral developments banks (005)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;220;50936;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Multilateral developments banks (005)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;010;50936;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Multilateral developments banks (005)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;030;50936;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Multilateral developments banks (005)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;040;50936;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";;;;;;;;;;"Multilateral developments banks (005)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x22,EXC=eba_EC:x21,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;050;50936;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Multilateral developments banks (005)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x3,EXC=eba_EC:x21,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;060;50936;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Multilateral developments banks (005)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x13,EXC=eba_EC:x21,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;070;50936;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Multilateral developments banks (005)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x19,EXC=eba_EC:x21,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;080;50936;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Multilateral developments banks (005)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x10,EXC=eba_EC:x21,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;090;50936;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Multilateral developments banks (005)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x10,EXC=eba_EC:x21,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;100;50936;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Multilateral developments banks (005)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;150;50936;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";;;;;;;;;;"Multilateral developments banks (005)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;215;50936;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Multilateral developments banks (005)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;220;50936;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Multilateral developments banks (005)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;010;50936;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Multilateral developments banks (005)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;040;50936;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Exposure net of value adjustments and provisions";;;;;;;;;;"Multilateral developments banks (005)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure net of value adjustments and provisions";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x13,EXC=eba_EC:x21,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;070;50936;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Multilateral developments banks (005)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x19,EXC=eba_EC:x21,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;080;50936;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Multilateral developments banks (005)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CRM=eba_CP:x10,EXC=eba_EC:x21,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;090;50936;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Multilateral developments banks (005)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;010;50936;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Original exposure pre conversion factors";;;;;;;;;;"Multilateral developments banks (005)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;030;50936;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Multilateral developments banks (005)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;160;50936;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Multilateral developments banks (005)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;180;50936;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Multilateral developments banks (005)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;190;50936;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Multilateral developments banks (005)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;200;50936;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Exposure value";;;;;;;;;;"Multilateral developments banks (005)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;215;50936;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Multilateral developments banks (005)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;220;50936;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Multilateral developments banks (005)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;230;50936;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Multilateral developments banks (005)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;240;50936;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Multilateral developments banks (005)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;010;50936;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Original exposure pre conversion factors";;;;;;;;;;"Multilateral developments banks (005)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;030;50936;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Multilateral developments banks (005)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;150;50936;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Multilateral developments banks (005)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x10,EXC=eba_EC:x20,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;090;50937;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"International organisations (006)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x10,EXC=eba_EC:x20,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;100;50937;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"International organisations (006)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;110;50937;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"International organisations (006)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x6,EXC=eba_EC:x20,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;140;50937;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"(-) of which: Volatility and maturity adjustments";;;;;;;;"International organisations (006)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#(-) of which: Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;150;50937;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";;;;;;;;;;"International organisations (006)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;200;50937;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Exposure value";;;;;;;;;;"International organisations (006)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;215;50937;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"International organisations (006)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;220;50937;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"International organisations (006)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;010;50937;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"International organisations (006)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;030;50937;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"International organisations (006)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;040;50937;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";;;;;;;;;;"International organisations (006)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x22,EXC=eba_EC:x20,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;050;50937;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"International organisations (006)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x3,EXC=eba_EC:x20,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;060;50937;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"International organisations (006)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x13,EXC=eba_EC:x20,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;070;50937;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"International organisations (006)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x19,EXC=eba_EC:x20,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;080;50937;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"International organisations (006)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x10,EXC=eba_EC:x20,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;090;50937;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"International organisations (006)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x10,EXC=eba_EC:x20,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;100;50937;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"International organisations (006)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;110;50937;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"International organisations (006)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x6,EXC=eba_EC:x20,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;120;50937;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"International organisations (006)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x6,EXC=eba_EC:x20,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;130;50937;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"International organisations (006)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CRM=eba_CP:x6,EXC=eba_EC:x20,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;140;50937;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"(-) of which: Volatility and maturity adjustments";;;;;;;;"International organisations (006)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#(-) of which: Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;150;50937;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";;;;;;;;;;"International organisations (006)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;160;50937;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"International organisations (006)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;170;50937;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"International organisations (006)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;180;50937;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"International organisations (006)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;010;50937;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Original exposure pre conversion factors";;;;;;;;;;"International organisations (006)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Original exposure pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;010;50937;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Original exposure pre conversion factors";;;;;;;;;;"International organisations (006)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Original exposure pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;010;50937;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Original exposure pre conversion factors";;;;;;;;;;"International organisations (006)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Original exposure pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;040;50937;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Exposure net of value adjustments and provisions";;;;;;;;;;"International organisations (006)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;215;50937;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"International organisations (006)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;200;50937;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Exposure value";;;;;;;;;;"International organisations (006)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;215;50937;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"International organisations (006)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;220;50937;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"International organisations (006)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;230;50937;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"International organisations (006)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;240;50937;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"International organisations (006)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;010;50937;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Original exposure pre conversion factors";;;;;;;;;;"International organisations (006)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;030;50937;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"International organisations (006)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;040;50937;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Exposure net of value adjustments and provisions";;;;;;;;;;"International organisations (006)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;170;50937;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"International organisations (006)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;200;50937;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Exposure value";;;;;;;;;;"International organisations (006)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure value";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;010;50937;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Original exposure pre conversion factors";;;;;;;;;;"International organisations (006)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;030;50937;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"International organisations (006)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;170;50937;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"International organisations (006)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;190;50937;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"International organisations (006)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;200;50937;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Exposure value";;;;;;;;;;"International organisations (006)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;215;50937;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"International organisations (006)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;220;50937;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"International organisations (006)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;230;50937;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"International organisations (006)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;240;50937;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"International organisations (006)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;010;50937;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Original exposure pre conversion factors";;;;;;;;;;"International organisations (006)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;030;50937;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"International organisations (006)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;040;50937;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Exposure net of value adjustments and provisions";;;;;;;;;;"International organisations (006)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;150;50937;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Fully adjusted exposure value (E*)";;;;;;;;;;"International organisations (006)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;160;50937;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"International organisations (006)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;170;50937;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"International organisations (006)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;180;50937;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"International organisations (006)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;010;50937;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Original exposure pre conversion factors";;;;;;;;;;"International organisations (006)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Original exposure pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;220;50937;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"International organisations (006)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;230;50937;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"International organisations (006)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;240;50937;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"International organisations (006)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;040;50937;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Exposure net of value adjustments and provisions";;;;;;;;;;"International organisations (006)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Exposure net of value adjustments and provisions";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;170;50938;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Institutions (007)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;200;50938;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Exposure value";;;;;;;;;;"Institutions (007)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;215;50938;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Institutions (007)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;220;50938;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions (007)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;010;50938;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Original exposure pre conversion factors";;;;;;;;;;"Institutions (007)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Original exposure pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x22,EXC=eba_EC:x19,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;050;50938;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Institutions (007)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x3,EXC=eba_EC:x19,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;060;50938;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Institutions (007)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x13,EXC=eba_EC:x19,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;070;50938;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Institutions (007)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x19,EXC=eba_EC:x19,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;080;50938;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Institutions (007)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x19,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;090;50938;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Institutions (007)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x19,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;100;50938;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Institutions (007)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;110;50938;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Institutions (007)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x6,EXC=eba_EC:x19,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;120;50938;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Institutions (007)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x6,EXC=eba_EC:x19,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;130;50938;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Institutions (007)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x6,EXC=eba_EC:x19,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;140;50938;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"(-) of which: Volatility and maturity adjustments";;;;;;;;"Institutions (007)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#(-) of which: Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;150;50938;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";;;;;;;;;;"Institutions (007)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;200;50938;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Exposure value";;;;;;;;;;"Institutions (007)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;215;50938;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Institutions (007)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;220;50938;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions (007)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;010;50938;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Institutions (007)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;030;50938;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Institutions (007)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;040;50938;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";;;;;;;;;;"Institutions (007)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x22,EXC=eba_EC:x19,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;050;50938;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Institutions (007)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x3,EXC=eba_EC:x19,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;060;50938;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Institutions (007)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x13,EXC=eba_EC:x19,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;070;50938;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Institutions (007)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x19,EXC=eba_EC:x19,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;080;50938;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Institutions (007)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x19,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;090;50938;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Institutions (007)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x19,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;100;50938;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Institutions (007)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;110;50938;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Institutions (007)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;010;50938;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Original exposure pre conversion factors";;;;;;;;;;"Institutions (007)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;030;50938;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Institutions (007)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x22,EXC=eba_EC:x17,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;050;50939;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Corporates (008)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x3,EXC=eba_EC:x17,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;060;50939;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Corporates (008)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x13,EXC=eba_EC:x17,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;070;50939;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Corporates (008)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x19,EXC=eba_EC:x17,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;080;50939;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Corporates (008)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x13,EXC=eba_EC:x17,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;070;50939;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Corporates (008)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x19,EXC=eba_EC:x17,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;080;50939;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Corporates (008)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x10,EXC=eba_EC:x17,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;090;50939;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Corporates (008)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x10,EXC=eba_EC:x17,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;100;50939;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Corporates (008)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;110;50939;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates (008)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x6,EXC=eba_EC:x17,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;120;50939;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Corporates (008)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x10,EXC=eba_EC:x17,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;100;50939;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Corporates (008)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;220;50939;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates (008)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;010;50939;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Corporates (008)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;030;50939;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Corporates (008)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;040;50939;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";;;;;;;;;;"Corporates (008)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x22,EXC=eba_EC:x17,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;050;50939;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Corporates (008)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x3,EXC=eba_EC:x17,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;060;50939;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Corporates (008)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x13,EXC=eba_EC:x17,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;070;50939;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Corporates (008)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x19,EXC=eba_EC:x17,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;080;50939;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Corporates (008)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x10,EXC=eba_EC:x17,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;090;50939;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Corporates (008)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x10,EXC=eba_EC:x17,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;100;50939;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Corporates (008)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;110;50939;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates (008)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x6,EXC=eba_EC:x17,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;120;50939;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Corporates (008)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x6,EXC=eba_EC:x17,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;130;50939;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Corporates (008)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CRM=eba_CP:x6,EXC=eba_EC:x17,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;140;50939;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"(-) of which: Volatility and maturity adjustments";;;;;;;;"Corporates (008)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#(-) of which: Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;150;50939;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";;;;;;;;;;"Corporates (008)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;160;50939;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Corporates (008)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;170;50939;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Corporates (008)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;180;50939;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Corporates (008)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;190;50939;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Corporates (008)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;200;50939;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Exposure value";;;;;;;;;;"Corporates (008)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;215;50939;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates (008)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;220;50939;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates (008)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;010;50939;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Corporates (008)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;040;50939;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Exposure net of value adjustments and provisions";;;;;;;;;;"Corporates (008)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure net of value adjustments and provisions";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;040;50939;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Exposure net of value adjustments and provisions";;;;;;;;;;"Corporates (008)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure net of value adjustments and provisions";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;170;50939;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Corporates (008)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;190;50939;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Corporates (008)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;215;50939;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates (008)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;220;50939;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates (008)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;230;50939;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Corporates (008)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;010;50939;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates (008)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Original exposure pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;010;50939;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates (008)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;030;50939;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Corporates (008)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;160;50939;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Corporates (008)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;190;50939;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Corporates (008)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;200;50939;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Exposure value";;;;;;;;;;"Corporates (008)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;215;50939;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates (008)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;010;50939;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates (008)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;030;50939;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Corporates (008)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;040;50939;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Corporates (008)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;150;50939;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Corporates (008)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;160;50939;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Corporates (008)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;170;50939;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Corporates (008)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;180;50939;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Corporates (008)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;190;50939;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Corporates (008)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;200;50939;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Exposure value";;;;;;;;;;"Corporates (008)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure value";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;220;50939;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates (008)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;170;50939;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Corporates (008)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;190;50939;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Corporates (008)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;215;50940;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail (009)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x22,EXC=eba_EC:x26,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;050;50940;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Retail (009)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x13,EXC=eba_EC:x26,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;070;50940;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Retail (009)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x10,EXC=eba_EC:x26,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;090;50940;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Retail (009)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x22,EXC=eba_EC:x26,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;170;50940;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Retail (009)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x22,EXC=eba_EC:x26,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;180;50940;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Retail (009)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x22,EXC=eba_EC:x26,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;190;50940;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Retail (009)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;215;50940;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail (009)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;190;50940;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Retail (009)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;200;50940;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Exposure value";;;;;;;;;;"Retail (009)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;215;50940;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail (009)";"010#020";"TOTAL EXPOSURES#of which: SME";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;040;50940;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Exposure net of value adjustments and provisions";;;;;;;;;;"Retail (009)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;050;50940;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Retail (009)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x3,EXC=eba_EC:x26,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;060;50940;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Retail (009)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x13,EXC=eba_EC:x26,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;070;50940;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Retail (009)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x19,EXC=eba_EC:x26,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;080;50940;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Retail (009)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x10,EXC=eba_EC:x26,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;090;50940;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Retail (009)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x10,EXC=eba_EC:x26,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;100;50940;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Retail (009)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;110;50940;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail (009)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x6,EXC=eba_EC:x26,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;120;50940;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Retail (009)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x6,EXC=eba_EC:x26,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;130;50940;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Retail (009)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;150;50940;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Fully adjusted exposure value (E*)";;;;;;;;;;"Retail (009)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;160;50940;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Retail (009)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;170;50940;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Retail (009)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;180;50940;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Retail (009)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;190;50940;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Retail (009)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;200;50940;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Exposure value";;;;;;;;;;"Retail (009)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;215;50940;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail (009)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;220;50940;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail (009)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;010;50940;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Original exposure pre conversion factors";;;;;;;;;;"Retail (009)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;030;50940;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Retail (009)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;040;50940;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Exposure net of value adjustments and provisions";;;;;;;;;;"Retail (009)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x22,EXC=eba_EC:x26,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;050;50940;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Retail (009)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x3,EXC=eba_EC:x26,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;060;50940;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Retail (009)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x13,EXC=eba_EC:x26,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;070;50940;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Retail (009)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x19,EXC=eba_EC:x26,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;080;50940;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Retail (009)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x13,EXC=eba_EC:x26,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;070;50940;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Retail (009)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x19,EXC=eba_EC:x26,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;080;50940;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Retail (009)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x10,EXC=eba_EC:x26,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;090;50940;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Retail (009)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x10,EXC=eba_EC:x26,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;100;50940;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Retail (009)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;110;50940;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail (009)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;190;50940;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Retail (009)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;200;50940;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";;;;;;;;;;"Retail (009)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;220;50940;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail (009)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;010;50940;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Retail (009)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;030;50940;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Retail (009)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;040;50940;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";;;;;;;;;;"Retail (009)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x22,EXC=eba_EC:x26,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;050;50940;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Retail (009)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x3,EXC=eba_EC:x26,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;060;50940;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Retail (009)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x13,EXC=eba_EC:x26,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;070;50940;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Retail (009)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x19,EXC=eba_EC:x26,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;080;50940;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Retail (009)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x10,EXC=eba_EC:x26,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;090;50940;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Retail (009)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x10,EXC=eba_EC:x26,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;100;50940;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Retail (009)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;110;50940;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail (009)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x6,EXC=eba_EC:x26,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;120;50940;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Retail (009)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x6,EXC=eba_EC:x26,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;130;50940;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Retail (009)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x6,EXC=eba_EC:x26,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;140;50940;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"(-) of which: Volatility and maturity adjustments";;;;;;;;"Retail (009)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#(-) of which: Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;150;50940;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";;;;;;;;;;"Retail (009)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;200;50940;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Exposure value";;;;;;;;;;"Retail (009)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;215;50940;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail (009)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;220;50940;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail (009)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;010;50940;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Retail (009)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;030;50940;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Retail (009)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;040;50940;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";;;;;;;;;;"Retail (009)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x22,EXC=eba_EC:x26,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;050;50940;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Retail (009)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x3,EXC=eba_EC:x26,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;060;50940;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Retail (009)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x13,EXC=eba_EC:x26,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;070;50940;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Retail (009)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x19,EXC=eba_EC:x26,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;080;50940;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Retail (009)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x10,EXC=eba_EC:x26,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;090;50940;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Retail (009)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x10,EXC=eba_EC:x26,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;100;50940;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Retail (009)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;110;50940;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail (009)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x6,EXC=eba_EC:x26,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;130;50940;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Retail (009)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;040;50940;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Exposure net of value adjustments and provisions";;;;;;;;;;"Retail (009)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure net of value adjustments and provisions";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x13,EXC=eba_EC:x26,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;070;50940;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Retail (009)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x19,EXC=eba_EC:x26,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;080;50940;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Retail (009)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x10,EXC=eba_EC:x26,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;090;50940;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Retail (009)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x10,EXC=eba_EC:x26,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;100;50940;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Retail (009)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;110;50940;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail (009)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x6,EXC=eba_EC:x26,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;120;50940;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Retail (009)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CRM=eba_CP:x6,EXC=eba_EC:x26,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;130;50940;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Retail (009)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;150;50940;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Fully adjusted exposure value (E*)";;;;;;;;;;"Retail (009)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Fully adjusted exposure value (E*)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;220;50940;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail (009)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;010;50940;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Original exposure pre conversion factors";;;;;;;;;;"Retail (009)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Original exposure pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;200;50940;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Exposure value";;;;;;;;;;"Retail (009)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Exposure value";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;010;50940;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Original exposure pre conversion factors";;;;;;;;;;"Retail (009)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;030;50940;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Retail (009)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;170;50940;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Retail (009)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;190;50940;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Retail (009)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;215;50940;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail (009)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;220;50940;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail (009)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;230;50940;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Retail (009)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;010;50940;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Original exposure pre conversion factors";;;;;;;;;;"Retail (009)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Original exposure pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;200;50940;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Exposure value";;;;;;;;;;"Retail (009)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;215;50940;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail (009)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;230;50940;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Retail (009)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;010;50940;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Original exposure pre conversion factors";;;;;;;;;;"Retail (009)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;030;50940;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Retail (009)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;040;50940;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Retail (009)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;150;50940;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Retail (009)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;160;50940;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Retail (009)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;170;50940;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Retail (009)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;180;50940;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Retail (009)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;190;50940;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Retail (009)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;200;50940;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Exposure value";;;;;;;;;;"Retail (009)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;215;50940;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail (009)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;220;50940;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail (009)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;230;50940;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Retail (009)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;240;50940;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Retail (009)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;010;50940;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Original exposure pre conversion factors";;;;;;;;;;"Retail (009)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;030;50940;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Retail (009)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;040;50940;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Retail (009)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;150;50940;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Retail (009)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;160;50940;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Retail (009)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;170;50940;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Retail (009)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;180;50940;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Retail (009)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;190;50940;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Retail (009)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;200;50940;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Exposure value";;;;;;;;;;"Retail (009)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;215;50940;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail (009)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;120;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Secured by mortgages on immovable property (010)";"010";"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;130;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Secured by mortgages on immovable property (010)";"010";"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;140;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"(-) of which: Volatility and maturity adjustments";;;;;;;;"Secured by mortgages on immovable property (010)";"010";"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#(-) of which: Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;150;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Fully adjusted exposure value (E*)";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010";"TOTAL EXPOSURES";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;160;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Secured by mortgages on immovable property (010)";"010";"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;170;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Secured by mortgages on immovable property (010)";"010";"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;180;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Secured by mortgages on immovable property (010)";"010";"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;190;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Secured by mortgages on immovable property (010)";"010";"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;200;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Exposure value";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010";"TOTAL EXPOSURES";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;215;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;220;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;230;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Secured by mortgages on immovable property (010)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;240;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Secured by mortgages on immovable property (010)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;010;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"Original exposure pre conversion factors";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;030;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;040;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"Exposure net of value adjustments and provisions";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x15,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;050;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Secured by mortgages on immovable property (010)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x15,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;060;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Secured by mortgages on immovable property (010)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x15,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;070;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Secured by mortgages on immovable property (010)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x15,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;080;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Secured by mortgages on immovable property (010)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x15,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;090;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Secured by mortgages on immovable property (010)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x15,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;100;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Secured by mortgages on immovable property (010)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;110;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x15,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;120;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Secured by mortgages on immovable property (010)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x15,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;130;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Secured by mortgages on immovable property (010)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x15,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;140;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"(-) of which: Volatility and maturity adjustments";;;;;;;;"Secured by mortgages on immovable property (010)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#(-) of which: Volatility and maturity adjustments";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;100;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Secured by mortgages on immovable property (010)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;110;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#020";"TOTAL EXPOSURES#of which: SME";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;150;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Fully adjusted exposure value (E*)";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#020";"TOTAL EXPOSURES#of which: SME";"Fully adjusted exposure value (E*)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPZ=eba_CT:x23,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;170;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Secured by mortgages on immovable property (010)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPZ=eba_CT:x23,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;180;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Secured by mortgages on immovable property (010)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPZ=eba_CT:x23,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;190;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Secured by mortgages on immovable property (010)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;200;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Exposure value";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;215;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#020";"TOTAL EXPOSURES#of which: SME";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;220;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#020";"TOTAL EXPOSURES#of which: SME";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;010;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Original exposure pre conversion factors";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;030;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;040;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Exposure net of value adjustments and provisions";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x15,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;050;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Secured by mortgages on immovable property (010)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x15,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;060;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Secured by mortgages on immovable property (010)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x15,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;070;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Secured by mortgages on immovable property (010)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x15,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;080;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Secured by mortgages on immovable property (010)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x15,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;090;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Secured by mortgages on immovable property (010)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x15,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;100;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Secured by mortgages on immovable property (010)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;110;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x15,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;120;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Secured by mortgages on immovable property (010)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x15,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;130;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Secured by mortgages on immovable property (010)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x15,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;140;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"(-) of which: Volatility and maturity adjustments";;;;;;;;"Secured by mortgages on immovable property (010)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#(-) of which: Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;150;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Fully adjusted exposure value (E*)";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x15,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;160;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Secured by mortgages on immovable property (010)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x15,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;170;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Secured by mortgages on immovable property (010)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x15,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;190;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Secured by mortgages on immovable property (010)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;040;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Exposure net of value adjustments and provisions";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure net of value adjustments and provisions";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x15,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;170;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Secured by mortgages on immovable property (010)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x15,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;190;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Secured by mortgages on immovable property (010)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;215;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;220;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;010;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Original exposure pre conversion factors";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;030;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;040;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Exposure net of value adjustments and provisions";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Exposure net of value adjustments and provisions";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;110;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;150;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Fully adjusted exposure value (E*)";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Fully adjusted exposure value (E*)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;190;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Secured by mortgages on immovable property (010)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;200;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Exposure value";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;215;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;010;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Original exposure pre conversion factors";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Original exposure pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;040;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure net of value adjustments and provisions";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;050;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Secured by mortgages on immovable property (010)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;170;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Secured by mortgages on immovable property (010)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;180;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Secured by mortgages on immovable property (010)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;190;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Secured by mortgages on immovable property (010)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;200;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;215;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;220;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;010;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;030;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;040;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x15,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;050;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Secured by mortgages on immovable property (010)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x15,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;060;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Secured by mortgages on immovable property (010)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x15,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;070;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Secured by mortgages on immovable property (010)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x15,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;080;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Secured by mortgages on immovable property (010)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x15,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;090;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Secured by mortgages on immovable property (010)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x15,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;100;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Secured by mortgages on immovable property (010)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;110;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x15,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;120;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Secured by mortgages on immovable property (010)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x15,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;130;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Secured by mortgages on immovable property (010)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x15,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;140;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"(-) of which: Volatility and maturity adjustments";;;;;;;;"Secured by mortgages on immovable property (010)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#(-) of which: Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;150;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;200;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Exposure value";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;215;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;220;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;010;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;030;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;040;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x15,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;050;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Secured by mortgages on immovable property (010)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x15,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;060;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Secured by mortgages on immovable property (010)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x15,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;070;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Secured by mortgages on immovable property (010)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x15,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;080;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Secured by mortgages on immovable property (010)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x15,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;090;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Secured by mortgages on immovable property (010)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x15,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;100;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Secured by mortgages on immovable property (010)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;110;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x15,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;120;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Secured by mortgages on immovable property (010)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x15,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;130;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Secured by mortgages on immovable property (010)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x15,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;140;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"(-) of which: Volatility and maturity adjustments";;;;;;;;"Secured by mortgages on immovable property (010)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#(-) of which: Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;150;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x15,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;160;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Secured by mortgages on immovable property (010)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x15,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;170;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Secured by mortgages on immovable property (010)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x15,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;180;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Secured by mortgages on immovable property (010)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x15,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;190;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Secured by mortgages on immovable property (010)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;200;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Exposure value";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;215;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;220;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;010;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;030;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;040;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Exposure net of value adjustments and provisions";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x15,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;050;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x15,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;060;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x15,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;070;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x15,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;080;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x15,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;090;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x15,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;100;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;110;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;040;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Exposure net of value adjustments and provisions";;;;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x15,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;050;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x15,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;060;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x15,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;080;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x15,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;090;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x15,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;100;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x15,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;120;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x15,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;130;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x15,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;140;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"(-) of which: Volatility and maturity adjustments";;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#(-) of which: Volatility and maturity adjustments";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;010;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Original exposure pre conversion factors";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Original exposure pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;170;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;180;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;190;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;215;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;220;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;230;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;010;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Original exposure pre conversion factors";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;030;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;040;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;180;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;190;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;200;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Exposure value";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;215;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;220;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;030;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;170;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;180;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;190;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;200;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Exposure value";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;215;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;230;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;240;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;150;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;160;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;170;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;180;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;190;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;200;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Exposure value";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;215;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;220;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;230;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;240;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;010;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Original exposure pre conversion factors";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;030;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;040;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;150;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;160;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;170;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;180;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;190;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;200;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Exposure value";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;215;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;220;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;230;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;240;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;010;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Original exposure pre conversion factors";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;030;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;040;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;150;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;160;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;170;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;180;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;190;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;200;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Exposure value";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;215;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;220;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;230;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;240;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;010;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Original exposure pre conversion factors";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;030;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;040;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;160;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;170;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;180;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;190;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;200;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Exposure value";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;215;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;220;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;230;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;240;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;010;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Original exposure pre conversion factors";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;030;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;040;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;150;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;160;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;170;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;180;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;190;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;200;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Exposure value";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;215;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;220;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;230;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;240;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;010;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Original exposure pre conversion factors";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;030;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;040;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;150;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;160;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;170;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;180;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;190;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;200;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Exposure value";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;215;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;220;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;230;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;240;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;010;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Original exposure pre conversion factors";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;030;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;040;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;150;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;160;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;170;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;180;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;190;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;200;50941;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Exposure value";;;;;;;;;;"Secured by mortgages on immovable property (010)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Exposure value";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;230;50942;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Exposures in default (011)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;040;50942;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"Exposure net of value adjustments and provisions";;;;;;;;;;"Exposures in default (011)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;050;50942;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Exposures in default (011)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;060;50942;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Exposures in default (011)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;070;50942;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Exposures in default (011)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;080;50942;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Exposures in default (011)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;090;50942;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Exposures in default (011)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;100;50942;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Exposures in default (011)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;110;50942;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Exposures in default (011)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x12,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;050;50942;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Exposures in default (011)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x12,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;100;50942;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Exposures in default (011)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;110;50942;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Exposures in default (011)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x12,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;120;50942;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Exposures in default (011)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;150;50942;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Fully adjusted exposure value (E*)";;;;;;;;;;"Exposures in default (011)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x12,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;160;50942;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Exposures in default (011)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x12,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;170;50942;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Exposures in default (011)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;040;50942;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Exposure net of value adjustments and provisions";;;;;;;;;;"Exposures in default (011)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure net of value adjustments and provisions";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;215;50942;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Exposures in default (011)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;040;50942;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Exposure net of value adjustments and provisions";;;;;;;;;;"Exposures in default (011)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Exposure net of value adjustments and provisions";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;215;50942;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Exposures in default (011)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x12,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;160;50942;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Exposures in default (011)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;010;50942;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Exposures in default (011)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;030;50942;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Exposures in default (011)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;040;50942;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";;;;;;;;;;"Exposures in default (011)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x12,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;050;50942;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Exposures in default (011)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x12,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;060;50942;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Exposures in default (011)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x12,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;070;50942;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Exposures in default (011)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x12,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;080;50942;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Exposures in default (011)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x12,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;090;50942;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Exposures in default (011)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x12,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;100;50942;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Exposures in default (011)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;110;50942;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Exposures in default (011)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x12,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;120;50942;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Exposures in default (011)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x12,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;130;50942;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Exposures in default (011)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x12,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;140;50942;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"(-) of which: Volatility and maturity adjustments";;;;;;;;"Exposures in default (011)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#(-) of which: Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;150;50942;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";;;;;;;;;;"Exposures in default (011)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;200;50942;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Exposure value";;;;;;;;;;"Exposures in default (011)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;215;50942;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Exposures in default (011)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;220;50942;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Exposures in default (011)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;010;50942;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Exposures in default (011)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;030;50942;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Exposures in default (011)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;040;50942;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";;;;;;;;;;"Exposures in default (011)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x12,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;050;50942;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Exposures in default (011)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x12,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;060;50942;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Exposures in default (011)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x12,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;070;50942;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Exposures in default (011)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x12,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;080;50942;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Exposures in default (011)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x12,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;090;50942;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Exposures in default (011)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x12,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;100;50942;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Exposures in default (011)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;110;50942;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Exposures in default (011)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x12,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;120;50942;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Exposures in default (011)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x12,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;140;50942;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"(-) of which: Volatility and maturity adjustments";;;;;;;;"Exposures in default (011)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#(-) of which: Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;150;50942;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";;;;;;;;;;"Exposures in default (011)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x12,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;160;50942;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Exposures in default (011)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x12,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;170;50942;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Exposures in default (011)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x12,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;180;50942;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Exposures in default (011)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x12,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;190;50942;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Exposures in default (011)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;200;50942;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Exposure value";;;;;;;;;;"Exposures in default (011)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;215;50942;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Exposures in default (011)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;220;50942;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Exposures in default (011)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;010;50942;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Exposures in default (011)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;030;50942;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Exposures in default (011)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;040;50942;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Exposure net of value adjustments and provisions";;;;;;;;;;"Exposures in default (011)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x12,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;050;50942;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Exposures in default (011)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x12,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;060;50942;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Exposures in default (011)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x12,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;070;50942;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Exposures in default (011)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x12,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;080;50942;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Exposures in default (011)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x12,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;090;50942;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Exposures in default (011)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;030;50942;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Exposures in default (011)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;160;50942;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Exposures in default (011)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;180;50942;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Exposures in default (011)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;190;50942;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Exposures in default (011)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;200;50942;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Exposure value";;;;;;;;;;"Exposures in default (011)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;215;50942;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Exposures in default (011)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;230;50942;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Exposures in default (011)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;240;50942;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Exposures in default (011)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;190;50942;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Exposures in default (011)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;215;50942;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Exposures in default (011)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;010;50942;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Original exposure pre conversion factors";;;;;;;;;;"Exposures in default (011)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;030;50942;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Exposures in default (011)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;160;50942;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Exposures in default (011)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;170;50942;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Exposures in default (011)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;180;50942;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Exposures in default (011)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;190;50942;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Exposures in default (011)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;200;50942;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Exposure value";;;;;;;;;;"Exposures in default (011)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;215;50942;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Exposures in default (011)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;220;50942;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Exposures in default (011)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;230;50942;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Exposures in default (011)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;240;50942;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Exposures in default (011)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;010;50942;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Original exposure pre conversion factors";;;;;;;;;;"Exposures in default (011)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;030;50942;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Exposures in default (011)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;215;50942;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Exposures in default (011)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;010;50942;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Original exposure pre conversion factors";;;;;;;;;;"Exposures in default (011)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Original exposure pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;180;50942;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Exposures in default (011)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;230;50942;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Exposures in default (011)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;240;50942;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Exposures in default (011)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;230;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Items associated with particularly high risk (012)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x24,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;050;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Items associated with particularly high risk (012)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x24,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;060;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Items associated with particularly high risk (012)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x24,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;070;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Items associated with particularly high risk (012)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x24,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;080;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Items associated with particularly high risk (012)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x24,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;090;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Items associated with particularly high risk (012)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x24,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;100;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Items associated with particularly high risk (012)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;110;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Items associated with particularly high risk (012)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x24,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;120;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Items associated with particularly high risk (012)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x24,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;130;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Items associated with particularly high risk (012)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x24,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;140;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"(-) of which: Volatility and maturity adjustments";;;;;;;;"Items associated with particularly high risk (012)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#(-) of which: Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;150;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"Fully adjusted exposure value (E*)";;;;;;;;;;"Items associated with particularly high risk (012)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"Fully adjusted exposure value (E*)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;150;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Fully adjusted exposure value (E*)";;;;;;;;;;"Items associated with particularly high risk (012)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x24,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;160;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Items associated with particularly high risk (012)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x24,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;170;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Items associated with particularly high risk (012)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x24,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;180;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Items associated with particularly high risk (012)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x24,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;190;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Items associated with particularly high risk (012)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;200;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Exposure value";;;;;;;;;;"Items associated with particularly high risk (012)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;215;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;220;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;030;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Items associated with particularly high risk (012)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;040;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Exposure net of value adjustments and provisions";;;;;;;;;;"Items associated with particularly high risk (012)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure net of value adjustments and provisions";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;215;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;220;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;010;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Items associated with particularly high risk (012)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;040;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";;;;;;;;;;"Items associated with particularly high risk (012)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x24,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;050;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Items associated with particularly high risk (012)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x24,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;060;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Items associated with particularly high risk (012)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x24,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;070;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Items associated with particularly high risk (012)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x24,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;080;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Items associated with particularly high risk (012)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x24,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;090;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Items associated with particularly high risk (012)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x24,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;100;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Items associated with particularly high risk (012)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;110;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Items associated with particularly high risk (012)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x24,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;120;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Items associated with particularly high risk (012)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x24,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;130;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Items associated with particularly high risk (012)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x24,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;140;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"(-) of which: Volatility and maturity adjustments";;;;;;;;"Items associated with particularly high risk (012)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#(-) of which: Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;150;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";;;;;;;;;;"Items associated with particularly high risk (012)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;200;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Exposure value";;;;;;;;;;"Items associated with particularly high risk (012)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;215;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;220;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;010;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Items associated with particularly high risk (012)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;030;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Items associated with particularly high risk (012)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;040;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";;;;;;;;;;"Items associated with particularly high risk (012)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x24,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;050;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Items associated with particularly high risk (012)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x24,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;060;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Items associated with particularly high risk (012)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x24,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;070;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Items associated with particularly high risk (012)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x24,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;080;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Items associated with particularly high risk (012)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x24,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;090;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Items associated with particularly high risk (012)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x24,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;100;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Items associated with particularly high risk (012)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x24,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;120;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Items associated with particularly high risk (012)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x24,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;070;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Items associated with particularly high risk (012)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x24,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;080;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Items associated with particularly high risk (012)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x24,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;090;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Items associated with particularly high risk (012)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x24,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;100;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Items associated with particularly high risk (012)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;110;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Items associated with particularly high risk (012)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x24,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;120;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Items associated with particularly high risk (012)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;150;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Fully adjusted exposure value (E*)";;;;;;;;;;"Items associated with particularly high risk (012)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Fully adjusted exposure value (E*)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;010;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Original exposure pre conversion factors";;;;;;;;;;"Items associated with particularly high risk (012)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Original exposure pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;010;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Original exposure pre conversion factors";;;;;;;;;;"Items associated with particularly high risk (012)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Original exposure pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;190;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Items associated with particularly high risk (012)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;010;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Original exposure pre conversion factors";;;;;;;;;;"Items associated with particularly high risk (012)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Original exposure pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;190;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Items associated with particularly high risk (012)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;040;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Items associated with particularly high risk (012)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;180;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Items associated with particularly high risk (012)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;190;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Items associated with particularly high risk (012)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;200;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Exposure value";;;;;;;;;;"Items associated with particularly high risk (012)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;215;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;220;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;230;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Items associated with particularly high risk (012)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;240;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Items associated with particularly high risk (012)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;010;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Original exposure pre conversion factors";;;;;;;;;;"Items associated with particularly high risk (012)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Original exposure pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;190;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Items associated with particularly high risk (012)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;215;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;220;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;230;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Items associated with particularly high risk (012)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;240;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Items associated with particularly high risk (012)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;010;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Original exposure pre conversion factors";;;;;;;;;;"Items associated with particularly high risk (012)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;030;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Items associated with particularly high risk (012)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;040;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Items associated with particularly high risk (012)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;150;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Items associated with particularly high risk (012)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;190;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Items associated with particularly high risk (012)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;010;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Original exposure pre conversion factors";;;;;;;;;;"Items associated with particularly high risk (012)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Original exposure pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;160;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Items associated with particularly high risk (012)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;170;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Items associated with particularly high risk (012)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;180;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Items associated with particularly high risk (012)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;190;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Items associated with particularly high risk (012)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;200;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Exposure value";;;;;;;;;;"Items associated with particularly high risk (012)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;215;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;220;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;230;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Items associated with particularly high risk (012)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;240;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Items associated with particularly high risk (012)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;010;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Original exposure pre conversion factors";;;;;;;;;;"Items associated with particularly high risk (012)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;030;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Items associated with particularly high risk (012)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;040;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Items associated with particularly high risk (012)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;150;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Items associated with particularly high risk (012)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;170;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Items associated with particularly high risk (012)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;180;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Items associated with particularly high risk (012)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;190;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Items associated with particularly high risk (012)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;200;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Exposure value";;;;;;;;;;"Items associated with particularly high risk (012)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;215;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;220;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;230;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Items associated with particularly high risk (012)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;240;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Items associated with particularly high risk (012)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;010;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Original exposure pre conversion factors";;;;;;;;;;"Items associated with particularly high risk (012)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;030;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Items associated with particularly high risk (012)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;040;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Items associated with particularly high risk (012)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;150;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Items associated with particularly high risk (012)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;160;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Items associated with particularly high risk (012)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;170;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Items associated with particularly high risk (012)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;180;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Items associated with particularly high risk (012)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;190;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Items associated with particularly high risk (012)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;200;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Exposure value";;;;;;;;;;"Items associated with particularly high risk (012)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;215;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;220;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;230;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Items associated with particularly high risk (012)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;240;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Items associated with particularly high risk (012)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;010;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Original exposure pre conversion factors";;;;;;;;;;"Items associated with particularly high risk (012)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;030;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Items associated with particularly high risk (012)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;040;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Items associated with particularly high risk (012)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;150;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Items associated with particularly high risk (012)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;160;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Items associated with particularly high risk (012)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;170;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Items associated with particularly high risk (012)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;190;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Items associated with particularly high risk (012)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;230;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Items associated with particularly high risk (012)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;010;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Original exposure pre conversion factors";;;;;;;;;;"Items associated with particularly high risk (012)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;030;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Items associated with particularly high risk (012)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;160;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Items associated with particularly high risk (012)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;170;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Items associated with particularly high risk (012)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;180;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Items associated with particularly high risk (012)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;190;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Items associated with particularly high risk (012)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;200;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Exposure value";;;;;;;;;;"Items associated with particularly high risk (012)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;215;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;220;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Items associated with particularly high risk (012)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;230;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Items associated with particularly high risk (012)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;240;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Items associated with particularly high risk (012)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;010;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Original exposure pre conversion factors";;;;;;;;;;"Items associated with particularly high risk (012)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;030;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Items associated with particularly high risk (012)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;040;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Exposure net of value adjustments and provisions";;;;;;;;;;"Items associated with particularly high risk (012)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;150;50943;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Fully adjusted exposure value (E*)";;;;;;;;;;"Items associated with particularly high risk (012)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Fully adjusted exposure value (E*)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;110;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Covered bonds (013)";"010";"TOTAL EXPOSURES";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;120;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Covered bonds (013)";"010";"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;130;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Covered bonds (013)";"010";"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;160;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Covered bonds (013)";"010";"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;170;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Covered bonds (013)";"010";"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;215;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;010;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"Original exposure pre conversion factors";;;;;;;;;;"Covered bonds (013)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;030;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Covered bonds (013)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;040;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"Exposure net of value adjustments and provisions";;;;;;;;;;"Covered bonds (013)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x13,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;050;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Covered bonds (013)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x13,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;060;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Covered bonds (013)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x13,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;070;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Covered bonds (013)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x13,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;080;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Covered bonds (013)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x13,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;090;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Covered bonds (013)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x13,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;100;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Covered bonds (013)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;110;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Covered bonds (013)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x13,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;120;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Covered bonds (013)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x13,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;140;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"(-) of which: Volatility and maturity adjustments";;;;;;;;"Covered bonds (013)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#(-) of which: Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;150;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"Fully adjusted exposure value (E*)";;;;;;;;;;"Covered bonds (013)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x13,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;160;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Covered bonds (013)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x13,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;170;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Covered bonds (013)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x13,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;180;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Covered bonds (013)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x13,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;190;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Covered bonds (013)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;200;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"Exposure value";;;;;;;;;;"Covered bonds (013)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"Exposure value";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;220;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;060;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Covered bonds (013)";"010#020";"TOTAL EXPOSURES#of which: SME";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;150;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Fully adjusted exposure value (E*)";;;;;;;;;;"Covered bonds (013)";"010#020";"TOTAL EXPOSURES#of which: SME";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPZ=eba_CT:x23,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;160;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Covered bonds (013)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPZ=eba_CT:x23,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;170;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Covered bonds (013)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,CPZ=eba_CT:x23,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;180;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Covered bonds (013)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,CPZ=eba_CT:x23,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;190;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Covered bonds (013)";"010#020";"TOTAL EXPOSURES#of which: SME";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;200;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Exposure value";;;;;;;;;;"Covered bonds (013)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;215;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"010#020";"TOTAL EXPOSURES#of which: SME";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;020;220;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: SME";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"010#020";"TOTAL EXPOSURES#of which: SME";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;010;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Original exposure pre conversion factors";;;;;;;;;;"Covered bonds (013)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;030;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Covered bonds (013)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;040;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Exposure net of value adjustments and provisions";;;;;;;;;;"Covered bonds (013)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x13,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;050;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Covered bonds (013)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x13,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;060;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Covered bonds (013)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x13,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;070;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Covered bonds (013)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x13,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;090;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Covered bonds (013)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x13,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;100;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Covered bonds (013)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;150;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Fully adjusted exposure value (E*)";;;;;;;;;;"Covered bonds (013)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x13,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;160;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Covered bonds (013)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x13,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;170;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Covered bonds (013)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x13,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;180;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Covered bonds (013)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x13,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;190;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Covered bonds (013)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;200;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Exposure value";;;;;;;;;;"Covered bonds (013)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;215;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;220;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;010;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Original exposure pre conversion factors";;;;;;;;;;"Covered bonds (013)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;030;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Covered bonds (013)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;040;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Exposure net of value adjustments and provisions";;;;;;;;;;"Covered bonds (013)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x13,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;050;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Covered bonds (013)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x13,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;060;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Covered bonds (013)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x13,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;070;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Covered bonds (013)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;215;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;040;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Exposure net of value adjustments and provisions";;;;;;;;;;"Covered bonds (013)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Exposure net of value adjustments and provisions";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;070;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Covered bonds (013)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;080;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Covered bonds (013)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;090;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Covered bonds (013)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;215;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;050;220;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;010;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Original exposure pre conversion factors";;;;;;;;;;"Covered bonds (013)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;030;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Covered bonds (013)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;040;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure net of value adjustments and provisions";;;;;;;;;;"Covered bonds (013)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;050;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Covered bonds (013)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;060;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Covered bonds (013)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;070;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Covered bonds (013)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;080;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Covered bonds (013)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;090;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Covered bonds (013)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;100;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Covered bonds (013)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;150;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Fully adjusted exposure value (E*)";;;;;;;;;;"Covered bonds (013)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Fully adjusted exposure value (E*)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;200;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";;;;;;;;;;"Covered bonds (013)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;215;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;220;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;010;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Covered bonds (013)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;030;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Covered bonds (013)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;040;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";;;;;;;;;;"Covered bonds (013)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x13,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;050;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Covered bonds (013)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x13,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;060;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Covered bonds (013)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x13,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;070;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Covered bonds (013)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x13,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;080;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Covered bonds (013)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x13,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;090;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Covered bonds (013)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x13,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;100;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Covered bonds (013)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;110;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Covered bonds (013)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x13,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;140;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"(-) of which: Volatility and maturity adjustments";;;;;;;;"Covered bonds (013)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#(-) of which: Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;150;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";;;;;;;;;;"Covered bonds (013)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;200;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Exposure value";;;;;;;;;;"Covered bonds (013)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;215;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;220;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;010;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Covered bonds (013)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;030;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Covered bonds (013)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;040;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";;;;;;;;;;"Covered bonds (013)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x13,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;050;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Covered bonds (013)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x13,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;060;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Covered bonds (013)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x13,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;070;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Covered bonds (013)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x13,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;080;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Covered bonds (013)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x13,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;090;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Covered bonds (013)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x13,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;100;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Covered bonds (013)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;110;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Covered bonds (013)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x13,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;120;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Covered bonds (013)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x13,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;130;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Covered bonds (013)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x13,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;140;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"(-) of which: Volatility and maturity adjustments";;;;;;;;"Covered bonds (013)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#(-) of which: Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;150;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";;;;;;;;;;"Covered bonds (013)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x13,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;170;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Covered bonds (013)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x101,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;120;010;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";;;;;;;;;;"Covered bonds (013)";"065#085#110#120";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions#Of which: Centrally cleared through a QCCP";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x101,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;120;030;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Of which: Centrally cleared through a QCCP";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Covered bonds (013)";"065#085#110#120";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions#Of which: Centrally cleared through a QCCP";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;040;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Exposure net of value adjustments and provisions";;;;;;;;;;"Covered bonds (013)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure net of value adjustments and provisions";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;215;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;220;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;010;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Original exposure pre conversion factors";;;;;;;;;;"Covered bonds (013)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;030;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Covered bonds (013)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;040;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Covered bonds (013)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;150;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Covered bonds (013)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;160;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Covered bonds (013)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;170;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Covered bonds (013)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;180;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Covered bonds (013)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;200;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Exposure value";;;;;;;;;;"Covered bonds (013)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Exposure value";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;040;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Covered bonds (013)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;150;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Covered bonds (013)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;160;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Covered bonds (013)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;170;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Covered bonds (013)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;180;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Covered bonds (013)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;190;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Covered bonds (013)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;200;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Exposure value";;;;;;;;;;"Covered bonds (013)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;215;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;220;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x4";C_07.00.a;150;230;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"2%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Covered bonds (013)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;010;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Original exposure pre conversion factors";;;;;;;;;;"Covered bonds (013)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;030;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Covered bonds (013)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;040;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Covered bonds (013)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;150;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Covered bonds (013)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;160;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Covered bonds (013)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;170;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Covered bonds (013)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;180;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Covered bonds (013)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;190;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Covered bonds (013)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;200;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Exposure value";;;;;;;;;;"Covered bonds (013)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;215;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;220;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;230;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Covered bonds (013)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x4";C_07.00.a;160;240;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"4%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Covered bonds (013)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;010;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Original exposure pre conversion factors";;;;;;;;;;"Covered bonds (013)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;030;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Covered bonds (013)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;040;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Covered bonds (013)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;150;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Covered bonds (013)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;160;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Covered bonds (013)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;170;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Covered bonds (013)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;180;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Covered bonds (013)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;190;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Covered bonds (013)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;200;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Exposure value";;;;;;;;;;"Covered bonds (013)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;215;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;220;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;230;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Covered bonds (013)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x4";C_07.00.a;170;240;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"10%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Covered bonds (013)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;010;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Original exposure pre conversion factors";;;;;;;;;;"Covered bonds (013)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;030;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Covered bonds (013)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;040;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Covered bonds (013)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;150;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Covered bonds (013)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;160;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Covered bonds (013)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;170;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Covered bonds (013)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;180;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Covered bonds (013)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;190;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Covered bonds (013)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;200;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Exposure value";;;;;;;;;;"Covered bonds (013)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;215;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;220;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;230;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Covered bonds (013)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x4";C_07.00.a;180;240;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"20%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Covered bonds (013)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;010;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Original exposure pre conversion factors";;;;;;;;;;"Covered bonds (013)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;030;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Covered bonds (013)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;040;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Covered bonds (013)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;150;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Covered bonds (013)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;160;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Covered bonds (013)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;170;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Covered bonds (013)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;180;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Covered bonds (013)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;190;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Covered bonds (013)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;200;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Exposure value";;;;;;;;;;"Covered bonds (013)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;215;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;220;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;230;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Covered bonds (013)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x4";C_07.00.a;190;240;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"35%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Covered bonds (013)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;010;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Original exposure pre conversion factors";;;;;;;;;;"Covered bonds (013)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;030;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Covered bonds (013)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;040;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Covered bonds (013)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;150;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Covered bonds (013)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;160;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Covered bonds (013)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;170;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Covered bonds (013)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;180;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Covered bonds (013)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;190;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Covered bonds (013)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;200;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Exposure value";;;;;;;;;;"Covered bonds (013)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;215;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;220;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;230;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Covered bonds (013)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_07.00.a;200;240;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"50%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Covered bonds (013)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;150;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Covered bonds (013)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;160;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Covered bonds (013)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;170;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Covered bonds (013)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;180;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Covered bonds (013)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;190;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Covered bonds (013)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;200;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Exposure value";;;;;;;;;;"Covered bonds (013)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;215;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;220;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;230;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Covered bonds (013)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;240;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Covered bonds (013)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;010;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Original exposure pre conversion factors";;;;;;;;;;"Covered bonds (013)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;030;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Covered bonds (013)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;040;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Covered bonds (013)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;150;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Covered bonds (013)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;160;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Covered bonds (013)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;170;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Covered bonds (013)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;180;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Covered bonds (013)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;190;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Covered bonds (013)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;200;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Exposure value";;;;;;;;;;"Covered bonds (013)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;215;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;220;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;230;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Covered bonds (013)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;240;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Covered bonds (013)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;010;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Original exposure pre conversion factors";;;;;;;;;;"Covered bonds (013)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;030;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Covered bonds (013)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;040;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Covered bonds (013)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;150;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Covered bonds (013)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;160;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Covered bonds (013)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;170;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Covered bonds (013)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;180;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Covered bonds (013)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;190;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Covered bonds (013)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;200;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Exposure value";;;;;;;;;;"Covered bonds (013)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;215;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;220;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;230;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Covered bonds (013)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;240;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Covered bonds (013)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;010;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Original exposure pre conversion factors";;;;;;;;;;"Covered bonds (013)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;030;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Covered bonds (013)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;040;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Covered bonds (013)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;150;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Covered bonds (013)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;160;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Covered bonds (013)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;170;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Covered bonds (013)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;180;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Covered bonds (013)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;190;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Covered bonds (013)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;200;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Exposure value";;;;;;;;;;"Covered bonds (013)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;215;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;220;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;230;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Covered bonds (013)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;240;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Covered bonds (013)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;010;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Original exposure pre conversion factors";;;;;;;;;;"Covered bonds (013)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;030;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Covered bonds (013)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;040;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Covered bonds (013)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;150;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Covered bonds (013)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;160;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Covered bonds (013)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;170;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Covered bonds (013)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;180;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Covered bonds (013)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;190;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Covered bonds (013)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;200;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Exposure value";;;;;;;;;;"Covered bonds (013)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;215;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;220;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;230;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Covered bonds (013)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;240;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Covered bonds (013)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;010;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Original exposure pre conversion factors";;;;;;;;;;"Covered bonds (013)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;030;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Covered bonds (013)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;040;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Covered bonds (013)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;150;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Covered bonds (013)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;160;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Covered bonds (013)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;170;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Covered bonds (013)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;180;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Covered bonds (013)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;190;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Covered bonds (013)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;200;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Exposure value";;;;;;;;;;"Covered bonds (013)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;215;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;220;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;230;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Covered bonds (013)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;240;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Covered bonds (013)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;010;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Original exposure pre conversion factors";;;;;;;;;;"Covered bonds (013)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;030;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Covered bonds (013)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;040;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Covered bonds (013)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;150;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Covered bonds (013)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;160;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Covered bonds (013)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;170;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Covered bonds (013)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;180;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Covered bonds (013)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;190;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Covered bonds (013)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;200;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Exposure value";;;;;;;;;;"Covered bonds (013)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;215;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;220;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;230;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Covered bonds (013)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;240;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Covered bonds (013)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;010;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Original exposure pre conversion factors";;;;;;;;;;"Covered bonds (013)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;030;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Covered bonds (013)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;040;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Exposure net of value adjustments and provisions";;;;;;;;;;"Covered bonds (013)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;150;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Fully adjusted exposure value (E*)";;;;;;;;;;"Covered bonds (013)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;160;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Covered bonds (013)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;170;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Covered bonds (013)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;180;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Covered bonds (013)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;190;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Covered bonds (013)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;200;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Exposure value";;;;;;;;;;"Covered bonds (013)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;215;50944;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Covered bonds (013)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;170;50945;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010";"TOTAL EXPOSURES";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;215;50945;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010";"TOTAL EXPOSURES";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x18,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;080;50945;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x18,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;170;50945;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x18,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;180;50945;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;200;50945;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Exposure value";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;215;50945;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;220;50945;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;010;50945;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Original exposure pre conversion factors";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;030;50945;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;040;50945;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Exposure net of value adjustments and provisions";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x18,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;050;50945;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x18,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;060;50945;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x18,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;080;50945;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x18,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;050;50945;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x18,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;060;50945;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x18,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;070;50945;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x18,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;080;50945;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x18,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;090;50945;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x18,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;100;50945;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x18,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;120;50945;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x18,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;140;50945;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"(-) of which: Volatility and maturity adjustments";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#(-) of which: Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;150;50945;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;200;50945;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Exposure value";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;215;50945;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;220;50945;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;010;50945;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;030;50945;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;040;50945;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x18,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;050;50945;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x18,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;060;50945;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x18,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;070;50945;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x18,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;080;50945;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x18,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;090;50945;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x18,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;100;50945;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;110;50945;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x18,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;120;50945;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x18,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;130;50945;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;150;50945;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x18,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;100;50945;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x18,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;140;50945;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"(-) of which: Volatility and maturity adjustments";;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#(-) of which: Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;150;50945;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Fully adjusted exposure value (E*)";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Fully adjusted exposure value (E*)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;215;50945;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;010;50945;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Original exposure pre conversion factors";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Original exposure pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_07.00.a;140;040;50945;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"0%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;200;50945;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Exposure value";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;215;50945;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_07.00.a;210;220;50945;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"70%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;010;50945;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Original exposure pre conversion factors";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;030;50945;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;160;50945;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;170;50945;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;180;50945;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;190;50945;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;200;50945;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Exposure value";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;215;50945;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;220;50945;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;230;50945;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;240;50945;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;010;50945;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Original exposure pre conversion factors";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;030;50945;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;040;50945;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;190;50945;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;215;50945;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;220;50945;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;230;50945;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;240;50945;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;010;50945;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Original exposure pre conversion factors";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;030;50945;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;040;50945;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;150;50945;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;160;50945;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;170;50945;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;180;50945;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;190;50945;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;200;50945;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Exposure value";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;215;50945;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;220;50945;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;230;50945;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;240;50945;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;010;50945;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Original exposure pre conversion factors";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;030;50945;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;040;50945;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;150;50945;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;160;50945;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;170;50945;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;180;50945;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;190;50945;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;200;50945;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Exposure value";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;215;50945;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;220;50945;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;230;50945;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;240;50945;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;010;50945;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Original exposure pre conversion factors";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;030;50945;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;040;50945;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;150;50945;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;160;50945;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;170;50945;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;180;50945;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;190;50945;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;200;50945;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Exposure value";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;215;50945;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;220;50945;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;230;50945;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;010;120;50946;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Claims in the form of CIU (015)";"010";"TOTAL EXPOSURES";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x14,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;050;50946;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Claims in the form of CIU (015)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x14,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;060;50946;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Claims in the form of CIU (015)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x14,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;070;50946;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Claims in the form of CIU (015)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x14,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;080;50946;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Claims in the form of CIU (015)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x14,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;090;50946;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Claims in the form of CIU (015)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x14,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;100;50946;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Claims in the form of CIU (015)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;110;50946;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Claims in the form of CIU (015)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x14,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;120;50946;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Claims in the form of CIU (015)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x14,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;130;50946;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Claims in the form of CIU (015)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x14,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;140;50946;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"(-) of which: Volatility and maturity adjustments";;;;;;;;"Claims in the form of CIU (015)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#(-) of which: Volatility and maturity adjustments";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x14,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;170;50946;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Claims in the form of CIU (015)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x14,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;180;50946;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Claims in the form of CIU (015)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;200;50946;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Exposure value";;;;;;;;;;"Claims in the form of CIU (015)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Exposure value";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x14,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;050;50946;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Claims in the form of CIU (015)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x14,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;060;50946;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Claims in the form of CIU (015)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x14,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;070;50946;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Claims in the form of CIU (015)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x14,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;100;50946;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Claims in the form of CIU (015)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;215;50946;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims in the form of CIU (015)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;040;50946;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";;;;;;;;;;"Claims in the form of CIU (015)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x14,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;050;50946;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Claims in the form of CIU (015)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x14,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;060;50946;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Claims in the form of CIU (015)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x14,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;070;50946;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Claims in the form of CIU (015)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x14,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;080;50946;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Claims in the form of CIU (015)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x14,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;090;50946;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Claims in the form of CIU (015)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;010;50946;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"Original exposure pre conversion factors";;;;;;;;;;"Claims in the form of CIU (015)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x4";C_07.00.a;220;030;50946;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"75%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims in the form of CIU (015)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;180;50946;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Claims in the form of CIU (015)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;190;50946;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Claims in the form of CIU (015)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;200;50946;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Exposure value";;;;;;;;;;"Claims in the form of CIU (015)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;215;50946;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims in the form of CIU (015)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;220;50946;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Claims in the form of CIU (015)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;230;50946;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Claims in the form of CIU (015)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.a;230;240;50946;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"100%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Claims in the form of CIU (015)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;010;50946;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Original exposure pre conversion factors";;;;;;;;;;"Claims in the form of CIU (015)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;030;50946;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims in the form of CIU (015)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;180;50946;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Claims in the form of CIU (015)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;190;50946;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Claims in the form of CIU (015)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;215;50946;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims in the form of CIU (015)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;220;50946;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Claims in the form of CIU (015)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;230;50946;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Claims in the form of CIU (015)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.a;240;240;50946;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"150%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Claims in the form of CIU (015)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;010;50946;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Original exposure pre conversion factors";;;;;;;;;;"Claims in the form of CIU (015)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;030;50946;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims in the form of CIU (015)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;040;50946;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Claims in the form of CIU (015)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;150;50946;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Claims in the form of CIU (015)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;160;50946;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Claims in the form of CIU (015)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;170;50946;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Claims in the form of CIU (015)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;180;50946;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Claims in the form of CIU (015)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;190;50946;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Claims in the form of CIU (015)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;200;50946;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Exposure value";;;;;;;;;;"Claims in the form of CIU (015)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;215;50946;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims in the form of CIU (015)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;220;50946;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Claims in the form of CIU (015)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;230;50946;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Claims in the form of CIU (015)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;240;50946;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Claims in the form of CIU (015)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;010;50946;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Original exposure pre conversion factors";;;;;;;;;;"Claims in the form of CIU (015)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;030;50946;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims in the form of CIU (015)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;040;50946;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Claims in the form of CIU (015)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;150;50946;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Claims in the form of CIU (015)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;190;50946;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Claims in the form of CIU (015)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;220;50946;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Claims in the form of CIU (015)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;230;50946;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Claims in the form of CIU (015)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;240;50946;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Claims in the form of CIU (015)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;010;50946;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Original exposure pre conversion factors";;;;;;;;;;"Claims in the form of CIU (015)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Original exposure pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;160;50946;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Claims in the form of CIU (015)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;170;50946;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Claims in the form of CIU (015)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;180;50946;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Claims in the form of CIU (015)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;190;50946;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Claims in the form of CIU (015)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;200;50946;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Exposure value";;;;;;;;;;"Claims in the form of CIU (015)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;215;50946;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Claims in the form of CIU (015)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;220;50946;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Claims in the form of CIU (015)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;230;50946;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Claims in the form of CIU (015)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,EXT=eba_ER:x10,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x4";C_07.00.a;270;240;50946;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"1250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment derived from central government";;;;;;;;;"Claims in the form of CIU (015)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment derived from central government";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;010;50946;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"Original exposure pre conversion factors";;;;;;;;;;"Claims in the form of CIU (015)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x4";C_07.00.a;280;030;50946;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Other risk weights";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Claims in the form of CIU (015)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x1,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;100;50947;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Equity Exposures (016)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;200;50947;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Exposure value";;;;;;;;;;"Equity Exposures (016)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;215;50947;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Equity Exposures (016)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;220;50947;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Equity Exposures (016)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;010;50947;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Original exposure pre conversion factors";;;;;;;;;;"Equity Exposures (016)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Original exposure pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;040;50947;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Exposure net of value adjustments and provisions";;;;;;;;;;"Equity Exposures (016)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure net of value adjustments and provisions";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x1,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;060;50947;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Equity Exposures (016)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x1,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;070;50947;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Equity Exposures (016)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x1,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;080;50947;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Equity Exposures (016)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x1,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;090;50947;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Equity Exposures (016)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x1,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;100;50947;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Equity Exposures (016)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;110;50947;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Equity Exposures (016)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x1,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;120;50947;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Equity Exposures (016)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x1,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;130;50947;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Equity Exposures (016)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x1,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;140;50947;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"(-) of which: Volatility and maturity adjustments";;;;;;;;"Equity Exposures (016)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#(-) of which: Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;150;50947;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";;;;;;;;;;"Equity Exposures (016)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;200;50947;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Exposure value";;;;;;;;;;"Equity Exposures (016)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;215;50947;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Equity Exposures (016)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;220;50947;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Equity Exposures (016)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;010;50947;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Equity Exposures (016)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;030;50947;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Equity Exposures (016)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;040;50947;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";;;;;;;;;;"Equity Exposures (016)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x1,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;050;50947;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Equity Exposures (016)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x1,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;060;50947;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Equity Exposures (016)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x1,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;070;50947;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Equity Exposures (016)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x1,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;080;50947;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Equity Exposures (016)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x1,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;090;50947;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Equity Exposures (016)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x1,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;100;50947;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Equity Exposures (016)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;110;50947;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Equity Exposures (016)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x1,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;090;50947;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Equity Exposures (016)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;110;50947;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Equity Exposures (016)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x1,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;090;120;50947;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Equity Exposures (016)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,EXT=eba_ER:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_07.00.a;250;230;50947;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"250%";"Risk weighted exposure amount after SME-supporting factor";"Of which: with a credit assessment by a nominated ECAI";;;;;;;;;"Equity Exposures (016)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Risk weighted exposure amount after SME-supporting factor#Of which: with a credit assessment by a nominated ECAI";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;010;50947;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Original exposure pre conversion factors";;;;;;;;;;"Equity Exposures (016)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Original exposure pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;040;50947;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Equity Exposures (016)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;150;50947;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Fully adjusted exposure value (E*)";;;;;;;;;;"Equity Exposures (016)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;160;50947;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Equity Exposures (016)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x25,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;060;50948;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Other items (017)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;015;215;50948;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Defaulted exposures";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Other items (017)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x25,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;070;50948;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Other items (017)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x25,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;170;50948;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Other items (017)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x25,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;180;50948;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Other items (017)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x25,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;190;50948;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Other items (017)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;200;50948;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Exposure value";;;;;;;;;;"Other items (017)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;215;50948;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Other items (017)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;030;220;50948;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Other items (017)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;010;50948;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Original exposure pre conversion factors";;;;;;;;;;"Other items (017)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;030;50948;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Other items (017)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;040;50948;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"Exposure net of value adjustments and provisions";;;;;;;;;;"Other items (017)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x25,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;050;50948;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Other items (017)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x25,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;060;50948;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Other items (017)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x25,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;070;50948;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Other items (017)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x25,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TRI=eba_TR:x2";C_07.00.a;040;080;50948;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Other items (017)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x25,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;080;50948;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Other items (017)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x25,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;090;50948;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Other items (017)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x25,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;100;50948;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Other items (017)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x25,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;160;50948;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Other items (017)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x25,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;170;50948;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Other items (017)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;200;50948;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";;;;;;;;;;"Other items (017)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x4";C_07.00.a;060;215;50948;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Other items (017)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;010;50948;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Other items (017)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;040;50948;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";;;;;;;;;;"Other items (017)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x25,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;050;50948;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Other items (017)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x25,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;060;50948;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Other items (017)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x25,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;070;50948;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Other items (017)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x25,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;080;50948;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Other items (017)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x25,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;090;50948;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Other items (017)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x25,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;100;50948;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Other items (017)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;110;50948;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Other items (017)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x25,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;120;50948;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Other items (017)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x25,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;130;50948;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Other items (017)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x25,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;140;50948;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"(-) of which: Volatility and maturity adjustments";;;;;;;;"Other items (017)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#(-) of which: Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;150;50948;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";;;;;;;;;;"Other items (017)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;200;50948;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Exposure value";;;;;;;;;;"Other items (017)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;215;50948;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Other items (017)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;070;220;50948;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"On balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Other items (017)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;010;50948;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Other items (017)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;030;50948;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Other items (017)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;040;50948;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";;;;;;;;;;"Other items (017)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x25,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;050;50948;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Guarantees";;;;;;;;"Other items (017)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x25,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;060;50948;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Unfunded credit protection: adjusted values (Ga)";"(-) Credit derivatives";;;;;;;;"Other items (017)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Unfunded credit protection: adjusted values (Ga)#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi95,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x13,EXC=eba_EC:x25,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;070;50948;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Financial collateral: simple method";;;;;;;;"Other items (017)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Financial collateral: simple method";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x19,EXC=eba_EC:x25,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;080;50948;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Funded credit protection";"(-) Other funded credit protection";;;;;;;;"Other items (017)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Funded credit protection#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi100,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x25,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;090;50948;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"(-) Total Outflows";;;;;;;;"Other items (017)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#(-) Total Outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi88,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x25,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;100;50948;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE";"Substitution of the exposure due to CRM";"Total Inflows (+)";;;;;;;;"Other items (017)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE#Substitution of the exposure due to CRM#Total Inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi117,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;110;50948;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Other items (017)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Net exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi101,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x25,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;120;50948;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"Volatility adjustment to the exposure";;;;;;;;;"Other items (017)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#Volatility adjustment to the exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi90,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x25,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;130;50948;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";;;;;;;;;"Other items (017)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi102,APR=eba_AP:x42,BAS=eba_BA:x9,CRM=eba_CP:x6,EXC=eba_EC:x25,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;140;50948;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method";"(-) Financial collateral: adjusted value (Cvam)";"(-) of which: Volatility and maturity adjustments";;;;;;;;"Other items (017)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method#(-) Financial collateral: adjusted value (Cvam)#(-) of which: Volatility and maturity adjustments";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;150;50948;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";;;;;;;;;;"Other items (017)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x25,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x3";C_07.00.a;080;160;50948;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Other items (017)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.a;130;010;50948;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"From Contractual Cross Product Netting";"Original exposure pre conversion factors";;;;;;;;;;"Other items (017)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Original exposure pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x4";C_07.00.a;260;180;50948;monetaryItemType;C 07.00.a (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements;"370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Other items (017)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;010;210;51148;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"TOTAL EXPOSURES";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Total (001)";"010";"TOTAL EXPOSURES";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;015;210;51148;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Defaulted exposures";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Total (001)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;020;210;51148;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: SME";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Total (001)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;030;210;51148;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: exposures subject to SME-supporting factor";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Total (001)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x33,TRI=eba_TR:x1";C_07.00.b;040;210;51148;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Secured by mortgages on immovable property - Residential property";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Total (001)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;050;210;51148;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Exposures under the permanent partial use of the standardised approach";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Total (001)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;060;210;51148;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Total (001)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;070;210;51148;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"On balance sheet exposures subject to credit risk";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Total (001)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;080;210;51148;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Off balance sheet exposures subject to credit risk";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Total (001)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;090;210;51148;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Securities Financing Transactions";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Total (001)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;110;210;51148;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Derivatives & Long Settlement Transactions";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Total (001)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;130;210;51148;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"From Contractual Cross Product Netting";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Total (001)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x1";C_07.00.b;140;210;51148;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"0%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Total (001)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x1";C_07.00.b;150;210;51148;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"2%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Total (001)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x1";C_07.00.b;160;210;51148;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"4%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Total (001)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x1";C_07.00.b;170;210;51148;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"10%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Total (001)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x1";C_07.00.b;180;210;51148;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"20%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Total (001)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x1";C_07.00.b;190;210;51148;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"35%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Total (001)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x1";C_07.00.b;200;210;51148;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"50%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Total (001)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x1";C_07.00.b;210;210;51148;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"70%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Total (001)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x1";C_07.00.b;220;210;51148;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"75%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Total (001)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x1";C_07.00.b;230;210;51148;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"100%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Total (001)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x1";C_07.00.b;240;210;51148;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"150%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Total (001)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x1";C_07.00.b;250;210;51148;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"250%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Total (001)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x1";C_07.00.b;260;210;51148;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"370%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Total (001)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x1";C_07.00.b;270;210;51148;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"1250%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Total (001)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x1";C_07.00.b;280;210;51148;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Other risk weights";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Total (001)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;010;210;51149;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"TOTAL EXPOSURES";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Central governments or central banks (002)";"010";"TOTAL EXPOSURES";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;015;210;51149;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Defaulted exposures";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Central governments or central banks (002)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,CPZ=eba_CT:x23,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;020;210;51149;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: SME";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Central governments or central banks (002)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;030;210;51149;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: exposures subject to SME-supporting factor";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Central governments or central banks (002)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x33,TRI=eba_TR:x1";C_07.00.b;040;210;51149;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Secured by mortgages on immovable property - Residential property";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Central governments or central banks (002)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;050;210;51149;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Exposures under the permanent partial use of the standardised approach";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Central governments or central banks (002)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;060;210;51149;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Central governments or central banks (002)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;070;210;51149;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"On balance sheet exposures subject to credit risk";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Central governments or central banks (002)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;080;210;51149;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Off balance sheet exposures subject to credit risk";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Central governments or central banks (002)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;090;210;51149;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Securities Financing Transactions";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Central governments or central banks (002)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;110;210;51149;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Derivatives & Long Settlement Transactions";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Central governments or central banks (002)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;130;210;51149;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"From Contractual Cross Product Netting";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Central governments or central banks (002)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x1";C_07.00.b;140;210;51149;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"0%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Central governments or central banks (002)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x1";C_07.00.b;150;210;51149;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"2%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Central governments or central banks (002)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x1";C_07.00.b;160;210;51149;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"4%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Central governments or central banks (002)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x1";C_07.00.b;170;210;51149;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"10%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Central governments or central banks (002)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x1";C_07.00.b;180;210;51149;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"20%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Central governments or central banks (002)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x1";C_07.00.b;190;210;51149;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"35%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Central governments or central banks (002)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x1";C_07.00.b;200;210;51149;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"50%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Central governments or central banks (002)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x1";C_07.00.b;210;210;51149;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"70%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Central governments or central banks (002)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x1";C_07.00.b;220;210;51149;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"75%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Central governments or central banks (002)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x1";C_07.00.b;230;210;51149;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"100%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Central governments or central banks (002)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x1";C_07.00.b;240;210;51149;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"150%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Central governments or central banks (002)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x1";C_07.00.b;250;210;51149;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"250%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Central governments or central banks (002)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x1";C_07.00.b;260;210;51149;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"370%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Central governments or central banks (002)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x1";C_07.00.b;270;210;51149;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"1250%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Central governments or central banks (002)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x1";C_07.00.b;280;210;51149;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Other risk weights";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Central governments or central banks (002)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;010;210;51150;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"TOTAL EXPOSURES";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Regional governments or local authorities (003)";"010";"TOTAL EXPOSURES";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;015;210;51150;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Defaulted exposures";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Regional governments or local authorities (003)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,CPZ=eba_CT:x23,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;020;210;51150;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: SME";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Regional governments or local authorities (003)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;030;210;51150;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: exposures subject to SME-supporting factor";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Regional governments or local authorities (003)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x33,TRI=eba_TR:x1";C_07.00.b;040;210;51150;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Secured by mortgages on immovable property - Residential property";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Regional governments or local authorities (003)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;050;210;51150;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Exposures under the permanent partial use of the standardised approach";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Regional governments or local authorities (003)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;060;210;51150;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Regional governments or local authorities (003)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;070;210;51150;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"On balance sheet exposures subject to credit risk";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Regional governments or local authorities (003)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;080;210;51150;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Off balance sheet exposures subject to credit risk";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Regional governments or local authorities (003)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;090;210;51150;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Securities Financing Transactions";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Regional governments or local authorities (003)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;110;210;51150;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Derivatives & Long Settlement Transactions";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Regional governments or local authorities (003)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;130;210;51150;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"From Contractual Cross Product Netting";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Regional governments or local authorities (003)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x1";C_07.00.b;140;210;51150;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"0%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Regional governments or local authorities (003)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x1";C_07.00.b;150;210;51150;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"2%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Regional governments or local authorities (003)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x1";C_07.00.b;160;210;51150;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"4%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Regional governments or local authorities (003)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x1";C_07.00.b;170;210;51150;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"10%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Regional governments or local authorities (003)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x1";C_07.00.b;180;210;51150;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"20%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Regional governments or local authorities (003)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x1";C_07.00.b;190;210;51150;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"35%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Regional governments or local authorities (003)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x1";C_07.00.b;200;210;51150;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"50%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Regional governments or local authorities (003)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x1";C_07.00.b;210;210;51150;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"70%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Regional governments or local authorities (003)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x1";C_07.00.b;220;210;51150;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"75%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Regional governments or local authorities (003)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x1";C_07.00.b;230;210;51150;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"100%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Regional governments or local authorities (003)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x1";C_07.00.b;240;210;51150;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"150%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Regional governments or local authorities (003)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x1";C_07.00.b;250;210;51150;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"250%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Regional governments or local authorities (003)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x1";C_07.00.b;260;210;51150;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"370%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Regional governments or local authorities (003)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x1";C_07.00.b;270;210;51150;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"1250%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Regional governments or local authorities (003)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x1";C_07.00.b;280;210;51150;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Other risk weights";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Regional governments or local authorities (003)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;010;210;51151;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"TOTAL EXPOSURES";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Public sector entities (004)";"010";"TOTAL EXPOSURES";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;015;210;51151;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Defaulted exposures";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Public sector entities (004)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,CPZ=eba_CT:x23,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;020;210;51151;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: SME";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Public sector entities (004)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;030;210;51151;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: exposures subject to SME-supporting factor";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Public sector entities (004)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x33,TRI=eba_TR:x1";C_07.00.b;040;210;51151;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Secured by mortgages on immovable property - Residential property";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Public sector entities (004)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;050;210;51151;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Exposures under the permanent partial use of the standardised approach";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Public sector entities (004)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;060;210;51151;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Public sector entities (004)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;070;210;51151;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"On balance sheet exposures subject to credit risk";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Public sector entities (004)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;080;210;51151;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Off balance sheet exposures subject to credit risk";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Public sector entities (004)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;090;210;51151;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Securities Financing Transactions";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Public sector entities (004)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;110;210;51151;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Derivatives & Long Settlement Transactions";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Public sector entities (004)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;130;210;51151;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"From Contractual Cross Product Netting";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Public sector entities (004)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x1";C_07.00.b;140;210;51151;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"0%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Public sector entities (004)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x1";C_07.00.b;150;210;51151;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"2%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Public sector entities (004)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x1";C_07.00.b;160;210;51151;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"4%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Public sector entities (004)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x1";C_07.00.b;170;210;51151;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"10%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Public sector entities (004)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x1";C_07.00.b;180;210;51151;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"20%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Public sector entities (004)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x1";C_07.00.b;190;210;51151;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"35%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Public sector entities (004)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x1";C_07.00.b;200;210;51151;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"50%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Public sector entities (004)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x1";C_07.00.b;210;210;51151;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"70%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Public sector entities (004)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x1";C_07.00.b;220;210;51151;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"75%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Public sector entities (004)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x1";C_07.00.b;230;210;51151;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"100%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Public sector entities (004)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x1";C_07.00.b;240;210;51151;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"150%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Public sector entities (004)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x1";C_07.00.b;250;210;51151;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"250%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Public sector entities (004)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x1";C_07.00.b;260;210;51151;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"370%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Public sector entities (004)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x1";C_07.00.b;270;210;51151;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"1250%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Public sector entities (004)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x1";C_07.00.b;280;210;51151;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Other risk weights";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Public sector entities (004)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;010;210;51152;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"TOTAL EXPOSURES";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Multilateral developments banks (005)";"010";"TOTAL EXPOSURES";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;015;210;51152;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Defaulted exposures";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Multilateral developments banks (005)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,CPZ=eba_CT:x23,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;020;210;51152;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: SME";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Multilateral developments banks (005)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;030;210;51152;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: exposures subject to SME-supporting factor";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Multilateral developments banks (005)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x33,TRI=eba_TR:x1";C_07.00.b;040;210;51152;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Secured by mortgages on immovable property - Residential property";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Multilateral developments banks (005)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;050;210;51152;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Exposures under the permanent partial use of the standardised approach";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Multilateral developments banks (005)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;060;210;51152;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Multilateral developments banks (005)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;070;210;51152;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"On balance sheet exposures subject to credit risk";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Multilateral developments banks (005)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;080;210;51152;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Off balance sheet exposures subject to credit risk";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Multilateral developments banks (005)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;090;210;51152;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Securities Financing Transactions";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Multilateral developments banks (005)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;110;210;51152;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Derivatives & Long Settlement Transactions";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Multilateral developments banks (005)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;130;210;51152;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"From Contractual Cross Product Netting";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Multilateral developments banks (005)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x1";C_07.00.b;140;210;51152;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"0%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Multilateral developments banks (005)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x1";C_07.00.b;150;210;51152;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"2%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Multilateral developments banks (005)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x1";C_07.00.b;160;210;51152;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"4%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Multilateral developments banks (005)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x1";C_07.00.b;170;210;51152;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"10%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Multilateral developments banks (005)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x1";C_07.00.b;180;210;51152;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"20%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Multilateral developments banks (005)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x1";C_07.00.b;190;210;51152;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"35%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Multilateral developments banks (005)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x1";C_07.00.b;200;210;51152;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"50%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Multilateral developments banks (005)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x1";C_07.00.b;210;210;51152;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"70%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Multilateral developments banks (005)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x1";C_07.00.b;220;210;51152;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"75%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Multilateral developments banks (005)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x1";C_07.00.b;230;210;51152;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"100%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Multilateral developments banks (005)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x1";C_07.00.b;240;210;51152;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"150%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Multilateral developments banks (005)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x1";C_07.00.b;250;210;51152;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"250%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Multilateral developments banks (005)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x1";C_07.00.b;260;210;51152;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"370%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Multilateral developments banks (005)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x1";C_07.00.b;270;210;51152;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"1250%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Multilateral developments banks (005)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x15,EXC=eba_EC:x21,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x1";C_07.00.b;280;210;51152;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Other risk weights";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Multilateral developments banks (005)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;010;210;51153;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"TOTAL EXPOSURES";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"International organisations (006)";"010";"TOTAL EXPOSURES";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;015;210;51153;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Defaulted exposures";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"International organisations (006)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,CPZ=eba_CT:x23,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;020;210;51153;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: SME";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"International organisations (006)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;030;210;51153;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: exposures subject to SME-supporting factor";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"International organisations (006)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x33,TRI=eba_TR:x1";C_07.00.b;040;210;51153;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Secured by mortgages on immovable property - Residential property";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"International organisations (006)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;050;210;51153;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Exposures under the permanent partial use of the standardised approach";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"International organisations (006)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;060;210;51153;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"International organisations (006)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;070;210;51153;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"On balance sheet exposures subject to credit risk";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"International organisations (006)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;080;210;51153;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Off balance sheet exposures subject to credit risk";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"International organisations (006)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;090;210;51153;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Securities Financing Transactions";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"International organisations (006)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;110;210;51153;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Derivatives & Long Settlement Transactions";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"International organisations (006)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;130;210;51153;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"From Contractual Cross Product Netting";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"International organisations (006)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x1";C_07.00.b;140;210;51153;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"0%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"International organisations (006)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x1";C_07.00.b;150;210;51153;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"2%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"International organisations (006)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x1";C_07.00.b;160;210;51153;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"4%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"International organisations (006)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x1";C_07.00.b;170;210;51153;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"10%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"International organisations (006)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x1";C_07.00.b;180;210;51153;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"20%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"International organisations (006)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x1";C_07.00.b;190;210;51153;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"35%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"International organisations (006)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x1";C_07.00.b;200;210;51153;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"50%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"International organisations (006)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x1";C_07.00.b;210;210;51153;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"70%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"International organisations (006)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x1";C_07.00.b;220;210;51153;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"75%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"International organisations (006)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x1";C_07.00.b;230;210;51153;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"100%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"International organisations (006)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x1";C_07.00.b;240;210;51153;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"150%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"International organisations (006)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x1";C_07.00.b;250;210;51153;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"250%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"International organisations (006)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x1";C_07.00.b;260;210;51153;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"370%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"International organisations (006)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x1";C_07.00.b;270;210;51153;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"1250%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"International organisations (006)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x1";C_07.00.b;280;210;51153;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Other risk weights";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"International organisations (006)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;010;210;51154;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"TOTAL EXPOSURES";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Institutions (007)";"010";"TOTAL EXPOSURES";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;015;210;51154;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Defaulted exposures";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Institutions (007)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,CPZ=eba_CT:x23,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;020;210;51154;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: SME";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Institutions (007)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;030;210;51154;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: exposures subject to SME-supporting factor";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Institutions (007)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x33,TRI=eba_TR:x1";C_07.00.b;040;210;51154;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Secured by mortgages on immovable property - Residential property";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Institutions (007)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;050;210;51154;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Exposures under the permanent partial use of the standardised approach";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Institutions (007)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;060;210;51154;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Institutions (007)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;070;210;51154;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"On balance sheet exposures subject to credit risk";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Institutions (007)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;080;210;51154;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Off balance sheet exposures subject to credit risk";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Institutions (007)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;090;210;51154;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Securities Financing Transactions";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Institutions (007)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;110;210;51154;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Derivatives & Long Settlement Transactions";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Institutions (007)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;130;210;51154;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"From Contractual Cross Product Netting";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Institutions (007)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x1";C_07.00.b;140;210;51154;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"0%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Institutions (007)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x1";C_07.00.b;150;210;51154;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"2%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Institutions (007)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x1";C_07.00.b;160;210;51154;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"4%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Institutions (007)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x1";C_07.00.b;170;210;51154;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"10%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Institutions (007)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x1";C_07.00.b;180;210;51154;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"20%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Institutions (007)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x1";C_07.00.b;190;210;51154;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"35%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Institutions (007)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x1";C_07.00.b;200;210;51154;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"50%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Institutions (007)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x1";C_07.00.b;210;210;51154;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"70%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Institutions (007)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x1";C_07.00.b;220;210;51154;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"75%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Institutions (007)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x1";C_07.00.b;230;210;51154;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"100%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Institutions (007)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x1";C_07.00.b;240;210;51154;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"150%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Institutions (007)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x1";C_07.00.b;250;210;51154;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"250%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Institutions (007)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x1";C_07.00.b;260;210;51154;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"370%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Institutions (007)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x1";C_07.00.b;270;210;51154;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"1250%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Institutions (007)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x19,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x1";C_07.00.b;280;210;51154;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Other risk weights";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Institutions (007)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;010;210;51155;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"TOTAL EXPOSURES";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Corporates (008)";"010";"TOTAL EXPOSURES";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;015;210;51155;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Defaulted exposures";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Corporates (008)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;020;210;51155;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: SME";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Corporates (008)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;030;210;51155;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: exposures subject to SME-supporting factor";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Corporates (008)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x33,TRI=eba_TR:x1";C_07.00.b;040;210;51155;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Secured by mortgages on immovable property - Residential property";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Corporates (008)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;050;210;51155;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Exposures under the permanent partial use of the standardised approach";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Corporates (008)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;060;210;51155;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Corporates (008)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;070;210;51155;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"On balance sheet exposures subject to credit risk";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Corporates (008)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;080;210;51155;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Off balance sheet exposures subject to credit risk";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Corporates (008)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;090;210;51155;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Securities Financing Transactions";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Corporates (008)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;110;210;51155;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Derivatives & Long Settlement Transactions";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Corporates (008)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;130;210;51155;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"From Contractual Cross Product Netting";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Corporates (008)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x1";C_07.00.b;140;210;51155;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"0%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Corporates (008)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x1";C_07.00.b;150;210;51155;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"2%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Corporates (008)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x1";C_07.00.b;160;210;51155;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"4%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Corporates (008)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x1";C_07.00.b;170;210;51155;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"10%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Corporates (008)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x1";C_07.00.b;180;210;51155;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"20%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Corporates (008)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x1";C_07.00.b;190;210;51155;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"35%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Corporates (008)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x1";C_07.00.b;200;210;51155;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"50%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Corporates (008)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x1";C_07.00.b;210;210;51155;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"70%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Corporates (008)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x1";C_07.00.b;220;210;51155;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"75%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Corporates (008)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x1";C_07.00.b;230;210;51155;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"100%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Corporates (008)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x1";C_07.00.b;240;210;51155;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"150%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Corporates (008)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x1";C_07.00.b;250;210;51155;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"250%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Corporates (008)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x1";C_07.00.b;260;210;51155;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"370%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Corporates (008)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x1";C_07.00.b;270;210;51155;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"1250%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Corporates (008)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x51,EXC=eba_EC:x17,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x1";C_07.00.b;280;210;51155;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Other risk weights";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Corporates (008)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;010;210;51156;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"TOTAL EXPOSURES";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Retail (009)";"010";"TOTAL EXPOSURES";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;015;210;51156;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Defaulted exposures";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Retail (009)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;020;210;51156;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: SME";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Retail (009)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;030;210;51156;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: exposures subject to SME-supporting factor";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Retail (009)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x33,TRI=eba_TR:x1";C_07.00.b;040;210;51156;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Secured by mortgages on immovable property - Residential property";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Retail (009)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;050;210;51156;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Exposures under the permanent partial use of the standardised approach";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Retail (009)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;060;210;51156;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Retail (009)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;070;210;51156;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"On balance sheet exposures subject to credit risk";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Retail (009)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;080;210;51156;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Off balance sheet exposures subject to credit risk";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Retail (009)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;090;210;51156;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Securities Financing Transactions";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Retail (009)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;110;210;51156;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Derivatives & Long Settlement Transactions";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Retail (009)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;130;210;51156;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"From Contractual Cross Product Netting";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Retail (009)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x1";C_07.00.b;140;210;51156;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"0%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Retail (009)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x1";C_07.00.b;150;210;51156;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"2%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Retail (009)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x1";C_07.00.b;160;210;51156;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"4%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Retail (009)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x1";C_07.00.b;170;210;51156;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"10%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Retail (009)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x1";C_07.00.b;180;210;51156;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"20%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Retail (009)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x1";C_07.00.b;190;210;51156;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"35%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Retail (009)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x1";C_07.00.b;200;210;51156;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"50%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Retail (009)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x1";C_07.00.b;210;210;51156;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"70%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Retail (009)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x1";C_07.00.b;220;210;51156;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"75%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Retail (009)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x1";C_07.00.b;230;210;51156;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"100%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Retail (009)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x1";C_07.00.b;240;210;51156;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"150%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Retail (009)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x1";C_07.00.b;250;210;51156;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"250%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Retail (009)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x1";C_07.00.b;260;210;51156;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"370%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Retail (009)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x1";C_07.00.b;270;210;51156;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"1250%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Retail (009)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x22,EXC=eba_EC:x26,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x1";C_07.00.b;280;210;51156;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Other risk weights";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Retail (009)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;010;210;51157;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"TOTAL EXPOSURES";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Secured by mortgages on immovable property (010)";"010";"TOTAL EXPOSURES";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;015;210;51157;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Defaulted exposures";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Secured by mortgages on immovable property (010)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;020;210;51157;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: SME";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Secured by mortgages on immovable property (010)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;030;210;51157;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: exposures subject to SME-supporting factor";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Secured by mortgages on immovable property (010)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x33,TRI=eba_TR:x1";C_07.00.b;040;210;51157;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Secured by mortgages on immovable property - Residential property";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Secured by mortgages on immovable property (010)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;050;210;51157;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Exposures under the permanent partial use of the standardised approach";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Secured by mortgages on immovable property (010)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;060;210;51157;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Secured by mortgages on immovable property (010)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;070;210;51157;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"On balance sheet exposures subject to credit risk";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Secured by mortgages on immovable property (010)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;080;210;51157;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Off balance sheet exposures subject to credit risk";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Secured by mortgages on immovable property (010)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;090;210;51157;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Securities Financing Transactions";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;110;210;51157;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Derivatives & Long Settlement Transactions";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;130;210;51157;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"From Contractual Cross Product Netting";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Secured by mortgages on immovable property (010)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x1";C_07.00.b;140;210;51157;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"0%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x1";C_07.00.b;150;210;51157;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"2%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x1";C_07.00.b;160;210;51157;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"4%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x1";C_07.00.b;170;210;51157;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"10%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x1";C_07.00.b;180;210;51157;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"20%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x1";C_07.00.b;190;210;51157;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"35%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x1";C_07.00.b;200;210;51157;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"50%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x1";C_07.00.b;210;210;51157;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"70%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x1";C_07.00.b;220;210;51157;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"75%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x1";C_07.00.b;230;210;51157;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"100%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x1";C_07.00.b;240;210;51157;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"150%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x1";C_07.00.b;250;210;51157;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"250%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x1";C_07.00.b;260;210;51157;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"370%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x1";C_07.00.b;270;210;51157;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"1250%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x1";C_07.00.b;280;210;51157;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Other risk weights";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Secured by mortgages on immovable property (010)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;010;210;51158;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"TOTAL EXPOSURES";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Exposures in default (011)";"010";"TOTAL EXPOSURES";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;015;210;51158;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Defaulted exposures";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Exposures in default (011)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;020;210;51158;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: SME";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Exposures in default (011)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;030;210;51158;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: exposures subject to SME-supporting factor";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Exposures in default (011)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x33,TRI=eba_TR:x1";C_07.00.b;040;210;51158;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Secured by mortgages on immovable property - Residential property";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Exposures in default (011)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;050;210;51158;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Exposures under the permanent partial use of the standardised approach";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Exposures in default (011)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;060;210;51158;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Exposures in default (011)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;070;210;51158;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"On balance sheet exposures subject to credit risk";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Exposures in default (011)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;080;210;51158;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Off balance sheet exposures subject to credit risk";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Exposures in default (011)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;090;210;51158;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Securities Financing Transactions";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Exposures in default (011)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;110;210;51158;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Derivatives & Long Settlement Transactions";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Exposures in default (011)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;130;210;51158;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"From Contractual Cross Product Netting";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Exposures in default (011)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x1";C_07.00.b;140;210;51158;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"0%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Exposures in default (011)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x1";C_07.00.b;150;210;51158;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"2%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Exposures in default (011)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x1";C_07.00.b;160;210;51158;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"4%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Exposures in default (011)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x1";C_07.00.b;170;210;51158;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"10%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Exposures in default (011)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x1";C_07.00.b;180;210;51158;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"20%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Exposures in default (011)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x1";C_07.00.b;190;210;51158;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"35%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Exposures in default (011)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x1";C_07.00.b;200;210;51158;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"50%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Exposures in default (011)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x1";C_07.00.b;210;210;51158;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"70%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Exposures in default (011)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x1";C_07.00.b;220;210;51158;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"75%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Exposures in default (011)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x1";C_07.00.b;230;210;51158;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"100%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Exposures in default (011)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x1";C_07.00.b;240;210;51158;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"150%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Exposures in default (011)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x1";C_07.00.b;250;210;51158;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"250%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Exposures in default (011)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x1";C_07.00.b;260;210;51158;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"370%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Exposures in default (011)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x1";C_07.00.b;270;210;51158;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"1250%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Exposures in default (011)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x1";C_07.00.b;280;210;51158;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Other risk weights";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Exposures in default (011)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;010;210;51159;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"TOTAL EXPOSURES";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Items associated with particularly high risk (012)";"010";"TOTAL EXPOSURES";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;015;210;51159;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Defaulted exposures";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Items associated with particularly high risk (012)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;020;210;51159;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: SME";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Items associated with particularly high risk (012)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;030;210;51159;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: exposures subject to SME-supporting factor";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Items associated with particularly high risk (012)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x33,TRI=eba_TR:x1";C_07.00.b;040;210;51159;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Secured by mortgages on immovable property - Residential property";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Items associated with particularly high risk (012)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;050;210;51159;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Exposures under the permanent partial use of the standardised approach";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Items associated with particularly high risk (012)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;060;210;51159;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Items associated with particularly high risk (012)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;070;210;51159;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"On balance sheet exposures subject to credit risk";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Items associated with particularly high risk (012)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;080;210;51159;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Off balance sheet exposures subject to credit risk";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Items associated with particularly high risk (012)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;090;210;51159;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Securities Financing Transactions";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Items associated with particularly high risk (012)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;110;210;51159;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Derivatives & Long Settlement Transactions";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Items associated with particularly high risk (012)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;130;210;51159;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"From Contractual Cross Product Netting";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Items associated with particularly high risk (012)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x1";C_07.00.b;140;210;51159;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"0%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Items associated with particularly high risk (012)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x1";C_07.00.b;150;210;51159;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"2%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Items associated with particularly high risk (012)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x1";C_07.00.b;160;210;51159;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"4%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Items associated with particularly high risk (012)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x1";C_07.00.b;170;210;51159;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"10%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Items associated with particularly high risk (012)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x1";C_07.00.b;180;210;51159;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"20%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Items associated with particularly high risk (012)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x1";C_07.00.b;190;210;51159;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"35%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Items associated with particularly high risk (012)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x1";C_07.00.b;200;210;51159;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"50%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Items associated with particularly high risk (012)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x1";C_07.00.b;210;210;51159;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"70%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Items associated with particularly high risk (012)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x1";C_07.00.b;220;210;51159;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"75%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Items associated with particularly high risk (012)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x1";C_07.00.b;230;210;51159;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"100%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Items associated with particularly high risk (012)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x1";C_07.00.b;240;210;51159;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"150%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Items associated with particularly high risk (012)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x1";C_07.00.b;250;210;51159;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"250%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Items associated with particularly high risk (012)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x1";C_07.00.b;260;210;51159;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"370%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Items associated with particularly high risk (012)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x1";C_07.00.b;270;210;51159;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"1250%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Items associated with particularly high risk (012)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x24,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x1";C_07.00.b;280;210;51159;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Other risk weights";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Items associated with particularly high risk (012)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;010;210;51160;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"TOTAL EXPOSURES";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Covered bonds (013)";"010";"TOTAL EXPOSURES";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;015;210;51160;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Defaulted exposures";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Covered bonds (013)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;020;210;51160;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: SME";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Covered bonds (013)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;030;210;51160;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: exposures subject to SME-supporting factor";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Covered bonds (013)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x33,TRI=eba_TR:x1";C_07.00.b;040;210;51160;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Secured by mortgages on immovable property - Residential property";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Covered bonds (013)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;050;210;51160;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Exposures under the permanent partial use of the standardised approach";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Covered bonds (013)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;060;210;51160;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Covered bonds (013)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;070;210;51160;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"On balance sheet exposures subject to credit risk";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Covered bonds (013)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;080;210;51160;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Off balance sheet exposures subject to credit risk";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Covered bonds (013)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;090;210;51160;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Securities Financing Transactions";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Covered bonds (013)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;110;210;51160;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Derivatives & Long Settlement Transactions";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Covered bonds (013)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;130;210;51160;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"From Contractual Cross Product Netting";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Covered bonds (013)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x1";C_07.00.b;140;210;51160;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"0%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Covered bonds (013)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x1";C_07.00.b;150;210;51160;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"2%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Covered bonds (013)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x1";C_07.00.b;160;210;51160;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"4%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Covered bonds (013)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x1";C_07.00.b;170;210;51160;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"10%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Covered bonds (013)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x1";C_07.00.b;180;210;51160;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"20%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Covered bonds (013)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x1";C_07.00.b;190;210;51160;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"35%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Covered bonds (013)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x1";C_07.00.b;200;210;51160;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"50%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Covered bonds (013)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x1";C_07.00.b;210;210;51160;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"70%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Covered bonds (013)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x1";C_07.00.b;220;210;51160;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"75%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Covered bonds (013)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x1";C_07.00.b;230;210;51160;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"100%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Covered bonds (013)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x1";C_07.00.b;240;210;51160;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"150%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Covered bonds (013)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x1";C_07.00.b;250;210;51160;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"250%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Covered bonds (013)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x1";C_07.00.b;260;210;51160;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"370%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Covered bonds (013)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x1";C_07.00.b;270;210;51160;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"1250%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Covered bonds (013)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x13,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x1";C_07.00.b;280;210;51160;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Other risk weights";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Covered bonds (013)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;010;210;51161;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"TOTAL EXPOSURES";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010";"TOTAL EXPOSURES";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;015;210;51161;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Defaulted exposures";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;020;210;51161;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: SME";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;030;210;51161;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: exposures subject to SME-supporting factor";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x33,TRI=eba_TR:x1";C_07.00.b;040;210;51161;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Secured by mortgages on immovable property - Residential property";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;050;210;51161;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Exposures under the permanent partial use of the standardised approach";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;060;210;51161;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;070;210;51161;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"On balance sheet exposures subject to credit risk";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;080;210;51161;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Off balance sheet exposures subject to credit risk";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;090;210;51161;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Securities Financing Transactions";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;110;210;51161;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Derivatives & Long Settlement Transactions";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;130;210;51161;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"From Contractual Cross Product Netting";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x1";C_07.00.b;140;210;51161;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"0%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x1";C_07.00.b;150;210;51161;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"2%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x1";C_07.00.b;160;210;51161;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"4%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x1";C_07.00.b;170;210;51161;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"10%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x1";C_07.00.b;180;210;51161;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"20%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x1";C_07.00.b;190;210;51161;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"35%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x1";C_07.00.b;200;210;51161;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"50%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x1";C_07.00.b;210;210;51161;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"70%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x1";C_07.00.b;220;210;51161;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"75%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x1";C_07.00.b;230;210;51161;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"100%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x1";C_07.00.b;240;210;51161;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"150%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x1";C_07.00.b;250;210;51161;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"250%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x1";C_07.00.b;260;210;51161;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"370%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x1";C_07.00.b;270;210;51161;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"1250%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x18,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x1";C_07.00.b;280;210;51161;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Other risk weights";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims on institutions and corporate with a short-term credit assessment (014)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;010;210;51162;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"TOTAL EXPOSURES";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims in the form of CIU (015)";"010";"TOTAL EXPOSURES";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;015;210;51162;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Defaulted exposures";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims in the form of CIU (015)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;020;210;51162;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: SME";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims in the form of CIU (015)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;030;210;51162;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: exposures subject to SME-supporting factor";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims in the form of CIU (015)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x33,TRI=eba_TR:x1";C_07.00.b;040;210;51162;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Secured by mortgages on immovable property - Residential property";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims in the form of CIU (015)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;050;210;51162;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Exposures under the permanent partial use of the standardised approach";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims in the form of CIU (015)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;060;210;51162;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims in the form of CIU (015)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;070;210;51162;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"On balance sheet exposures subject to credit risk";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims in the form of CIU (015)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;080;210;51162;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Off balance sheet exposures subject to credit risk";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims in the form of CIU (015)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;090;210;51162;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Securities Financing Transactions";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims in the form of CIU (015)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;110;210;51162;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Derivatives & Long Settlement Transactions";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims in the form of CIU (015)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;130;210;51162;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"From Contractual Cross Product Netting";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims in the form of CIU (015)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x1";C_07.00.b;140;210;51162;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"0%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims in the form of CIU (015)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x1";C_07.00.b;150;210;51162;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"2%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims in the form of CIU (015)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x1";C_07.00.b;160;210;51162;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"4%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims in the form of CIU (015)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x1";C_07.00.b;170;210;51162;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"10%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims in the form of CIU (015)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x1";C_07.00.b;180;210;51162;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"20%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims in the form of CIU (015)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x1";C_07.00.b;190;210;51162;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"35%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims in the form of CIU (015)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x1";C_07.00.b;200;210;51162;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"50%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims in the form of CIU (015)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x1";C_07.00.b;210;210;51162;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"70%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims in the form of CIU (015)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x1";C_07.00.b;220;210;51162;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"75%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims in the form of CIU (015)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x1";C_07.00.b;230;210;51162;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"100%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims in the form of CIU (015)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x1";C_07.00.b;240;210;51162;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"150%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims in the form of CIU (015)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x1";C_07.00.b;250;210;51162;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"250%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims in the form of CIU (015)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x1";C_07.00.b;260;210;51162;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"370%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims in the form of CIU (015)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x1";C_07.00.b;270;210;51162;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"1250%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims in the form of CIU (015)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x14,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x1";C_07.00.b;280;210;51162;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Other risk weights";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Claims in the form of CIU (015)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;010;210;51163;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"TOTAL EXPOSURES";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Equity Exposures (016)";"010";"TOTAL EXPOSURES";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;015;210;51163;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Defaulted exposures";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Equity Exposures (016)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;020;210;51163;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: SME";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Equity Exposures (016)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;030;210;51163;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: exposures subject to SME-supporting factor";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Equity Exposures (016)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x33,TRI=eba_TR:x1";C_07.00.b;040;210;51163;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Secured by mortgages on immovable property - Residential property";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Equity Exposures (016)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;050;210;51163;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Exposures under the permanent partial use of the standardised approach";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Equity Exposures (016)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;060;210;51163;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Equity Exposures (016)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;070;210;51163;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"On balance sheet exposures subject to credit risk";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Equity Exposures (016)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;080;210;51163;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Off balance sheet exposures subject to credit risk";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Equity Exposures (016)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;090;210;51163;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Securities Financing Transactions";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Equity Exposures (016)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;110;210;51163;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Derivatives & Long Settlement Transactions";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Equity Exposures (016)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;130;210;51163;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"From Contractual Cross Product Netting";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Equity Exposures (016)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x1";C_07.00.b;140;210;51163;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"0%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Equity Exposures (016)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x1";C_07.00.b;150;210;51163;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"2%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Equity Exposures (016)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x1";C_07.00.b;160;210;51163;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"4%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Equity Exposures (016)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x1";C_07.00.b;170;210;51163;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"10%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Equity Exposures (016)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x1";C_07.00.b;180;210;51163;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"20%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Equity Exposures (016)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x1";C_07.00.b;190;210;51163;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"35%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Equity Exposures (016)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x1";C_07.00.b;200;210;51163;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"50%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Equity Exposures (016)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x1";C_07.00.b;210;210;51163;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"70%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Equity Exposures (016)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x1";C_07.00.b;220;210;51163;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"75%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Equity Exposures (016)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x1";C_07.00.b;230;210;51163;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"100%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Equity Exposures (016)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x1";C_07.00.b;240;210;51163;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"150%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Equity Exposures (016)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x1";C_07.00.b;250;210;51163;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"250%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Equity Exposures (016)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x1";C_07.00.b;260;210;51163;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"370%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Equity Exposures (016)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x1";C_07.00.b;270;210;51163;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"1250%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Equity Exposures (016)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x1";C_07.00.b;280;210;51163;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Other risk weights";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Equity Exposures (016)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;010;210;51164;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"TOTAL EXPOSURES";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Other items (017)";"010";"TOTAL EXPOSURES";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;015;210;51164;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Defaulted exposures";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Other items (017)";"010#015";"TOTAL EXPOSURES#of which: Defaulted exposures";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,CPZ=eba_CT:x23,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;020;210;51164;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: SME";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Other items (017)";"010#020";"TOTAL EXPOSURES#of which: SME";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;030;210;51164;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: exposures subject to SME-supporting factor";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Other items (017)";"010#030";"TOTAL EXPOSURES#of which: exposures subject to SME-supporting factor";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCG=eba_MC:x294,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x33,TRI=eba_TR:x1";C_07.00.b;040;210;51164;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Secured by mortgages on immovable property - Residential property";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Other items (017)";"010#040";"TOTAL EXPOSURES#of which: Secured by mortgages on immovable property - Residential property";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PAU=eba_AP:x59,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;050;210;51164;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Exposures under the permanent partial use of the standardised approach";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Other items (017)";"010#050";"TOTAL EXPOSURES#of which: Exposures under the permanent partial use of the standardised approach";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PAU=eba_AP:x60,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;060;210;51164;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Other items (017)";"010#060";"TOTAL EXPOSURES#of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;070;210;51164;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"On balance sheet exposures subject to credit risk";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Other items (017)";"065#070";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#On balance sheet exposures subject to credit risk";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;080;210;51164;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Off balance sheet exposures subject to credit risk";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Other items (017)";"065#080";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Off balance sheet exposures subject to credit risk";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;090;210;51164;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Securities Financing Transactions";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Other items (017)";"065#085#090";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;110;210;51164;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Derivatives & Long Settlement Transactions";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Other items (017)";"065#085#110";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_07.00.b;130;210;51164;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"From Contractual Cross Product Netting";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Other items (017)";"065#085#130";"BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x1";C_07.00.b;140;210;51164;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"0%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Other items (017)";"135#140";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#0%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x3,TRI=eba_TR:x1";C_07.00.b;150;210;51164;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"2%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Other items (017)";"135#150";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#2%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x70,TRI=eba_TR:x1";C_07.00.b;160;210;51164;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"4%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Other items (017)";"135#160";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#4%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x6,TRI=eba_TR:x1";C_07.00.b;170;210;51164;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"10%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Other items (017)";"135#170";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#10%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x8,TRI=eba_TR:x1";C_07.00.b;180;210;51164;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"20%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Other items (017)";"135#180";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#20%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x9,TRI=eba_TR:x1";C_07.00.b;190;210;51164;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"35%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Other items (017)";"135#190";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#35%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x1";C_07.00.b;200;210;51164;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"50%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Other items (017)";"135#200";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#50%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x1";C_07.00.b;210;210;51164;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"70%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Other items (017)";"135#210";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#70%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x12,TRI=eba_TR:x1";C_07.00.b;220;210;51164;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"75%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Other items (017)";"135#220";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#75%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x1";C_07.00.b;230;210;51164;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"100%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Other items (017)";"135#230";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#100%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x1";C_07.00.b;240;210;51164;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"150%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Other items (017)";"135#240";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#150%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x1";C_07.00.b;250;210;51164;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"250%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Other items (017)";"135#250";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#250%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x24,TRI=eba_TR:x1";C_07.00.b;260;210;51164;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"370%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Other items (017)";"135#260";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#370%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x30,TRI=eba_TR:x1";C_07.00.b;270;210;51164;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"1250%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Other items (017)";"135#270";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#1250%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x25,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x55,TRI=eba_TR:x1";C_07.00.b;280;210;51164;monetaryItemType;C 07.00.b (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk;"Other risk weights";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Other items (017)";"135#280";"BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:#Other risk weights";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x27,TRI=eba_TR:x4";C_07.00.c;290;010;51238;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on commercial immovable property";"Original exposure pre conversion factors";;;;;;;;;;"Total (001)";"285#290";"Memorandum items#Exposures secured by mortgages on commercial immovable property";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x27,TRI=eba_TR:x4";C_07.00.c;290;030;51238;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on commercial immovable property";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Total (001)";"285#290";"Memorandum items#Exposures secured by mortgages on commercial immovable property";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x27,TRI=eba_TR:x4";C_07.00.c;290;040;51238;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on commercial immovable property";"Exposure net of value adjustments and provisions";;;;;;;;;;"Total (001)";"285#290";"Memorandum items#Exposures secured by mortgages on commercial immovable property";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x27,TRI=eba_TR:x4";C_07.00.c;290;150;51238;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on commercial immovable property";"Fully adjusted exposure value (E*)";;;;;;;;;;"Total (001)";"285#290";"Memorandum items#Exposures secured by mortgages on commercial immovable property";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x27,TRI=eba_TR:x4";C_07.00.c;290;160;51238;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on commercial immovable property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Total (001)";"285#290";"Memorandum items#Exposures secured by mortgages on commercial immovable property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x27,TRI=eba_TR:x4";C_07.00.c;290;170;51238;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on commercial immovable property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Total (001)";"285#290";"Memorandum items#Exposures secured by mortgages on commercial immovable property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x27,TRI=eba_TR:x4";C_07.00.c;290;180;51238;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on commercial immovable property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Total (001)";"285#290";"Memorandum items#Exposures secured by mortgages on commercial immovable property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x27,TRI=eba_TR:x4";C_07.00.c;290;215;51238;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on commercial immovable property";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Total (001)";"285#290";"Memorandum items#Exposures secured by mortgages on commercial immovable property";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x26,TRI=eba_TR:x4";C_07.00.c;310;150;51238;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on residential property";"Fully adjusted exposure value (E*)";;;;;;;;;;"Total (001)";"285#310";"Memorandum items#Exposures secured by mortgages on residential property";"Fully adjusted exposure value (E*)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x26,TRI=eba_TR:x4";C_07.00.c;310;170;51238;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Total (001)";"285#310";"Memorandum items#Exposures secured by mortgages on residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x10,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x26,TRI=eba_TR:x4";C_07.00.c;310;180;51238;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"50%";;;;;;;;;"Total (001)";"285#310";"Memorandum items#Exposures secured by mortgages on residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#50%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x14,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x26,TRI=eba_TR:x4";C_07.00.c;310;190;51238;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"100%";;;;;;;;;"Total (001)";"285#310";"Memorandum items#Exposures secured by mortgages on residential property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#100%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x26,TRI=eba_TR:x4";C_07.00.c;310;200;51238;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on residential property";"Exposure value";;;;;;;;;;"Total (001)";"285#310";"Memorandum items#Exposures secured by mortgages on residential property";"Exposure value";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x26,TRI=eba_TR:x4";C_07.00.c;310;215;51238;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on residential property";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Total (001)";"285#310";"Memorandum items#Exposures secured by mortgages on residential property";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x26,TRI=eba_TR:x4";C_07.00.c;310;220;51238;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on residential property";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total (001)";"285#310";"Memorandum items#Exposures secured by mortgages on residential property";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,ECB=eba_EC:x16,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x27,TRI=eba_TR:x4";C_07.00.c;290;010;51239;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on commercial immovable property";"Original exposure pre conversion factors";;;;;;;;;;"Central governments or central banks (002)";"285#290";"Memorandum items#Exposures secured by mortgages on commercial immovable property";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi253,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,ECB=eba_EC:x16,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x27,TRI=eba_TR:x4";C_07.00.c;290;030;51239;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on commercial immovable property";"(-) Value adjustments and provision associated with the original exposure";;;;;;;;;;"Central governments or central banks (002)";"285#290";"Memorandum items#Exposures secured by mortgages on commercial immovable property";"(-) Value adjustments and provision associated with the original exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,ECB=eba_EC:x16,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x27,TRI=eba_TR:x4";C_07.00.c;290;040;51239;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on commercial immovable property";"Exposure net of value adjustments and provisions";;;;;;;;;;"Central governments or central banks (002)";"285#290";"Memorandum items#Exposures secured by mortgages on commercial immovable property";"Exposure net of value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,ECB=eba_EC:x16,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x27,TRI=eba_TR:x4";C_07.00.c;290;150;51239;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on commercial immovable property";"Fully adjusted exposure value (E*)";;;;;;;;;;"Central governments or central banks (002)";"285#290";"Memorandum items#Exposures secured by mortgages on commercial immovable property";"Fully adjusted exposure value (E*)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x2,ECB=eba_EC:x16,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x27,TRI=eba_TR:x4";C_07.00.c;290;160;51239;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on commercial immovable property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Central governments or central banks (002)";"285#290";"Memorandum items#Exposures secured by mortgages on commercial immovable property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x8,CPS=eba_CT:x2,ECB=eba_EC:x16,EXC=eba_EC:x15,MCY=eba_MC:x195,PRP=eba_PL:x11,TCP=eba_CP:x27,TRI=eba_TR:x4";C_07.00.c;290;170;51239;monetaryItemType;C 07.00.c (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property;"Exposures secured by mortgages on commercial immovable property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"20%";;;;;;;;;"Central governments or central banks (002)";"285#290";"Memorandum items#Exposures secured by mortgages on commercial immovable property";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#20%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi118,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x4";C_07.00.d;320;040;51198;monetaryItemType;C 07.00.d (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - in default;"Exposures in default subject to a risk weight of 150%";"Exposure net of value adjustments and provisions";;;;;;;;;;"Total (001)";"285#320";"Memorandum items#Exposures in default subject to a risk weight of 150%";"Exposure net of value adjustments and provisions";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x42,BAS=eba_BA:x9,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x16,TRI=eba_TR:x1";C_07.00.d;320;210;51198;monetaryItemType;C 07.00.d (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - in default;"Exposures in default subject to a risk weight of 150%";"Exposure value";"Of which: Arising from Counterparty Credit Risk";;;;;;;;;"Total (001)";"285#320";"Memorandum items#Exposures in default subject to a risk weight of 150%";"Exposure value#Of which: Arising from Counterparty Credit Risk";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x2,ECB=eba_EC:x16,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.d;300;010;51199;monetaryItemType;C 07.00.d (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - in default;"Exposures in default subject to a risk weight of 100%";"Original exposure pre conversion factors";;;;;;;;;;"Central governments or central banks (002)";"285#300";"Memorandum items#Exposures in default subject to a risk weight of 100%";"Original exposure pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x1,CPS=eba_CT:x2,ECB=eba_EC:x16,EXC=eba_EC:x12,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,RWS=eba_PC:x14,TRI=eba_TR:x4";C_07.00.d;300;160;51199;monetaryItemType;C 07.00.d (CR SA) Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - in default;"Exposures in default subject to a risk weight of 100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors";"0%";;;;;;;;;"Central governments or central banks (002)";"285#300";"Memorandum items#Exposures in default subject to a risk weight of 100%";"Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors#0%";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x4,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;070;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;255;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;280;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Memorandum items:";"Expected loss amount";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;290;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;300;34450;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Memorandum items:";"Number of obligors";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;010;34450;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;020;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;040;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;050;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x38,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;060;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;070;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;080;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;090;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;110;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure value";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x21,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;150;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x2,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;160;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x24,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;170;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x12,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;180;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x31,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;190;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x30,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;200;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x32,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;210;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x5,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;220;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;230;34450;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;250;34450;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;255;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;260;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;280;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"Expected loss amount";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;290;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;300;34450;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"Number of obligors";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;010;34450;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;020;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;040;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;050;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x38,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;060;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;070;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;080;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;090;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;110;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure value";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x21,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;150;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x2,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;160;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x24,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;170;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x12,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;180;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x31,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;190;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x30,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;200;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x32,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;210;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x5,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;220;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;230;34450;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;250;34450;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;255;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;260;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;280;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"Expected loss amount";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;290;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;300;34450;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"Number of obligors";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;010;34450;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;020;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x4,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;040;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x4,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;050;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x38,EXC=eba_EC:x4,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;060;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x4,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;070;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x5,EXC=eba_EC:x4,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;220;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;250;34450;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;255;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;260;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;280;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Memorandum items:";"Expected loss amount";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;290;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;300;34450;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Memorandum items:";"Number of obligors";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;010;34450;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;020;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x4,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;040;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x38,EXC=eba_EC:x4,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;060;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x4,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;070;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x4,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;080;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;090;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;110;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure value";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x21,EXC=eba_EC:x4,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;150;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x2,EXC=eba_EC:x4,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;160;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x24,EXC=eba_EC:x4,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;170;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x12,EXC=eba_EC:x4,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;180;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x31,EXC=eba_EC:x4,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;190;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x30,EXC=eba_EC:x4,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;200;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x32,EXC=eba_EC:x4,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;210;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x5,EXC=eba_EC:x4,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;220;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;230;34450;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure weighted average lgd (%)";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;250;34450;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;255;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;260;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;280;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Memorandum items:";"Expected loss amount";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;290;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;300;34450;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Memorandum items:";"Number of obligors";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;010;34450;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;020;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Original exposure pre conversion factors";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;040;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;050;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x38,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;060;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;070;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;080;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;090;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;110;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure value";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x21,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;150;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x2,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;160;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x24,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;170;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x12,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;180;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x31,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;190;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x30,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;200;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x32,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;210;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x5,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;220;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;230;34450;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure weighted average lgd (%)";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;250;34450;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;255;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;260;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;280;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"Expected loss amount";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;290;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;300;34450;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"Number of obligors";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;010;34450;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;020;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPY=eba_CT:x14,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;030;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;040;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;050;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x38,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;060;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;070;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;080;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;090;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;110;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure value";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPY=eba_CT:x14,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;140;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x21,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;150;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x2,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;160;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x24,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;170;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x12,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;180;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x31,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;190;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x30,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;200;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x32,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;210;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x5,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;220;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;230;34450;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure weighted average lgd (%)";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPY=eba_CT:x14,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;240;34450;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;250;34450;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;255;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;260;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPY=eba_CT:x14,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;270;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;280;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"Expected loss amount";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;290;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;300;34450;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"Number of obligors";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;020;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Original exposure pre conversion factors";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;090;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;110;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Exposure value";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;260;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;280;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Memorandum items:";"Expected loss amount";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;290;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;020;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Original exposure pre conversion factors";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;090;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;110;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Exposure value";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;260;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;280;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;290;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;020;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Original exposure pre conversion factors";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;090;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;110;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Exposure value";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;260;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;280;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;290;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;020;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Original exposure pre conversion factors";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;090;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;110;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Exposure value";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;260;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;280;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;290;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;020;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Original exposure pre conversion factors";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;090;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;110;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Exposure value";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;260;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;280;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Memorandum items:";"Expected loss amount";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;290;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;020;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Original exposure pre conversion factors";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;090;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;110;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Exposure value";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;260;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;280;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;290;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;020;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Original exposure pre conversion factors";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;090;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;110;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Exposure value";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;260;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;280;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;290;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;020;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Original exposure pre conversion factors";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;090;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;110;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Exposure value";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;260;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;280;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;290;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;020;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Original exposure pre conversion factors";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;090;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;110;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Exposure value";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;260;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;290;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;020;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Original exposure pre conversion factors";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;040;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;050;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x38,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;060;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;070;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;080;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;090;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;110;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;260;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;290;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;010;34450;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;020;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Original exposure pre conversion factors";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;040;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;050;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x38,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;060;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;070;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;080;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;090;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;110;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure value";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x21,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;150;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x2,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;160;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x24,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;170;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x12,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;180;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x31,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;190;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x30,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;200;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x32,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;210;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x5,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;220;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;230;34450;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure weighted average lgd (%)";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;250;34450;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;255;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;260;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;280;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"Expected loss amount";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;290;34450;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;300;34450;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"Number of obligors";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;010;34451;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010";"Total exposures";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;020;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Original exposure pre conversion factors";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010";"Total exposures";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPY=eba_CT:x14,EXC=eba_EC:x4,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;030;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Original exposure pre conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010";"Total exposures";"Original exposure pre conversion factors#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x4,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;040;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x4,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;050;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x4,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;070;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPY=eba_CT:x14,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;240;34451;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;250;34451;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;255;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;260;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPY=eba_CT:x14,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;270;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;280;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Memorandum items:";"Expected loss amount";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;290;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;300;34451;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Memorandum items:";"Number of obligors";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;010;34451;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;020;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;040;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;050;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x38,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;060;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;070;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;080;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;090;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;110;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure value";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x21,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;150;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x2,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;160;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x24,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;170;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x12,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;180;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x31,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;190;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x30,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;200;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x32,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;210;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x5,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;220;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;230;34451;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;250;34451;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;255;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;260;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;280;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"Expected loss amount";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;290;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;300;34451;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"Number of obligors";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;010;34451;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;020;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;040;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;050;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x38,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;060;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;070;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;080;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;090;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;110;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure value";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x21,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;150;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x2,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;160;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x24,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;170;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x12,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;180;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x31,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;190;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x30,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;200;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x32,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;210;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x5,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;220;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;230;34451;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;250;34451;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;255;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;260;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;280;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"Expected loss amount";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;290;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;300;34451;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"Number of obligors";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;010;34451;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;020;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x4,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;040;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;255;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;260;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;300;34451;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Memorandum items:";"Number of obligors";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;010;34451;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x4,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;050;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x38,EXC=eba_EC:x4,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;060;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x4,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;080;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;090;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;110;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure value";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x21,EXC=eba_EC:x4,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;150;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x2,EXC=eba_EC:x4,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;160;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x24,EXC=eba_EC:x4,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;170;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x12,EXC=eba_EC:x4,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;180;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x31,EXC=eba_EC:x4,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;190;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x30,EXC=eba_EC:x4,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;200;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x32,EXC=eba_EC:x4,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;210;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x5,EXC=eba_EC:x4,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;220;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;230;34451;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure weighted average lgd (%)";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;250;34451;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;255;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;260;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;280;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Memorandum items:";"Expected loss amount";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;290;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;300;34451;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Memorandum items:";"Number of obligors";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;010;34451;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;020;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Original exposure pre conversion factors";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;040;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;050;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x38,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;060;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;070;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;080;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;090;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;110;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure value";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x21,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;150;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x2,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;160;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x24,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;170;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x12,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;180;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x31,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;190;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x30,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;200;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x32,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;210;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x5,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;220;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;230;34451;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure weighted average lgd (%)";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;250;34451;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;255;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;260;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;280;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"Expected loss amount";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;290;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;300;34451;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"Number of obligors";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;010;34451;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;020;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPY=eba_CT:x14,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;030;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;040;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;050;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x38,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;060;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;070;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;080;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;090;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;110;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure value";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPY=eba_CT:x14,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;140;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x21,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;150;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x2,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;160;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x24,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;170;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x12,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;180;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x31,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;190;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x30,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;200;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x32,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;210;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x5,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;220;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;230;34451;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure weighted average lgd (%)";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPY=eba_CT:x14,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;240;34451;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;250;34451;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;255;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;260;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPY=eba_CT:x14,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;270;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;280;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"Expected loss amount";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;290;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;300;34451;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"Number of obligors";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;020;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Original exposure pre conversion factors";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;090;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;110;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Exposure value";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;260;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;280;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Memorandum items:";"Expected loss amount";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;290;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;020;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Original exposure pre conversion factors";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;090;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;110;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Exposure value";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;260;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;280;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;290;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;020;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Original exposure pre conversion factors";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;090;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;110;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Exposure value";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;260;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;280;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;290;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;020;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Original exposure pre conversion factors";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;090;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;110;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Exposure value";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;260;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;280;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;290;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;020;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Original exposure pre conversion factors";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;090;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;110;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Exposure value";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;260;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;280;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Memorandum items:";"Expected loss amount";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;290;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;020;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Original exposure pre conversion factors";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;090;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;110;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Exposure value";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;260;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;280;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;290;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;020;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Original exposure pre conversion factors";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;090;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;110;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Exposure value";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;260;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;280;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;290;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;020;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Original exposure pre conversion factors";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;090;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;110;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Exposure value";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;260;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;280;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;290;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;020;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Original exposure pre conversion factors";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;090;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;110;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Exposure value";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;260;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;290;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;020;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Original exposure pre conversion factors";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;040;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;050;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x38,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;060;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;070;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;080;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;090;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;110;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;260;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;290;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;010;34451;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;020;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Original exposure pre conversion factors";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;040;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;050;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x38,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;060;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;070;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;080;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;090;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;110;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure value";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x21,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;150;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x2,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;160;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x24,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;170;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x12,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;180;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x31,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;190;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x30,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;200;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x32,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;210;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x5,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;220;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;230;34451;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure weighted average lgd (%)";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;250;34451;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;255;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;260;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;280;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"Expected loss amount";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;290;34451;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;300;34451;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"Number of obligors";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;010;34452;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010";"Total exposures";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;020;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Original exposure pre conversion factors";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010";"Total exposures";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CPY=eba_CT:x14,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;030;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Original exposure pre conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010";"Total exposures";"Original exposure pre conversion factors#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x22,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;040;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x3,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;050;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x38,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;060;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;070;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;230;34452;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure weighted average lgd (%)";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010";"Total exposures";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,CPY=eba_CT:x14,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;240;34452;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010";"Total exposures";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;250;34452;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010";"Total exposures";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;255;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010";"Total exposures";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;260;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010";"Total exposures";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CPY=eba_CT:x14,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;270;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010";"Total exposures";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;280;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Memorandum items:";"Expected loss amount";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010";"Total exposures";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;290;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010";"Total exposures";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;300;34452;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Memorandum items:";"Number of obligors";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010";"Total exposures";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;010;34452;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;020;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Original exposure pre conversion factors";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CPY=eba_CT:x14,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;030;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Original exposure pre conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Original exposure pre conversion factors#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x3,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;050;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;090;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;110;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Exposure value";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CPY=eba_CT:x14,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;140;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure value#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;170;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x12,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;180;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x31,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;190;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x30,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;200;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x32,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;210;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x5,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;220;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;230;34452;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Exposure weighted average lgd (%)";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,CPY=eba_CT:x14,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;240;34452;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;250;34452;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;255;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;260;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CPY=eba_CT:x14,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;270;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;280;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Memorandum items:";"Expected loss amount";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;290;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;300;34452;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Memorandum items:";"Number of obligors";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;010;34452;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;020;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x22,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;040;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x3,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;050;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x38,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;060;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;070;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;080;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;090;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;110;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure value";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x21,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;150;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x2,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;160;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x24,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;170;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x12,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;180;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x31,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;190;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x30,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;200;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x32,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;210;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x5,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;220;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;230;34452;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;250;34452;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;255;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;260;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;280;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"Expected loss amount";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;290;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;300;34452;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"Number of obligors";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;010;34452;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;020;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x22,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;040;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x3,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;050;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x38,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;060;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;070;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;080;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;090;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;110;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure value";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x21,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;150;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x2,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;160;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;170;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x12,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;180;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x31,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;190;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x30,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;200;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x32,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;210;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x5,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;220;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;230;34452;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;250;34452;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;255;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;260;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;280;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"Expected loss amount";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;290;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;300;34452;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"Number of obligors";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;010;34452;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;020;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x22,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;040;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x3,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;050;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x38,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;060;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;070;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;080;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;090;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;110;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure value";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x21,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;150;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x2,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;160;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x24,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;170;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x12,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;180;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x31,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;190;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x30,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;200;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x32,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;210;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x5,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;220;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;230;34452;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure weighted average lgd (%)";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure weighted average lgd (%)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;255;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;010;34452;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;020;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;090;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;110;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure value";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x21,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;150;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x2,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;160;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x24,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;170;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x12,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;180;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x31,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;190;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x30,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;200;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x32,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;210;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x5,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;220;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;250;34452;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;255;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;260;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;290;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;300;34452;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Memorandum items:";"Number of obligors";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Memorandum items:#Number of obligors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;020;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Original exposure pre conversion factors";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Original exposure pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x38,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;060;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;070;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;080;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;090;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;110;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure value";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x21,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;150;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x2,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;160;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x24,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;170;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x12,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;180;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x31,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;190;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x30,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;200;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x32,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;210;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x5,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;220;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;230;34452;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure weighted average lgd (%)";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;250;34452;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;255;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;260;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;280;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"Expected loss amount";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;290;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;300;34452;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"Number of obligors";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;010;34452;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;020;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CPY=eba_CT:x14,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;030;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x22,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;040;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x3,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;050;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x38,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;060;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;070;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;080;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;090;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;110;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure value";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CPY=eba_CT:x14,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;140;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x21,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;150;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;160;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;170;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x12,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;180;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x31,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;190;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x30,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;200;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x32,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;210;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x5,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;220;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;230;34452;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure weighted average lgd (%)";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,CPY=eba_CT:x14,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;240;34452;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;250;34452;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;255;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;260;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CPY=eba_CT:x14,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;270;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;280;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"Expected loss amount";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;290;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;300;34452;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"Number of obligors";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;020;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Original exposure pre conversion factors";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;090;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;110;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Exposure value";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;260;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;280;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Memorandum items:";"Expected loss amount";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;290;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;020;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Original exposure pre conversion factors";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;090;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;110;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Exposure value";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;260;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;280;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;290;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;020;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Original exposure pre conversion factors";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;090;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;110;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Exposure value";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;260;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;280;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;290;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;020;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Original exposure pre conversion factors";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;090;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;110;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Exposure value";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;260;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;280;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;290;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;020;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Original exposure pre conversion factors";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;090;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;110;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Exposure value";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;260;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;280;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Memorandum items:";"Expected loss amount";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;290;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;020;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Original exposure pre conversion factors";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;090;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;110;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Exposure value";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;260;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;280;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;290;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;020;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Original exposure pre conversion factors";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;090;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;110;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Exposure value";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;260;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;280;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;290;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;020;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Original exposure pre conversion factors";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;090;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;110;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Exposure value";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;260;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;280;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;290;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;020;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Original exposure pre conversion factors";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;090;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;110;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Exposure value";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;260;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;290;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;020;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Original exposure pre conversion factors";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x22,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;040;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x3,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;050;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x38,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;060;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;070;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;080;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;090;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;110;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;260;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;290;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;010;34452;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;020;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Original exposure pre conversion factors";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x22,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;040;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x3,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;050;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x38,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;060;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;070;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;080;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;090;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;110;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure value";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x21,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;150;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;160;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;170;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x12,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;180;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x31,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;190;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x30,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;200;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x32,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;210;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x5,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;220;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;230;34452;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure weighted average lgd (%)";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;250;34452;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;255;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;260;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;280;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"Expected loss amount";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;290;34452;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;300;34452;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"Number of obligors";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;010;34453;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010";"Total exposures";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;020;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Original exposure pre conversion factors";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010";"Total exposures";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CPY=eba_CT:x14,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;030;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Original exposure pre conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010";"Total exposures";"Original exposure pre conversion factors#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x22,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;040;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x3,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;050;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x38,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;060;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;070;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;080;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;090;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010";"Total exposures";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CPY=eba_CT:x14,EXC=eba_EC:x16,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;140;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010";"Total exposures";"Exposure value#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x12,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;180;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;230;34453;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Exposure weighted average lgd (%)";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure weighted average lgd (%)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;250;34453;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;255;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;260;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CPY=eba_CT:x14,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;270;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;280;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Memorandum items:";"Expected loss amount";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;290;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;300;34453;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Memorandum items:";"Number of obligors";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;010;34453;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;020;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x22,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;040;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x3,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;050;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x38,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;060;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;070;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;080;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;090;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;110;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure value";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x21,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;150;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x2,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;160;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x24,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;170;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x12,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;180;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x31,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;190;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x30,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;200;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x32,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;210;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x5,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;220;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;230;34453;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;250;34453;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;255;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;260;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;280;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"Expected loss amount";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;290;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;300;34453;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"Number of obligors";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;010;34453;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;020;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x22,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;040;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x3,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;050;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x38,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;060;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;070;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;080;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;090;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;110;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure value";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x21,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;150;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x2,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;160;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;170;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x12,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;180;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x31,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;190;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x30,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;200;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x32,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;210;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x5,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;220;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;230;34453;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;250;34453;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;255;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;260;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;280;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"Expected loss amount";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;290;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;300;34453;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"Number of obligors";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;010;34453;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;020;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x5,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;220;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;230;34453;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure weighted average lgd (%)";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;250;34453;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;255;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;260;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;280;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Memorandum items:";"Expected loss amount";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;290;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;010;34453;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;090;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;110;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure value";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure value";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x30,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;200;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x32,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;210;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x5,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;220;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;230;34453;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure weighted average lgd (%)";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;250;34453;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;255;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;260;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;290;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x22,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;040;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x3,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;050;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x38,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;060;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;090;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;110;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure value";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x21,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;150;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x24,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;170;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x12,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;180;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x31,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;190;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x30,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;200;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x32,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;210;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x5,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;220;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;230;34453;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure weighted average lgd (%)";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;250;34453;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;255;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;260;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;280;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"Expected loss amount";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;290;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;300;34453;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"Number of obligors";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;010;34453;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;020;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CPY=eba_CT:x14,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;030;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x22,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;040;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x3,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;050;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x38,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;060;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;070;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;080;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;090;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;110;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure value";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CPY=eba_CT:x14,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;140;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x21,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;150;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;160;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;170;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x12,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;180;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x31,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;190;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x30,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;200;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x32,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;210;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x5,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;220;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;230;34453;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure weighted average lgd (%)";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,CPY=eba_CT:x14,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;240;34453;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;250;34453;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;255;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;260;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CPY=eba_CT:x14,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;270;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;280;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"Expected loss amount";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;290;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;300;34453;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"Number of obligors";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;020;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Original exposure pre conversion factors";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Original exposure pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;110;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Exposure value";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;260;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;280;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Memorandum items:";"Expected loss amount";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;290;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;020;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Original exposure pre conversion factors";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;090;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;110;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Exposure value";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;260;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;280;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;290;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;020;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Original exposure pre conversion factors";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;090;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;110;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Exposure value";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;260;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;280;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;290;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;020;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Original exposure pre conversion factors";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;090;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;110;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Exposure value";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;260;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;280;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;290;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;020;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Original exposure pre conversion factors";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;090;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;110;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Exposure value";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;260;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;280;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Memorandum items:";"Expected loss amount";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;290;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;020;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Original exposure pre conversion factors";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;090;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;110;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Exposure value";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;260;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;280;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;290;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;020;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Original exposure pre conversion factors";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;090;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;110;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Exposure value";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;260;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;280;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;290;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;020;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Original exposure pre conversion factors";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;090;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;110;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Exposure value";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;260;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;280;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;290;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;020;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Original exposure pre conversion factors";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;090;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;110;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Exposure value";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;260;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;290;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;020;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Original exposure pre conversion factors";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x22,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;040;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x3,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;050;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x38,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;060;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;070;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;080;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;090;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;110;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;260;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;290;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;010;34453;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;020;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Original exposure pre conversion factors";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x22,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;040;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x3,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;050;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x38,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;060;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;070;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;080;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;090;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;110;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure value";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x21,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;150;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;160;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;170;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x12,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;180;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x31,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;190;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x30,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;200;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x32,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;210;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x5,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;220;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;230;34453;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure weighted average lgd (%)";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;250;34453;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;255;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;260;34453;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x31,EXC=eba_EC:x35,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;190;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x32,EXC=eba_EC:x35,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;210;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x5,EXC=eba_EC:x35,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;220;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010";"Total exposures";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;230;34454;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure weighted average lgd (%)";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010";"Total exposures";"Exposure weighted average lgd (%)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;230;34454;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Exposure weighted average lgd (%)";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure weighted average lgd (%)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;255;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;260;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;280;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Memorandum items:";"Expected loss amount";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;290;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;300;34454;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Memorandum items:";"Number of obligors";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Memorandum items:#Number of obligors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;020;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x3,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;050;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x38,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;060;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;070;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;080;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;090;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;110;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure value";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x21,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;150;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x2,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;160;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x24,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;170;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x12,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;180;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x31,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;190;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x30,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;200;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x32,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;210;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x5,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;220;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;230;34454;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;250;34454;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;255;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;260;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;280;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"Expected loss amount";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;290;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;300;34454;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"Number of obligors";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;010;34454;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;020;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x22,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;040;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x3,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;050;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x38,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;060;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;070;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;080;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;090;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;110;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure value";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x21,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;150;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x2,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;160;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x24,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;170;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x12,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;180;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x31,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;190;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x30,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;200;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x32,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;210;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x5,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;220;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;230;34454;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;250;34454;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;255;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;260;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;280;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"Expected loss amount";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;290;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;300;34454;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"Number of obligors";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;010;34454;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;020;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x22,EXC=eba_EC:x35,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;040;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x3,EXC=eba_EC:x35,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;050;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x38,EXC=eba_EC:x35,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;060;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x35,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;070;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x35,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;080;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;090;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;110;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure value";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x21,EXC=eba_EC:x35,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;150;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;020;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x3,EXC=eba_EC:x35,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;050;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x38,EXC=eba_EC:x35,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;060;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x35,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;070;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x35,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;080;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;110;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure value";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x21,EXC=eba_EC:x35,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;150;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x24,EXC=eba_EC:x35,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;170;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x30,EXC=eba_EC:x35,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;200;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x32,EXC=eba_EC:x35,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;210;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x5,EXC=eba_EC:x35,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;220;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;250;34454;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;255;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;260;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;280;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Memorandum items:";"Expected loss amount";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;290;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;300;34454;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Memorandum items:";"Number of obligors";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;010;34454;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;020;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Original exposure pre conversion factors";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x22,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;040;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x3,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;050;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x38,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;060;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;070;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;080;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;090;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;110;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure value";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x21,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;150;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x12,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;180;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x31,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;190;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x30,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;200;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x32,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;210;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x5,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;220;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;230;34454;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure weighted average lgd (%)";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;250;34454;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;255;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;260;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;280;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"Expected loss amount";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;290;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;300;34454;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"Number of obligors";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;010;34454;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;020;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CPY=eba_CT:x14,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;030;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x22,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;040;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x3,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;050;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x38,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;060;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;070;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;080;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;090;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;110;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure value";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CPY=eba_CT:x14,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;140;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x21,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;150;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x2,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;160;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x24,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;170;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x12,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;180;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x31,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;190;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x30,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;200;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x32,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;210;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x5,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;220;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;230;34454;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure weighted average lgd (%)";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,CPY=eba_CT:x14,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;240;34454;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;250;34454;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;255;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;260;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CPY=eba_CT:x14,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;270;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;280;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"Expected loss amount";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;290;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;300;34454;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"Number of obligors";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#Number of obligors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;280;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Memorandum items:";"Expected loss amount";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Memorandum items:#Expected loss amount";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;020;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Original exposure pre conversion factors";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;090;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;110;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Exposure value";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;280;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;290;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;020;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Original exposure pre conversion factors";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;090;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;110;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Exposure value";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;260;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;280;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;290;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;020;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Original exposure pre conversion factors";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;090;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;110;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Exposure value";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;260;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;280;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;290;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;020;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Original exposure pre conversion factors";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;090;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;110;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Exposure value";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;260;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;280;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Memorandum items:";"Expected loss amount";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;290;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;020;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Original exposure pre conversion factors";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;090;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;110;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Exposure value";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;260;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;280;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;290;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;020;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Original exposure pre conversion factors";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;090;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;110;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Exposure value";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;260;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;280;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;290;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;020;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Original exposure pre conversion factors";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;090;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;110;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Exposure value";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;260;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;280;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;290;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;020;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Original exposure pre conversion factors";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;090;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;110;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Exposure value";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;260;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;290;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;020;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Original exposure pre conversion factors";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x22,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;040;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x3,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;050;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x38,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;060;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;070;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;080;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;090;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;110;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;260;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;290;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;010;34454;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;020;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Original exposure pre conversion factors";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x22,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;040;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x3,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;050;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x38,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;060;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;070;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;080;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;090;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;110;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure value";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x21,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;150;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x2,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;160;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x24,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;170;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x12,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;180;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x31,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;190;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x30,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;200;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x32,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;210;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x5,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;220;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;230;34454;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure weighted average lgd (%)";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;250;34454;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;255;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;260;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;280;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"Expected loss amount";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;290;34454;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;300;34454;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"Number of obligors";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;010;34455;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010";"Total exposures";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;020;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Original exposure pre conversion factors";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010";"Total exposures";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CPY=eba_CT:x14,EXC=eba_EC:x35,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;030;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Original exposure pre conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010";"Total exposures";"Original exposure pre conversion factors#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x31,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;190;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x30,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;200;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x32,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;210;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;230;34455;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Exposure weighted average lgd (%)";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure weighted average lgd (%)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;250;34455;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;255;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;260;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CPY=eba_CT:x14,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;270;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;280;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Memorandum items:";"Expected loss amount";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;290;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;300;34455;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Memorandum items:";"Number of obligors";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;010;34455;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;020;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x22,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;040;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x3,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;050;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x38,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;060;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;070;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;080;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;090;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;110;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure value";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x21,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;150;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x2,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;160;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x24,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;170;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x12,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;180;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x31,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;190;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x30,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;200;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x32,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;210;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x5,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;220;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;230;34455;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;250;34455;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;255;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;260;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;280;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"Expected loss amount";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;290;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;300;34455;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"Number of obligors";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;010;34455;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;020;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x22,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;040;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x3,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;050;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x38,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;060;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;070;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;080;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;090;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;110;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure value";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x21,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;150;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x2,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;160;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x24,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;170;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x12,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;180;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x31,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;190;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x30,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;200;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x32,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;210;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x5,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;220;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;230;34455;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;250;34455;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;010;34455;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;110;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure value";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure value";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x24,EXC=eba_EC:x35,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;170;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x12,EXC=eba_EC:x35,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;180;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x31,EXC=eba_EC:x35,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;190;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x30,EXC=eba_EC:x35,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;200;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x32,EXC=eba_EC:x35,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;210;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;090;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;110;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure value";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x2,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;160;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x24,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;170;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x12,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;180;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x31,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;190;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x30,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;200;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x32,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;210;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x5,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;220;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;230;34455;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure weighted average lgd (%)";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;250;34455;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;255;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;260;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;280;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"Expected loss amount";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;290;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;300;34455;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"Number of obligors";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;010;34455;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;020;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CPY=eba_CT:x14,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;030;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x22,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;040;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x3,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;050;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x38,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;060;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;070;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;080;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;090;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;110;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure value";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CPY=eba_CT:x14,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;140;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x21,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;150;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x2,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;160;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x24,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;170;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x12,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;180;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x31,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;190;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x30,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;200;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x32,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;210;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x5,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;220;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;230;34455;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure weighted average lgd (%)";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,CPY=eba_CT:x14,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;240;34455;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;250;34455;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;255;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;260;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CPY=eba_CT:x14,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;270;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;280;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"Expected loss amount";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;290;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;300;34455;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"Number of obligors";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;020;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Original exposure pre conversion factors";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;090;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;110;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Exposure value";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;260;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;280;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Memorandum items:";"Expected loss amount";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;290;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;020;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Original exposure pre conversion factors";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;090;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;110;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Exposure value";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;260;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;020;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Original exposure pre conversion factors";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;090;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;110;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Exposure value";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;260;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;280;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;290;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;020;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Original exposure pre conversion factors";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;090;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;110;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Exposure value";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;260;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;280;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;290;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;020;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Original exposure pre conversion factors";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;090;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;110;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Exposure value";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;260;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;280;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Memorandum items:";"Expected loss amount";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;290;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;020;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Original exposure pre conversion factors";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;090;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;110;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Exposure value";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;260;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;280;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;290;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;020;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Original exposure pre conversion factors";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;090;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;110;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Exposure value";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;260;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;280;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;290;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;020;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Original exposure pre conversion factors";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;090;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;110;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Exposure value";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;260;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;280;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;290;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;020;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Original exposure pre conversion factors";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;090;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;110;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Exposure value";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;260;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;290;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;020;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Original exposure pre conversion factors";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x22,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;040;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x3,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;050;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x38,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;060;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;070;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;080;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;090;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;110;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;260;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;290;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;010;34455;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;020;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Original exposure pre conversion factors";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x22,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;040;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x3,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;050;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x38,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;060;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;070;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;080;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;090;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;110;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure value";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x21,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;150;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x2,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;160;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x24,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;170;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x12,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;180;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x31,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;190;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x30,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;200;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x32,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;210;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x5,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;220;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;230;34455;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure weighted average lgd (%)";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;250;34455;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;255;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;260;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;280;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"Expected loss amount";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;290;34455;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;300;34455;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"Number of obligors";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;010;34456;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010";"Total exposures";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;020;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010";"Total exposures";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;030;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Original exposure pre conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010";"Total exposures";"Original exposure pre conversion factors#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;040;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;050;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x38,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;060;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;070;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;080;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;090;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010";"Total exposures";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;110;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure value";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010";"Total exposures";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;140;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010";"Total exposures";"Exposure value#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x21,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;150;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;230;34456;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;240;34456;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;250;34456;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;255;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;260;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;270;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;280;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;290;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;300;34456;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;010;34456;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;020;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;040;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;050;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x38,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;060;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;070;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;080;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;090;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;110;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure value";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x21,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;150;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x2,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;160;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x24,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;170;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x12,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;180;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x31,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;190;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x30,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;200;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x32,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;210;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x5,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;220;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;230;34456;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;250;34456;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;255;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;260;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;280;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;290;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;300;34456;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;010;34456;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;020;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;040;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;050;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x38,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;060;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;070;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;080;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;090;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;110;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure value";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x21,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;150;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x2,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;160;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x24,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;170;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x12,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;180;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x31,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;190;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x30,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;200;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x32,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;210;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x5,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;220;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;230;34456;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;250;34456;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;255;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;260;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;280;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;290;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;300;34456;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;010;34456;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;020;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;070;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;080;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;090;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;110;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure value";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure value";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x24,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;170;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x12,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;180;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x31,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;190;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x30,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;200;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x32,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;210;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x5,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;220;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;230;34456;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;250;34456;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;255;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;260;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x24,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;170;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x31,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;190;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x30,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;200;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x32,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;210;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x5,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;220;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;230;34456;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;250;34456;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;255;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;260;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;280;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;290;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;300;34456;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;010;34456;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;020;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;040;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;050;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x38,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;060;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;070;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;080;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;090;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;110;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure value";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x21,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;150;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x2,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;160;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x24,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;170;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x12,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;180;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x31,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;190;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x30,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;200;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x32,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;210;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x5,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;220;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;230;34456;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;250;34456;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;255;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;260;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;280;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;290;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;300;34456;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;010;34456;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;020;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;030;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;040;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;050;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x38,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;060;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;070;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;080;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;090;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;110;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure value";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;140;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x21,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;150;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x2,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;160;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x24,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;170;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x12,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;180;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x31,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;190;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x30,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;200;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x32,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;210;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x5,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;220;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;230;34456;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;240;34456;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;250;34456;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;255;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;260;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;270;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;280;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;290;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;300;34456;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;020;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;090;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;110;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Exposure value";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;260;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;280;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;290;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;020;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;090;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;110;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Exposure value";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;260;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;280;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;290;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;020;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;090;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;110;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Exposure value";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;260;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;280;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;290;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;020;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;090;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;110;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Exposure value";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;260;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;280;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;290;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;020;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;090;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;110;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Exposure value";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;260;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;280;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;290;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;020;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;090;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;110;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Exposure value";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;260;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;280;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;290;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;020;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;090;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;110;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Exposure value";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;260;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;280;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;290;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;020;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;090;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;110;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Exposure value";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;260;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;280;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;290;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;020;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;090;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;110;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Exposure value";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;260;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;290;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;020;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;040;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;050;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x38,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;060;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;070;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;080;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;090;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;110;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;260;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;290;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;010;34456;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;020;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;040;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;050;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x38,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;060;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;070;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;080;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;090;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;110;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure value";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x21,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;150;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x2,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;160;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x24,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;170;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x12,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;180;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x31,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;190;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x30,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;200;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x32,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;210;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x5,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;220;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;230;34456;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;250;34456;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;255;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;260;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;280;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;290;34456;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;300;34456;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;010;34457;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010";"Total exposures";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;020;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010";"Total exposures";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;030;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Original exposure pre conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010";"Total exposures";"Original exposure pre conversion factors#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;040;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;050;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x38,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;060;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;070;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;080;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;090;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010";"Total exposures";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;110;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure value";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010";"Total exposures";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;140;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010";"Total exposures";"Exposure value#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;020;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Original exposure pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;070;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;230;34457;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;240;34457;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;250;34457;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;255;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;260;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;270;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;280;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;290;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;300;34457;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;010;34457;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;020;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;040;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;050;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x38,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;060;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;070;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;080;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;090;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;110;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure value";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x21,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;150;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x2,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;160;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x24,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;170;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x12,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;180;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x31,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;190;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x30,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;200;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x32,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;210;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x5,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;220;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;230;34457;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;250;34457;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;255;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;260;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;280;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;290;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;300;34457;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;010;34457;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;020;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;040;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;050;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x38,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;060;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;070;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;080;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;090;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;110;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure value";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x21,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;150;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x2,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;160;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x24,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;170;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x12,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;180;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x31,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;190;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x30,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;200;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x32,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;210;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x5,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;220;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;230;34457;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;250;34457;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;255;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;260;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;280;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;290;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;300;34457;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;010;34457;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;020;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;090;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;110;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure value";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure value";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x24,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;170;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x12,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;180;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x31,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;190;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x30,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;200;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x32,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;210;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x5,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;220;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;230;34457;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;250;34457;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;255;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;260;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x24,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;170;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x31,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;190;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x32,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;210;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x5,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;220;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;250;34457;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;255;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;260;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;280;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;290;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;300;34457;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;010;34457;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;020;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;040;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;050;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x38,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;060;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;080;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;090;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;110;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure value";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x21,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;150;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x2,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;160;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x24,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;170;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x12,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;180;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x31,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;190;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x30,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;200;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x32,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;210;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x5,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;220;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;230;34457;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;250;34457;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;255;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;260;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;280;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;290;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;300;34457;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;010;34457;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;020;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;030;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;040;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;050;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x38,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;060;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;070;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;080;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;090;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;110;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure value";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;140;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x21,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;150;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x2,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;160;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x24,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;170;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x12,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;180;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x31,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;190;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x30,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;200;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x32,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;210;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x5,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;220;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;230;34457;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;240;34457;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;250;34457;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;255;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;260;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;270;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;280;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;290;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;300;34457;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;020;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;090;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;110;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Exposure value";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;260;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;280;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;290;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;020;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;090;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;110;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Exposure value";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;260;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;280;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;290;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;020;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;090;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;110;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Exposure value";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;260;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;280;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;290;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;020;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;090;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;110;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Exposure value";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;260;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;280;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;290;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;020;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;090;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;110;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Exposure value";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;260;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;280;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;290;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;020;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;090;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;110;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Exposure value";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;260;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;280;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;290;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;020;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;090;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;110;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Exposure value";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;260;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;280;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;290;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;020;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;090;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;110;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Exposure value";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;260;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;280;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;290;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;020;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;090;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;110;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Exposure value";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;260;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;290;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;020;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;040;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;050;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x38,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;060;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;070;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;080;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;090;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;110;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;260;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;290;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;010;34457;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;020;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;040;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;050;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x38,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;060;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;070;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;080;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;090;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;110;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure value";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x21,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;150;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x2,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;160;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x24,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;170;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x12,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;180;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x31,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;190;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x30,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;200;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x32,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;210;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x5,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;220;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;230;34457;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;250;34457;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;255;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;260;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;280;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;290;34457;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;300;34457;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;010;34458;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010";"Total exposures";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;020;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010";"Total exposures";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;030;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Original exposure pre conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010";"Total exposures";"Original exposure pre conversion factors#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;040;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;050;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;060;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;070;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;080;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;090;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010";"Total exposures";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;110;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure value";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010";"Total exposures";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;140;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010";"Total exposures";"Exposure value#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;230;34458;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;240;34458;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;250;34458;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;255;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;270;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;280;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;290;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;300;34458;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;010;34458;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;020;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;040;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;050;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;060;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;070;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;080;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;090;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;110;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure value";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;150;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;160;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;170;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;180;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;190;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;200;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;210;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;220;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;230;34458;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;250;34458;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;255;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;260;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;280;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;290;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;300;34458;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;010;34458;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;020;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;040;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;050;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;060;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;070;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;080;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;090;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;110;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure value";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;150;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;160;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;170;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;180;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;190;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;200;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;210;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;220;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;230;34458;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;250;34458;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;255;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;260;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;290;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;300;34458;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;010;34458;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;110;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure value";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure value";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x3,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;180;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x3,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;200;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x3,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;210;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;230;34458;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure weighted average lgd (%)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;010;34458;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;090;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;110;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure value";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x3,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;150;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x3,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;160;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x3,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;170;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x3,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;180;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x3,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;200;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;255;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;010;34458;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;080;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;090;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;110;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure value";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;150;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;160;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;170;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;180;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;190;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;200;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;210;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;220;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;230;34458;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;250;34458;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;255;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;260;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;280;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;290;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;300;34458;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;010;34458;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;020;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;030;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;040;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;050;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;060;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;070;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;080;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;090;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;110;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure value";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;140;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;150;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;160;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;170;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;180;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;190;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;200;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;210;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;220;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;230;34458;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;240;34458;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;250;34458;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;255;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;260;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;270;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;280;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;290;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;300;34458;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;020;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;090;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;110;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Exposure value";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;260;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;280;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;290;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;020;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;090;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;110;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Exposure value";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;260;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;280;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;290;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;020;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;090;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;110;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Exposure value";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;260;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;280;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;290;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;020;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;090;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;110;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Exposure value";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;260;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;280;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;290;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;020;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;090;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;110;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Exposure value";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;260;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;280;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;290;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;020;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;090;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;110;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Exposure value";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;260;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;280;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;290;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;020;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;090;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;110;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Exposure value";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;260;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;280;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;290;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;020;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;090;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;110;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Exposure value";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;260;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;280;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;290;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;020;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;090;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;110;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Exposure value";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;260;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;290;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;020;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;040;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;050;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;060;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;070;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;080;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;090;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;110;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;260;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;290;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;010;34458;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;020;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;040;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;050;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;060;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;070;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;080;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;090;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;110;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure value";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;150;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;160;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;170;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;180;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;190;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;200;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;210;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;220;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;230;34458;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;250;34458;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;255;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;260;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;280;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;290;34458;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;300;34458;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;010;34459;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010";"Total exposures";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;020;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010";"Total exposures";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;030;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Original exposure pre conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010";"Total exposures";"Original exposure pre conversion factors#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;230;34459;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010";"Total exposures";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;240;34459;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010";"Total exposures";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;250;34459;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010";"Total exposures";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;255;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010";"Total exposures";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;260;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010";"Total exposures";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;270;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010";"Total exposures";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;290;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010";"Total exposures";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;300;34459;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010";"Total exposures";"Memorandum items:#Number of obligors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;020;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Original exposure pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;110;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Exposure value";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure value";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;170;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;180;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;190;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;200;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;210;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;220;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;230;34459;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;240;34459;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;250;34459;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;255;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;260;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;270;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;280;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;290;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;300;34459;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;010;34459;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;020;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;040;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;050;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;060;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;070;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;080;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;090;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;110;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure value";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;150;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;160;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;170;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;180;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;190;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;200;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;210;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;220;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;230;34459;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;250;34459;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;255;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;260;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;280;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;290;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;300;34459;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;010;34459;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;020;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;040;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;050;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;060;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;070;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;080;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;090;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;110;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure value";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;150;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;160;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;170;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;180;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;190;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;200;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;210;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;220;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;230;34459;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;250;34459;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;255;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;260;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;280;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;290;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;300;34459;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;010;34459;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;020;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x3,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;040;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x3,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;050;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x3,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;060;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x3,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;070;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x3,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;080;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;090;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;110;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure value";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x3,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;150;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x3,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;160;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;255;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;010;34459;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;020;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x3,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;050;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x3,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;060;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x3,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;070;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x3,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;080;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;090;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;110;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure value";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x3,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;150;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x3,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;190;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x3,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;210;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;230;34459;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;250;34459;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;255;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;260;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;290;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;300;34459;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;010;34459;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;020;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;040;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;050;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;060;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;070;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;080;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;090;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;110;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure value";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;150;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;160;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;170;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;180;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;190;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;200;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;210;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;220;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;230;34459;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;250;34459;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;255;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;260;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;280;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;290;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;300;34459;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;010;34459;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;020;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;030;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;040;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;050;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;060;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;070;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;080;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;090;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;110;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure value";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;140;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;150;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;160;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;170;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;180;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;190;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;200;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;210;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;220;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;230;34459;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;240;34459;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;250;34459;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;255;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;260;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;270;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;280;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;290;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;300;34459;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;020;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;090;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;110;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Exposure value";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;260;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;280;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;290;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;020;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;090;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;110;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Exposure value";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;260;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;280;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;290;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;020;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;090;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;110;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Exposure value";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;260;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;280;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;290;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;020;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;090;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;110;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Exposure value";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;260;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;280;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;290;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;020;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;090;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;110;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Exposure value";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;260;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;280;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;290;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;020;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;090;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;110;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Exposure value";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;260;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;280;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;290;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;020;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;090;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;110;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Exposure value";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;260;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;280;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;290;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;020;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;090;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;110;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Exposure value";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;260;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;280;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;290;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;020;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;090;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;110;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Exposure value";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;260;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;290;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;020;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;040;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;050;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;060;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;070;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;080;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;090;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;110;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;260;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;290;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;010;34459;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;020;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;040;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;050;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;060;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;070;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;080;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;090;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;110;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure value";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;150;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;160;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;170;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;180;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;190;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;200;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;210;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;220;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;230;34459;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;250;34459;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;255;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;260;34459;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;180;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;190;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;200;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;210;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;220;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010";"Total exposures";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;190;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;210;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;220;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;230;34460;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;240;34460;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;250;34460;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;255;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;260;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;270;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;280;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;290;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;300;34460;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;010;34460;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;020;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;040;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;050;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;060;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;070;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;080;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;090;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;110;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure value";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;150;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;160;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;170;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;180;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;190;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;200;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;210;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;220;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;230;34460;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;250;34460;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;255;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;260;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;280;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;290;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;300;34460;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;010;34460;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;020;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;040;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;050;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;060;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;070;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;080;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;090;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;110;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure value";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;150;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;160;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;170;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;180;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;190;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;200;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;210;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;220;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;230;34460;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;250;34460;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;255;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;260;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;280;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;290;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;300;34460;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;010;34460;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;020;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;040;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;050;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;060;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;070;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;080;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;255;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;260;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;280;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;290;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;300;34460;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;010;34460;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;020;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;040;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;060;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;110;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure value";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure value";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;210;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;220;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;250;34460;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;255;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;260;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;280;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;290;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;300;34460;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;010;34460;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;020;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;040;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;090;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;110;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure value";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;150;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;180;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;190;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;200;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;210;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;220;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;230;34460;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;250;34460;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;255;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;260;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;280;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;290;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;300;34460;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;010;34460;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;020;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;030;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;040;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;050;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;060;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;070;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;080;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;090;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;110;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure value";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;140;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;150;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;160;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;170;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;180;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;190;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;200;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;210;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;220;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;230;34460;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;240;34460;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;250;34460;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;255;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;260;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;270;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;280;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;290;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;300;34460;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;020;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;090;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;110;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Exposure value";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;260;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;280;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;290;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;020;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;090;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;110;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Exposure value";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;260;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;280;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;290;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;020;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;090;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;110;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Exposure value";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;260;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;280;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;290;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;020;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;090;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;110;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Exposure value";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;260;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;280;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;290;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;020;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;090;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;110;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Exposure value";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;260;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;280;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;290;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;020;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;090;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;110;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Exposure value";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;260;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;280;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;290;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;020;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;090;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;110;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Exposure value";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;260;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;280;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;290;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;020;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;090;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;110;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Exposure value";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;260;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;280;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;290;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;020;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;090;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;110;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Exposure value";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;260;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;290;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;020;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;040;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;050;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;060;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;070;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;080;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;090;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;110;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;260;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;290;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;010;34460;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;020;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;040;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;050;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;060;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;070;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;080;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;090;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;110;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure value";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;150;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;160;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;170;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;180;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;190;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;200;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;210;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;220;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;230;34460;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;250;34460;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;255;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;260;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;280;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;290;34460;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;300;34460;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;010;34461;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010";"Total exposures";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;020;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010";"Total exposures";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;030;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Original exposure pre conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010";"Total exposures";"Original exposure pre conversion factors#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;040;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;050;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;070;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;080;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;090;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010";"Total exposures";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;110;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure value";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010";"Total exposures";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;140;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010";"Total exposures";"Exposure value#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;150;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;160;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;170;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;180;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;190;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x2,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;200;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;180;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;190;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;200;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;210;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;220;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;230;34461;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;240;34461;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;250;34461;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;255;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;260;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;270;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;280;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;290;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;300;34461;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;010;34461;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;020;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;040;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;050;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;060;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;070;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;080;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;090;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;110;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure value";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;150;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;160;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;170;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;180;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;190;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;200;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;210;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;220;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;230;34461;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;250;34461;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;255;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;260;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;280;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;290;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;300;34461;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;010;34461;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;020;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;040;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;050;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;060;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;070;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;080;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;090;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;110;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure value";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;150;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;160;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;170;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;180;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;190;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;200;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;210;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;220;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;230;34461;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;250;34461;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;255;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;260;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;280;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;290;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;300;34461;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;010;34461;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;020;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;040;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;050;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;060;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;250;34461;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;255;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;260;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;280;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;290;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;300;34461;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;010;34461;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;090;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;110;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure value";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure value";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;220;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;230;34461;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;250;34461;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;255;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;260;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;280;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;290;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;300;34461;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;010;34461;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;020;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Original exposure pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;080;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;090;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;110;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure value";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;150;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;190;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;200;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;210;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;220;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;230;34461;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;250;34461;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;255;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;260;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;280;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;290;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;300;34461;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;010;34461;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;020;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;030;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;040;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;050;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;060;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;070;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;080;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;090;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;110;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure value";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;140;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;150;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;160;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;170;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;180;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;190;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;200;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;210;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;220;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;230;34461;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;240;34461;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;250;34461;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;255;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;260;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;270;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;280;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;290;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;300;34461;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;020;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;090;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;110;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Exposure value";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;260;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;280;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;290;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;020;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;090;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;110;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Exposure value";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;260;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;280;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;290;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;020;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;090;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;110;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Exposure value";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;260;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;280;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;290;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;020;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;090;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;110;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Exposure value";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;260;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;280;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;290;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;020;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;090;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;110;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Exposure value";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;260;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;280;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;290;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;020;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;090;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;110;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Exposure value";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;260;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;280;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;290;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;020;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;090;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;110;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Exposure value";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;260;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;280;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;290;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;020;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;090;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;110;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Exposure value";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;260;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;280;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;290;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;020;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;090;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;110;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Exposure value";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;260;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;290;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;020;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;040;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;050;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;060;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;070;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;080;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;090;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;110;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;260;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;290;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;010;34461;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;020;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Original exposure pre conversion factors";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;040;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;050;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;060;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;070;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;080;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;090;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;110;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure value";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;150;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;160;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;170;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;180;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;190;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;200;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;210;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;220;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;230;34461;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;250;34461;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;255;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;260;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;280;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;290;34461;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;300;34461;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;010;34462;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010";"Total exposures";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;020;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010";"Total exposures";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;030;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Original exposure pre conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010";"Total exposures";"Original exposure pre conversion factors#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;040;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;050;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x38,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;060;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;070;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;080;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;090;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010";"Total exposures";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;110;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure value";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010";"Total exposures";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;140;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010";"Total exposures";"Exposure value#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x21,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;150;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x2,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;160;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x24,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;170;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;140;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure value#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;270;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;280;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;290;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;300;34462;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;010;34462;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;020;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;040;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;050;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x38,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;060;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;070;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;080;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;090;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;110;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure value";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x21,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;150;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x2,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;160;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x24,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;170;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x12,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;180;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x31,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;190;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x30,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;200;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x32,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;210;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x5,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;220;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;230;34462;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;250;34462;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;255;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;260;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;280;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;290;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;300;34462;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;010;34462;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;020;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;040;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;050;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x38,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;060;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;070;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;080;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;090;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;110;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure value";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x21,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;150;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x2,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;160;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x24,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;170;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x12,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;180;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x31,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;190;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x30,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;200;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x32,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;210;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x5,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;220;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;230;34462;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;250;34462;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;255;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;260;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;280;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;290;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;300;34462;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;010;34462;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;090;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;110;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure value";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure value";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x32,EXC=eba_EC:x9,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;210;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x5,EXC=eba_EC:x9,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;220;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;230;34462;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure weighted average lgd (%)";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;250;34462;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;255;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;260;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;010;34462;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x24,EXC=eba_EC:x9,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;170;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x12,EXC=eba_EC:x9,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;180;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x31,EXC=eba_EC:x9,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;190;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x30,EXC=eba_EC:x9,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;200;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x32,EXC=eba_EC:x9,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;210;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;230;34462;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure weighted average lgd (%)";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure weighted average lgd (%)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;255;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;290;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;300;34462;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;010;34462;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;020;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;040;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x38,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;060;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;080;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;090;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;110;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure value";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x21,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;150;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x2,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;160;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x24,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;170;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x12,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;180;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x31,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;190;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x30,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;200;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x32,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;210;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x5,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;220;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;230;34462;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure weighted average lgd (%)";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;250;34462;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;255;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;260;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;280;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;290;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;300;34462;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;010;34462;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;020;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;030;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;040;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;050;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x38,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;060;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;070;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;080;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;090;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;110;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure value";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;140;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x21,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;150;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x2,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;160;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x24,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;170;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x12,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;180;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x31,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;190;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x30,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;200;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x32,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;210;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x5,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;220;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;230;34462;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure weighted average lgd (%)";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;240;34462;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;250;34462;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;255;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;260;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;270;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;280;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;290;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;300;34462;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;020;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;090;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;110;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Exposure value";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;260;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;280;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;290;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;020;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;090;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;110;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Exposure value";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;260;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;280;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;290;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;020;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;090;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;110;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Exposure value";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;260;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;280;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;290;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;020;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;090;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;110;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Exposure value";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;260;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;280;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;290;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;020;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;090;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;110;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Exposure value";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;260;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;280;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;290;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;020;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;090;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;110;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Exposure value";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;260;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;280;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;290;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;020;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;090;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;110;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Exposure value";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;260;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;280;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;290;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;020;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;090;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;110;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Exposure value";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;260;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;280;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;290;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;020;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;090;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;110;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Exposure value";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;260;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;290;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;020;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;040;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;050;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x38,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;060;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;070;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;080;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;090;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;110;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;260;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;290;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;010;34462;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;020;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;040;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;050;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x38,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;060;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;070;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;080;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;090;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;110;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure value";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x21,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;150;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x2,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;160;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x24,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;170;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x12,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;180;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x31,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;190;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x30,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;200;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x32,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;210;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x5,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;220;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;230;34462;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure weighted average lgd (%)";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;250;34462;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;255;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;260;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;280;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;290;34462;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;300;34462;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;010;34463;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010";"Total exposures";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;020;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010";"Total exposures";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;030;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Original exposure pre conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010";"Total exposures";"Original exposure pre conversion factors#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;040;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;050;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;300;34463;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010";"Total exposures";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;010;34463;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;020;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;030;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Original exposure pre conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Original exposure pre conversion factors#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;040;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;050;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;060;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;070;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;080;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;090;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;110;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Exposure value";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;140;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure value#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;160;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;170;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;180;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;190;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;200;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;210;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;220;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;230;34463;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Exposure weighted average lgd (%)";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;240;34463;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;250;34463;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;255;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;260;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;270;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;280;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;290;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;300;34463;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;010;34463;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;020;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;040;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;050;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;060;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;070;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;080;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;090;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;110;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure value";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;150;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;160;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;170;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;180;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;190;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;200;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;210;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;220;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;230;34463;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;250;34463;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;255;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;260;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;280;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;290;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;300;34463;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;010;34463;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;020;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;040;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;050;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;060;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;070;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;080;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;090;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;110;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure value";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;150;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;160;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;170;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;180;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;190;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;200;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;210;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;220;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;230;34463;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;250;34463;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;255;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;260;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;280;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;290;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;300;34463;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;010;34463;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;020;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x9,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;040;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x9,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;050;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x9,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;060;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x9,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;070;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x9,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;080;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;090;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;110;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure value";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x9,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;150;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x9,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;160;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;300;34463;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;010;34463;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;020;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x9,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;050;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x9,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;060;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x9,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;070;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x9,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;080;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;090;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;110;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure value";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure value";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x9,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;190;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x9,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;200;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x9,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;220;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;230;34463;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure weighted average lgd (%)";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;250;34463;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;255;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;260;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;280;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;290;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;300;34463;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;010;34463;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;020;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;040;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;050;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;060;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;090;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;110;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure value";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;170;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;190;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;200;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;210;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;220;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;230;34463;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure weighted average lgd (%)";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;250;34463;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;255;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;260;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;280;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;290;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;300;34463;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;010;34463;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;020;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;030;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;040;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;050;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;060;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;070;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;080;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;090;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;110;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure value";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;140;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;150;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;160;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;170;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;180;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;190;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;200;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;210;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;220;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;230;34463;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure weighted average lgd (%)";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;240;34463;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;250;34463;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;255;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;260;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;270;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;280;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;290;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;300;34463;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;020;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;090;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;110;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Exposure value";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;260;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;280;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;290;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;020;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;090;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;110;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Exposure value";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;260;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;280;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;290;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;020;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;090;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;110;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Exposure value";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;260;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;280;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;290;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;020;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;090;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;110;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Exposure value";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;260;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;280;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;290;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;020;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;090;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;110;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Exposure value";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;260;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;280;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;290;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;020;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;090;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;110;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Exposure value";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;260;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;280;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;290;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;020;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;090;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;110;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Exposure value";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;260;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;280;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;290;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;020;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;090;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;110;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Exposure value";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;260;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;280;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;290;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;020;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;090;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;110;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Exposure value";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;260;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;290;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;020;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;040;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;050;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;060;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;070;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;080;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;090;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;110;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;260;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;290;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;010;34463;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;020;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;040;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;050;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;060;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;070;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;080;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;090;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;110;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure value";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;150;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;160;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;170;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;180;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;190;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;200;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;210;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;220;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;230;34463;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure weighted average lgd (%)";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;250;34463;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;255;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;260;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;280;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;290;34463;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;300;34463;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;010;34464;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010";"Total exposures";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;020;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010";"Total exposures";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;030;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Original exposure pre conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010";"Total exposures";"Original exposure pre conversion factors#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x8,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;040;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x8,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;050;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x8,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;060;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x8,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;070;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x8,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;080;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;090;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010";"Total exposures";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;110;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure value";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010";"Total exposures";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;140;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010";"Total exposures";"Exposure value#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x8,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;150;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x8,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;160;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010";"Total exposures";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;250;34464;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;270;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;280;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;290;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;300;34464;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;010;34464;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;020;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x8,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;040;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x8,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;050;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x8,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;060;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x8,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;070;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x8,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;080;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;090;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;110;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure value";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x8,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;150;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x8,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;160;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x8,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;170;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x8,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;180;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x8,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;190;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x8,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;200;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x8,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;210;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x8,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;220;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;230;34464;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;250;34464;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;255;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;260;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;280;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;290;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;300;34464;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;010;34464;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;020;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x8,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;040;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x8,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;050;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x8,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;060;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x8,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;070;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x8,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;080;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;090;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;110;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure value";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x8,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;150;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x8,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;160;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x8,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;170;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x8,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;180;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x8,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;190;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x8,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;200;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x8,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;210;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x8,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;220;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;230;34464;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;250;34464;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;255;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;260;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;280;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;290;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;300;34464;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#Number of obligors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x8,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;210;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x8,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;220;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;230;34464;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure weighted average lgd (%)";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;250;34464;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;255;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;280;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Memorandum items:#Expected loss amount";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x8,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;170;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x8,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;190;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x8,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;200;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x8,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;210;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x8,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;220;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;250;34464;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;255;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;010;34464;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;020;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Original exposure pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x8,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;080;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;090;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;110;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure value";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x8,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;150;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x8,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;160;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x8,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;170;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x8,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;180;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x8,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;190;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x8,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;200;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x8,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;210;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x8,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;220;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;230;34464;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure weighted average lgd (%)";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;250;34464;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;255;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;260;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;280;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;290;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;300;34464;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;010;34464;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;020;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;030;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;040;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;050;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;060;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;070;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;080;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;090;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;110;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure value";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;140;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;150;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;160;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;170;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;180;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;190;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;200;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;210;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;220;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;230;34464;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure weighted average lgd (%)";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;240;34464;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;250;34464;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;255;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;260;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;270;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;280;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;290;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;300;34464;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;020;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;090;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;110;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Exposure value";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;260;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;280;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;290;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;020;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;090;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;110;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Exposure value";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;260;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;280;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;290;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;020;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;090;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;110;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Exposure value";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;260;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;280;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;290;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;020;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;090;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;110;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Exposure value";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;260;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;280;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;290;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;020;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;090;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;110;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Exposure value";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;260;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;280;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;290;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;020;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;090;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;110;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Exposure value";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;260;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;280;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;290;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;020;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;090;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;110;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Exposure value";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;260;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;280;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;290;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;020;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;090;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;110;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Exposure value";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;260;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;280;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;290;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;020;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;090;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;110;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Exposure value";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;260;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;290;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;020;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;040;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;050;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;060;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;070;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;080;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;090;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;110;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;260;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;290;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;010;34464;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;020;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;040;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;050;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;060;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;070;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;080;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;090;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;110;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure value";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;150;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;160;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;170;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;180;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;190;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;200;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;210;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;220;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;230;34464;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure weighted average lgd (%)";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;250;34464;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;255;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;260;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;280;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;290;34464;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;300;34464;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;010;34465;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010";"Total exposures";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;020;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010";"Total exposures";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;030;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Original exposure pre conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010";"Total exposures";"Original exposure pre conversion factors#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;040;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;050;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x38,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;060;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;070;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;080;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010";"Total exposures";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;110;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Exposure value";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure value";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x24,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;170;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x12,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;180;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x31,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;190;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x30,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;200;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x32,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;210;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x5,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;220;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;230;34465;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Exposure weighted average lgd (%)";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;240;34465;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;250;34465;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;255;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;260;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;270;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;280;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;290;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;300;34465;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;010;34465;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;020;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;040;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;050;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x38,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;060;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;070;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;080;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;090;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;110;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure value";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x21,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;150;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x2,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;160;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x24,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;170;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x12,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;180;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x31,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;190;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x30,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;200;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x32,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;210;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x5,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;220;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;230;34465;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;250;34465;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;255;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;260;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;280;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;290;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;300;34465;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;010;34465;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;020;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;040;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;050;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x38,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;060;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;070;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;080;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;090;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;110;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure value";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x21,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;150;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x2,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;160;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x24,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;170;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x12,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;180;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x31,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;190;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x30,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;200;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x32,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;210;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x5,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;220;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;230;34465;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;250;34465;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;255;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;260;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;290;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;300;34465;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;010;34465;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;020;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x7,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;040;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x38,EXC=eba_EC:x7,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;060;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;090;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;110;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure value";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x21,EXC=eba_EC:x7,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;150;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x2,EXC=eba_EC:x7,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;160;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x24,EXC=eba_EC:x7,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;170;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x12,EXC=eba_EC:x7,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;180;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x31,EXC=eba_EC:x7,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;190;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x32,EXC=eba_EC:x7,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;210;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;090;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;110;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure value";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure value";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;250;34465;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;255;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;020;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Original exposure pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;050;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x38,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;060;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;070;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;080;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;090;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;110;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure value";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x21,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;150;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x2,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;160;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x24,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;170;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x12,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;180;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x31,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;190;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x30,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;200;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x32,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;210;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x5,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;220;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;230;34465;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure weighted average lgd (%)";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;250;34465;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;255;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;260;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;280;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;290;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;300;34465;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;010;34465;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;020;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;030;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;040;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;050;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x38,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;060;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;070;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;080;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;090;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;110;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure value";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;140;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x21,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;150;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x2,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;160;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x24,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;170;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x12,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;180;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x31,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;190;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x30,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;200;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x32,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;210;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x5,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;220;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;230;34465;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure weighted average lgd (%)";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;240;34465;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;250;34465;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;255;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;260;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;270;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;280;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;290;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;300;34465;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;020;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;090;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;110;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Exposure value";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;260;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;280;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;290;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;020;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;090;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;110;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Exposure value";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;260;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;280;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;290;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;020;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;090;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;110;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Exposure value";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;260;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;280;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;290;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;020;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;090;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;110;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Exposure value";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;260;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;280;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;290;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;020;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;090;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;110;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Exposure value";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;260;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;280;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;290;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;020;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;090;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;110;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Exposure value";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;260;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;280;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;290;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;020;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;090;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;110;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Exposure value";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;260;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;280;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;290;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;020;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;090;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;110;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Exposure value";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;260;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;280;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;290;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;020;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;090;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;110;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Exposure value";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;260;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;290;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;020;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;040;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;050;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x38,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;060;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;070;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;080;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;090;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;110;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;260;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;290;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;010;34465;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;020;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;040;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;050;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x38,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;060;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;070;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;080;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;090;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;110;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure value";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x21,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;150;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x2,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;160;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x24,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;170;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x12,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;180;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x31,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;190;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x30,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;200;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x32,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;210;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x5,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;220;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;230;34465;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure weighted average lgd (%)";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;250;34465;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;255;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;260;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;280;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;290;34465;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;300;34465;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;010;34466;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010";"Total exposures";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;020;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010";"Total exposures";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;030;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Original exposure pre conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010";"Total exposures";"Original exposure pre conversion factors#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;230;34466;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure weighted average lgd (%)";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010";"Total exposures";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;240;34466;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010";"Total exposures";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;250;34466;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010";"Total exposures";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;255;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010";"Total exposures";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;260;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010";"Total exposures";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;270;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010";"Total exposures";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;290;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010";"Total exposures";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;010;300;34466;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Total exposures";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010";"Total exposures";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;010;34466;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;020;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;030;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Original exposure pre conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Original exposure pre conversion factors#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;050;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;060;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;070;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;090;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;110;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Exposure value";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;140;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure value#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;160;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;170;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;180;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;190;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;200;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;210;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;220;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;230;34466;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Exposure weighted average lgd (%)";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;240;34466;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;250;34466;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;255;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;260;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;270;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;280;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;290;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;015;300;34466;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"of which: exposures subject to SME-supporting factor";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;010;34466;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;020;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;040;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;050;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;060;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;070;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;080;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;090;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;110;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure value";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;150;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;160;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;170;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;180;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;190;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;200;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;210;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;220;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;230;34466;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;250;34466;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;255;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;260;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;280;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;290;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x254,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;020;300;34466;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"On balance sheet items subject to credit risk";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#020";"Breakdown of total exposures by exposure types:#On balance sheet items subject to credit risk";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;010;34466;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;020;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;040;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;050;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;060;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;070;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;080;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;090;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;110;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure value";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;150;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;160;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;170;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;180;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;190;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;200;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;210;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;220;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;230;34466;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;250;34466;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;255;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;260;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;280;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;290;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.a;030;300;34466;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Off balance sheet items subject to credit risk";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#030";"Breakdown of total exposures by exposure types:#Off balance sheet items subject to credit risk";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;010;34466;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;020;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x7,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;040;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x7,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;050;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x7,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;060;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x7,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;070;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x7,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;080;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;090;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;110;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Exposure value";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x7,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;150;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x7,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;160;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;255;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x311,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;040;290;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Securities Financing Transactions";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#040";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Securities Financing Transactions";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;010;34466;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;020;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Original exposure pre conversion factors";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x7,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;050;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x7,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;060;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x7,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;070;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x7,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;080;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;090;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;110;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure value";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure value";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x7,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;190;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x7,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;210;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x7,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;220;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;230;34466;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure weighted average lgd (%)";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;250;34466;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;255;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;260;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;280;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;290;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x100,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;050;300;34466;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Derivatives & Long Settlement Transactions";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#050";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#Derivatives & Long Settlement Transactions";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;010;34466;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;020;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;040;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;060;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;070;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;080;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;090;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;110;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure value";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure value";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;160;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;170;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;190;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;200;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;210;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;220;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;230;34466;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure weighted average lgd (%)";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;250;34466;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;255;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;260;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;280;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;290;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x310,PRP=eba_PL:x10,TRI=eba_TR:x1";C_08.01.a;060;300;34466;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"From Contractual Cross Product Netting";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#039#060";"Breakdown of total exposures by exposure types:#Exposures / Transactions subject to counterparty credit risk#From Contractual Cross Product Netting";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;010;34466;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;020;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;030;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Original exposure pre conversion factors#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;040;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;050;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;060;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;070;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;080;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;090;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;110;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure value";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;140;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;150;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;160;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;170;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;180;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;190;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;200;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;210;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;220;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;230;34466;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure weighted average lgd (%)";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;240;34466;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;250;34466;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;255;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;260;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;270;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;280;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;290;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;070;300;34466;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures assigned to obligor grades or pools: Total";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#070";"Breakdown of total exposures by exposure types:#Exposures assigned to obligor grades or pools: Total";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;020;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;090;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;110;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Exposure value";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;260;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;280;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;080;290;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Specialized lending slotting criteria (b)";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#080";"Breakdown of total exposures by exposure types:#Specialized lending slotting criteria (b)";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;020;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;090;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;110;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Exposure value";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;260;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;280;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.a;090;290;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"0%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#085#090";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;020;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;090;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;110;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Exposure value";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;260;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;280;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.a;100;290;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"50%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#085#100";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;020;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;090;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;110;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Exposure value";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;260;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;280;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;110;290;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"70%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#085#110";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;020;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;090;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;110;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Exposure value";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;260;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;280;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.a;120;290;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Of which: in category 1";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#085#110#120";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;020;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;090;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;110;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Exposure value";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;260;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;280;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.a;130;290;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"90%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#085#130";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;020;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;090;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;110;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Exposure value";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;260;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;280;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.a;140;290;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"115%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#085#140";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;020;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;090;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;110;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Exposure value";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;260;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;280;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.a;150;290;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"250%";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#085#150";"Breakdown of total exposures by exposure types:#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;020;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;090;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;110;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Exposure value";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;260;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;160;290;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Alternative treatment: secured by real estate";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#160";"Breakdown of total exposures by exposure types:#Alternative treatment: secured by real estate";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;020;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;040;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;050;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;060;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;070;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;080;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;090;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;110;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;260;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.a;170;290;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#170";"Breakdown of total exposures by exposure types:#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;010;34466;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Internal rating system - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Internal rating system - PD assigned to the obligor grade or pool";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;020;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Original exposure pre conversion factors";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Original exposure pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;040;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;050;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;060;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;070;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;080;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;090;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure after CRM substitution effects pre conversion factors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;110;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure value";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;150;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Guarantees";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Guarantees";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;160;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used: unfunded credit protection";"Credit derivatives";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used: unfunded credit protection#Credit derivatives";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;170;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of LGD's are used: other funded credit protection";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of LGD's are used: other funded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;180;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;190;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;200;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;210;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;220;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Subject to double default treatment#Unfunded credit protection";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;230;34466;percentItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure weighted average lgd (%)";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure weighted average lgd (%)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;250;34466;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Exposure-weighted average maturity value (days)";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;255;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Risk weighted exposure amount pre SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;260;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Risk weighted exposure amount after SME-supporting factor";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;280;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#Expected loss amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;290;34466;monetaryItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#(-) value adjustments and provisions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.a;180;300;34466;integerItemType;C 08.01.a (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL;"Dilution risk: total purchased receivables";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"019#180";"Breakdown of total exposures by exposure types:#Dilution risk: total purchased receivables";"Memorandum items:#Number of obligors";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;100;34487;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010";"Total exposures";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;120;34487;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010";"Total exposures";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x309,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;130;34487;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010";"Total exposures";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;015;100;34487;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"of which: exposures subject to SME-supporting factor";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;015;120;34487;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"of which: exposures subject to SME-supporting factor";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x309,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;015;130;34487;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"of which: exposures subject to SME-supporting factor";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;100;34487;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;120;34487;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x309,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;130;34487;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;100;34487;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;120;34487;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;130;34487;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;100;34487;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;120;34487;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;130;34487;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;100;34487;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;120;34487;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;130;34487;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;100;34487;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;120;34487;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;130;34487;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;100;34487;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;120;34487;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;130;34487;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;100;34487;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;120;34487;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;130;34487;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;100;34487;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;120;34487;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;130;34487;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;100;34487;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;120;34487;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;130;34487;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;100;34487;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;120;34487;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x309,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;130;34487;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;100;34487;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;120;34487;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x309,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;130;34487;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x309,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.b;180;130;34487;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Dilution risk: total purchased receivables";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"010#180";"Total exposures#Dilution risk: total purchased receivables";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;100;34488;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010";"Total exposures";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;120;34488;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010";"Total exposures";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x309,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;130;34488;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010";"Total exposures";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;015;100;34488;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"of which: exposures subject to SME-supporting factor";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;015;120;34488;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"of which: exposures subject to SME-supporting factor";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x309,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;015;130;34488;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"of which: exposures subject to SME-supporting factor";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;100;34488;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;120;34488;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x309,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;130;34488;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;100;34488;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;120;34488;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;130;34488;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;100;34488;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;120;34488;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;130;34488;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;100;34488;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;120;34488;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;130;34488;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;100;34488;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;120;34488;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;130;34488;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;100;34488;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;120;34488;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;130;34488;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;100;34488;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;120;34488;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;130;34488;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;100;34488;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;120;34488;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;130;34488;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;100;34488;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;120;34488;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;130;34488;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;100;34488;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;120;34488;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x309,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;130;34488;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;100;34488;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;120;34488;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x309,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;130;34488;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x309,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.b;180;130;34488;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Dilution risk: total purchased receivables";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"010#180";"Total exposures#Dilution risk: total purchased receivables";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;100;34489;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010";"Total exposures";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;120;34489;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010";"Total exposures";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x309,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;130;34489;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010";"Total exposures";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;015;100;34489;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"of which: exposures subject to SME-supporting factor";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;015;120;34489;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"of which: exposures subject to SME-supporting factor";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x309,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;015;130;34489;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"of which: exposures subject to SME-supporting factor";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;100;34489;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;120;34489;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x309,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;130;34489;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;100;34489;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;120;34489;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;130;34489;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;100;34489;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;120;34489;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;130;34489;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;100;34489;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;120;34489;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;130;34489;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;100;34489;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;120;34489;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;130;34489;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;100;34489;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;120;34489;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;130;34489;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;100;34489;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;120;34489;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;130;34489;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;100;34489;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;120;34489;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;130;34489;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;100;34489;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;120;34489;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;130;34489;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;100;34489;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;120;34489;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x309,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;130;34489;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;100;34489;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;120;34489;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x309,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;130;34489;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x309,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.b;180;130;34489;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Dilution risk: total purchased receivables";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"010#180";"Total exposures#Dilution risk: total purchased receivables";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;100;34490;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010";"Total exposures";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;120;34490;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010";"Total exposures";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x309,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;130;34490;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010";"Total exposures";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;015;100;34490;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"of which: exposures subject to SME-supporting factor";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;015;120;34490;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"of which: exposures subject to SME-supporting factor";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x309,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;015;130;34490;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"of which: exposures subject to SME-supporting factor";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;100;34490;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;120;34490;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x309,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;130;34490;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;100;34490;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;120;34490;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;130;34490;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;100;34490;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;120;34490;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;130;34490;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;100;34490;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;120;34490;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;130;34490;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;100;34490;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;120;34490;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;130;34490;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;100;34490;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;120;34490;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;130;34490;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;100;34490;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;120;34490;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;130;34490;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;100;34490;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;120;34490;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;130;34490;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;100;34490;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;120;34490;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;130;34490;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;100;34490;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;120;34490;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x309,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;130;34490;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;100;34490;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;120;34490;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x309,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;130;34490;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x309,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.b;180;130;34490;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Dilution risk: total purchased receivables";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"010#180";"Total exposures#Dilution risk: total purchased receivables";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;100;34491;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010";"Total exposures";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;120;34491;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010";"Total exposures";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x309,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;130;34491;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010";"Total exposures";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;015;100;34491;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"of which: exposures subject to SME-supporting factor";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;015;120;34491;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"of which: exposures subject to SME-supporting factor";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x309,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;015;130;34491;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"of which: exposures subject to SME-supporting factor";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;100;34491;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;120;34491;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x309,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;130;34491;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;100;34491;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;120;34491;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;130;34491;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;100;34491;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;120;34491;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;130;34491;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;100;34491;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;120;34491;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;130;34491;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;100;34491;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;120;34491;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;130;34491;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;100;34491;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;120;34491;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;130;34491;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;100;34491;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;120;34491;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;130;34491;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;100;34491;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;120;34491;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;130;34491;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;100;34491;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;120;34491;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;130;34491;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;100;34491;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;120;34491;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x309,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;130;34491;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;100;34491;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;120;34491;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x309,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;130;34491;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x309,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.b;180;130;34491;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Dilution risk: total purchased receivables";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"010#180";"Total exposures#Dilution risk: total purchased receivables";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;100;34492;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010";"Total exposures";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;120;34492;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010";"Total exposures";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x309,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;130;34492;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010";"Total exposures";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;015;100;34492;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"of which: exposures subject to SME-supporting factor";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;015;120;34492;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"of which: exposures subject to SME-supporting factor";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x309,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;015;130;34492;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"of which: exposures subject to SME-supporting factor";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;100;34492;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;120;34492;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x309,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;130;34492;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;100;34492;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;120;34492;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;130;34492;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;100;34492;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;120;34492;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;130;34492;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;100;34492;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;120;34492;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;130;34492;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;100;34492;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;120;34492;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;130;34492;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;100;34492;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;120;34492;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;130;34492;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;100;34492;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;120;34492;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;130;34492;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;100;34492;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;120;34492;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;130;34492;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;100;34492;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;120;34492;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;130;34492;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;100;34492;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;120;34492;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x309,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;130;34492;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;100;34492;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;120;34492;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x309,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;130;34492;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x309,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.b;180;130;34492;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Dilution risk: total purchased receivables";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"010#180";"Total exposures#Dilution risk: total purchased receivables";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;100;34493;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010";"Total exposures";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;120;34493;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010";"Total exposures";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x309,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;130;34493;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010";"Total exposures";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;015;100;34493;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"of which: exposures subject to SME-supporting factor";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;015;120;34493;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"of which: exposures subject to SME-supporting factor";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;015;130;34493;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"of which: exposures subject to SME-supporting factor";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;100;34493;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;120;34493;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;130;34493;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;100;34493;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;120;34493;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;130;34493;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;100;34493;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;120;34493;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;130;34493;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;100;34493;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;120;34493;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;130;34493;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;100;34493;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;120;34493;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;130;34493;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;100;34493;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;120;34493;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;130;34493;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;100;34493;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;120;34493;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;130;34493;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;100;34493;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;120;34493;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;130;34493;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;100;34493;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;120;34493;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;130;34493;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;100;34493;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;120;34493;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;130;34493;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;100;34493;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;120;34493;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;130;34493;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.b;180;130;34493;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Dilution risk: total purchased receivables";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"010#180";"Total exposures#Dilution risk: total purchased receivables";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;100;34494;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010";"Total exposures";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;120;34494;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010";"Total exposures";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x309,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;130;34494;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010";"Total exposures";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;015;100;34494;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"of which: exposures subject to SME-supporting factor";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;015;120;34494;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"of which: exposures subject to SME-supporting factor";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;015;130;34494;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"of which: exposures subject to SME-supporting factor";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;100;34494;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;120;34494;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;130;34494;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;100;34494;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;120;34494;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;130;34494;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;100;34494;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;120;34494;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;130;34494;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;100;34494;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;120;34494;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;130;34494;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;100;34494;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;120;34494;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;130;34494;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;100;34494;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;120;34494;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;130;34494;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;100;34494;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;120;34494;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;130;34494;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;100;34494;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;120;34494;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;130;34494;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;100;34494;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;120;34494;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;130;34494;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;100;34494;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;120;34494;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;130;34494;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;100;34494;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;120;34494;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;130;34494;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.b;180;130;34494;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Dilution risk: total purchased receivables";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"010#180";"Total exposures#Dilution risk: total purchased receivables";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;100;34495;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010";"Total exposures";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;120;34495;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010";"Total exposures";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x309,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;130;34495;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010";"Total exposures";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;015;100;34495;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"of which: exposures subject to SME-supporting factor";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;015;120;34495;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"of which: exposures subject to SME-supporting factor";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x309,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;015;130;34495;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"of which: exposures subject to SME-supporting factor";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;100;34495;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;120;34495;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x309,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;130;34495;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;100;34495;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;120;34495;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;130;34495;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;100;34495;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;120;34495;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;130;34495;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;100;34495;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;120;34495;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;130;34495;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;100;34495;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;120;34495;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;130;34495;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;100;34495;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;120;34495;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;130;34495;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;100;34495;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;120;34495;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;130;34495;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;100;34495;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;120;34495;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;130;34495;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;100;34495;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;120;34495;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;130;34495;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;100;34495;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;120;34495;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x309,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;130;34495;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;100;34495;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;120;34495;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x309,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;130;34495;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x309,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.b;180;130;34495;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Dilution risk: total purchased receivables";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"010#180";"Total exposures#Dilution risk: total purchased receivables";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;100;34496;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010";"Total exposures";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;120;34496;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010";"Total exposures";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x309,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;130;34496;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010";"Total exposures";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;015;100;34496;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"of which: exposures subject to SME-supporting factor";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;015;120;34496;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"of which: exposures subject to SME-supporting factor";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x309,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;015;130;34496;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"of which: exposures subject to SME-supporting factor";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;100;34496;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;120;34496;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x309,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;130;34496;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;100;34496;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;120;34496;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;130;34496;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;100;34496;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;120;34496;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;130;34496;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;100;34496;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;120;34496;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;130;34496;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;100;34496;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;120;34496;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;130;34496;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;100;34496;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;120;34496;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;130;34496;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;100;34496;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;120;34496;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;130;34496;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;100;34496;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;120;34496;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;130;34496;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;100;34496;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;120;34496;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;130;34496;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;100;34496;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;120;34496;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x309,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;130;34496;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;100;34496;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;120;34496;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x309,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;130;34496;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x309,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.b;180;130;34496;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Dilution risk: total purchased receivables";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"010#180";"Total exposures#Dilution risk: total purchased receivables";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;100;34497;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010";"Total exposures";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;120;34497;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010";"Total exposures";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x309,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;130;34497;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010";"Total exposures";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;015;100;34497;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"of which: exposures subject to SME-supporting factor";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;015;120;34497;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"of which: exposures subject to SME-supporting factor";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;015;130;34497;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"of which: exposures subject to SME-supporting factor";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;100;34497;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;120;34497;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;130;34497;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;100;34497;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;120;34497;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;130;34497;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;100;34497;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;120;34497;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;130;34497;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;100;34497;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;120;34497;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;130;34497;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;100;34497;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;120;34497;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;130;34497;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;100;34497;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;120;34497;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;130;34497;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;100;34497;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;120;34497;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;130;34497;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;100;34497;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;120;34497;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;130;34497;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;100;34497;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;120;34497;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;130;34497;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;100;34497;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;120;34497;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;130;34497;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;100;34497;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;120;34497;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;130;34497;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.b;180;130;34497;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Dilution risk: total purchased receivables";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"010#180";"Total exposures#Dilution risk: total purchased receivables";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;100;34498;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010";"Total exposures";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;120;34498;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010";"Total exposures";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x309,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;130;34498;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010";"Total exposures";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;015;100;34498;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"of which: exposures subject to SME-supporting factor";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;015;120;34498;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"of which: exposures subject to SME-supporting factor";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;015;130;34498;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"of which: exposures subject to SME-supporting factor";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;100;34498;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;120;34498;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;130;34498;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;100;34498;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;120;34498;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;130;34498;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;100;34498;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;120;34498;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;130;34498;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;100;34498;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;120;34498;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;130;34498;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;100;34498;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;120;34498;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;130;34498;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;100;34498;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;120;34498;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;130;34498;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;100;34498;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;120;34498;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;130;34498;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;100;34498;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;120;34498;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;130;34498;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;100;34498;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;120;34498;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;130;34498;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;100;34498;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;120;34498;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;130;34498;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;100;34498;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;120;34498;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;130;34498;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.b;180;130;34498;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Dilution risk: total purchased receivables";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"010#180";"Total exposures#Dilution risk: total purchased receivables";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;100;34499;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010";"Total exposures";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;120;34499;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010";"Total exposures";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x309,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;130;34499;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010";"Total exposures";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;015;100;34499;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"of which: exposures subject to SME-supporting factor";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;015;120;34499;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"of which: exposures subject to SME-supporting factor";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x309,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;015;130;34499;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"of which: exposures subject to SME-supporting factor";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;100;34499;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;120;34499;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x309,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;130;34499;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;100;34499;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;120;34499;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;130;34499;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;100;34499;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;120;34499;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;130;34499;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;100;34499;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;120;34499;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;130;34499;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;100;34499;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;120;34499;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;130;34499;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;100;34499;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;120;34499;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;130;34499;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;100;34499;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;120;34499;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;130;34499;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;100;34499;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;120;34499;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;130;34499;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;100;34499;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;120;34499;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;130;34499;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;100;34499;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;120;34499;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x309,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;130;34499;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;100;34499;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;120;34499;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x309,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;130;34499;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x309,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.b;180;130;34499;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Dilution risk: total purchased receivables";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"010#180";"Total exposures#Dilution risk: total purchased receivables";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;100;34500;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010";"Total exposures";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;120;34500;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010";"Total exposures";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x309,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;130;34500;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010";"Total exposures";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;015;100;34500;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"of which: exposures subject to SME-supporting factor";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;015;120;34500;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"of which: exposures subject to SME-supporting factor";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x309,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;015;130;34500;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"of which: exposures subject to SME-supporting factor";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;100;34500;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;120;34500;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x309,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;130;34500;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;100;34500;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;120;34500;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;130;34500;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;100;34500;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;120;34500;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;130;34500;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;100;34500;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;120;34500;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;130;34500;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;100;34500;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;120;34500;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;130;34500;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;100;34500;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;120;34500;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;130;34500;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;100;34500;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;120;34500;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;130;34500;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;100;34500;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;120;34500;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;130;34500;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;100;34500;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;120;34500;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;130;34500;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;100;34500;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;120;34500;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x309,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;130;34500;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;100;34500;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;120;34500;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x309,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;130;34500;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x309,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.b;180;130;34500;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Dilution risk: total purchased receivables";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"010#180";"Total exposures#Dilution risk: total purchased receivables";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;100;34501;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010";"Total exposures";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;120;34501;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010";"Total exposures";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x309,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;130;34501;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010";"Total exposures";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x246,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;015;100;34501;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"of which: exposures subject to SME-supporting factor";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x246,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;015;120;34501;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"of which: exposures subject to SME-supporting factor";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x309,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;015;130;34501;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"of which: exposures subject to SME-supporting factor";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x246,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;100;34501;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x246,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;120;34501;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x309,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;130;34501;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;100;34501;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;120;34501;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;130;34501;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;100;34501;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;120;34501;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;130;34501;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;100;34501;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;120;34501;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;130;34501;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;100;34501;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;120;34501;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;130;34501;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;100;34501;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;120;34501;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;130;34501;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;100;34501;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;120;34501;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;130;34501;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;100;34501;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;120;34501;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;130;34501;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;100;34501;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;120;34501;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;130;34501;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x246,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;100;34501;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x246,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;120;34501;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x309,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;130;34501;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x246,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;100;34501;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x246,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;120;34501;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x309,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;130;34501;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x309,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.b;180;130;34501;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Dilution risk: total purchased receivables";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"010#180";"Total exposures#Dilution risk: total purchased receivables";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;100;34502;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010";"Total exposures";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;120;34502;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010";"Total exposures";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x309,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;130;34502;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010";"Total exposures";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;015;100;34502;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"of which: exposures subject to SME-supporting factor";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;015;120;34502;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"of which: exposures subject to SME-supporting factor";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x309,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;015;130;34502;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"of which: exposures subject to SME-supporting factor";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;100;34502;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;120;34502;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x309,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;130;34502;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;100;34502;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;120;34502;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;130;34502;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;100;34502;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;120;34502;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;130;34502;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;100;34502;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;120;34502;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;130;34502;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;100;34502;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;120;34502;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;130;34502;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;100;34502;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;120;34502;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;130;34502;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;100;34502;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;120;34502;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;130;34502;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;100;34502;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;120;34502;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;130;34502;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;100;34502;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;120;34502;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;130;34502;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;100;34502;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;120;34502;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x309,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;130;34502;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;100;34502;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;120;34502;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x309,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;130;34502;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x309,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.b;180;130;34502;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Dilution risk: total purchased receivables";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"010#180";"Total exposures#Dilution risk: total purchased receivables";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;100;34503;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010";"Total exposures";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x246,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;120;34503;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010";"Total exposures";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x309,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;010;130;34503;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Total exposures";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010";"Total exposures";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;015;100;34503;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"of which: exposures subject to SME-supporting factor";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;015;120;34503;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"of which: exposures subject to SME-supporting factor";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x309,MRW=eba_AP:x78,PRP=eba_PL:x10,TRI=eba_TR:x5";C_08.01.b;015;130;34503;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"of which: exposures subject to SME-supporting factor";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#015";"Total exposures#of which: exposures subject to SME-supporting factor";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;100;34503;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;120;34503;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x309,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;070;130;34503;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures assigned to obligor grades or pools: Total";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#070";"Total exposures#Exposures assigned to obligor grades or pools: Total";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;100;34503;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;120;34503;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;080;130;34503;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Specialized lending slotting criteria: total";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#080";"Total exposures#Specialized lending slotting criteria: total";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;100;34503;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;120;34503;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x1,TRI=eba_TR:x4";C_08.01.b;090;130;34503;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"0%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#085#090";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#0%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;100;34503;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;120;34503;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x10,TRI=eba_TR:x4";C_08.01.b;100;130;34503;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"50%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#085#100";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#50%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;100;34503;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;120;34503;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;110;130;34503;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"70%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#085#110";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;100;34503;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;120;34503;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RES=eba_TI:x8,RWS=eba_PC:x11,TRI=eba_TR:x4";C_08.01.b;120;130;34503;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Of which: in category 1";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#085#110#120";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#70%#Of which: in category 1";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;100;34503;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;120;34503;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x13,TRI=eba_TR:x4";C_08.01.b;130;130;34503;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"90%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#085#130";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#90%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;100;34503;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;120;34503;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x15,TRI=eba_TR:x4";C_08.01.b;140;130;34503;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"115%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#085#140";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#115%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;100;34503;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;120;34503;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x309,MRW=eba_AP:x20,PRP=eba_PL:x10,RWS=eba_PC:x20,TRI=eba_TR:x4";C_08.01.b;150;130;34503;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"250%";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#085#150";"Total exposures#Breakdown by risk weights of total exposures under specialized lending slotting criteria:#250%";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;100;34503;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;120;34503;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x309,MRW=eba_AP:x16,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;160;130;34503;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Alternative treatment: secured by real estate";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#160";"Total exposures#Alternative treatment: secured by real estate";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;100;34503;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;120;34503;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value#Of which: off balance sheet items";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x309,MRW=eba_AP:x17,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.01.b;170;130;34503;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#170";"Total exposures#Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x309,MRW=eba_AP:x15,PRP=eba_PL:x10,TRI=eba_TR:x8";C_08.01.b;180;130;34503;monetaryItemType;C 08.01.b (CR IRB 1) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet;"Dilution risk: total purchased receivables";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"010#180";"Total exposures#Dilution risk: total purchased receivables";"Exposure value#Of which: arising from counterparty credit risk";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;010;55644;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Internal rating System - PD assigned to the obligor grade or pool";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"999";"Obligor Grade";"Internal rating System - PD assigned to the obligor grade or pool";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;020;55644;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Original exposure conversion factors";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"999";"Obligor Grade";"Original exposure conversion factors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPY=eba_CT:x14,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;030;55644;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Original exposure conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"999";"Obligor Grade";"Original exposure conversion factors#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;040;55644;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;050;55644;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x38,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;060;55644;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;070;55644;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;080;55644;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;090;55644;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"999";"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;100;55644;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"999";"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;110;55644;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"999";"Obligor Grade";"Exposure value";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;120;55644;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"999";"Obligor Grade";"Exposure value#Of which: off balance sheet items";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x309,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;130;55644;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"999";"Obligor Grade";"Exposure value#Of which: arising from counterparty credit risk";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPY=eba_CT:x14,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;140;55644;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"999";"Obligor Grade";"Exposure value#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x21,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;150;55644;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used:";"Guarantees";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used:#Guarantees";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x2,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;160;55644;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used:";"Credit derivatives";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used:#Credit derivatives";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x24,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;170;55644;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of lgd's are used:";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of lgd's are used:";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x12,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;180;55644;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x31,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;190;55644;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x30,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;200;55644;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x32,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;210;55644;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CRM=eba_CP:x5,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;220;55644;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"999";"Obligor Grade";"Subject to double default treatment#Unfunded credit protection";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;230;55644;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure weighted average lgd (%)";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"999";"Obligor Grade";"Exposure weighted average lgd (%)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPY=eba_CT:x14,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;240;55644;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"999";"Obligor Grade";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;250;55644;integerItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"999";"Obligor Grade";"Exposure-weighted average maturity value (days)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;255;55644;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"999";"Obligor Grade";"Risk weighted exposure amount pre SME-supporting factor";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;260;55644;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"999";"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPY=eba_CT:x14,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;270;55644;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"999";"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;280;55644;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"Expected loss amount";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"999";"Obligor Grade";"Memorandum items:#Expected loss amount";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;290;55644;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"999";"Obligor Grade";"Memorandum items:#(-) value adjustments and provisions";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;300;55644;integerItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"Number of obligors";;;;;;;;;"Total with own estimates of LGD and/or conversion factors (001)";"999";"Obligor Grade";"Memorandum items:#Number of obligors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;010;55645;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Internal rating System - PD assigned to the obligor grade or pool";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"999";"Obligor Grade";"Internal rating System - PD assigned to the obligor grade or pool";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;020;55645;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Original exposure conversion factors";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"999";"Obligor Grade";"Original exposure conversion factors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPY=eba_CT:x14,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;030;55645;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Original exposure conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"999";"Obligor Grade";"Original exposure conversion factors#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x22,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;040;55645;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x3,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;050;55645;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x38,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;060;55645;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x10,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;070;55645;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;080;55645;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;090;55645;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"999";"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;100;55645;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"999";"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;110;55645;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"999";"Obligor Grade";"Exposure value";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x246,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;120;55645;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"999";"Obligor Grade";"Exposure value#Of which: off balance sheet items";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x309,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;130;55645;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"999";"Obligor Grade";"Exposure value#Of which: arising from counterparty credit risk";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPY=eba_CT:x14,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;140;55645;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"999";"Obligor Grade";"Exposure value#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x21,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;150;55645;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used:";"Guarantees";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used:#Guarantees";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x2,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;160;55645;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used:";"Credit derivatives";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used:#Credit derivatives";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x24,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;170;55645;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of lgd's are used:";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of lgd's are used:";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x12,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;180;55645;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x31,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;190;55645;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Total without own estimates of LGD or conversion factors (002)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x30,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;200;55645;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Total without own estimates of LGD or conversion factors (002)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x32,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;210;55645;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Total without own estimates of LGD or conversion factors (002)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CRM=eba_CP:x5,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;220;55645;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"999";"Obligor Grade";"Subject to double default treatment#Unfunded credit protection";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;230;55645;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure weighted average lgd (%)";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"999";"Obligor Grade";"Exposure weighted average lgd (%)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPY=eba_CT:x14,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;240;55645;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"999";"Obligor Grade";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;250;55645;integerItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"999";"Obligor Grade";"Exposure-weighted average maturity value (days)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;255;55645;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"999";"Obligor Grade";"Risk weighted exposure amount pre SME-supporting factor";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;260;55645;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"999";"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPY=eba_CT:x14,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;270;55645;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"999";"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;280;55645;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"Expected loss amount";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"999";"Obligor Grade";"Memorandum items:#Expected loss amount";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;290;55645;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"999";"Obligor Grade";"Memorandum items:#(-) value adjustments and provisions";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,EXC=eba_EC:x4,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;300;55645;integerItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"Number of obligors";;;;;;;;;"Total without own estimates of LGD or conversion factors (002)";"999";"Obligor Grade";"Memorandum items:#Number of obligors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;010;55646;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Internal rating System - PD assigned to the obligor grade or pool";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"999";"Obligor Grade";"Internal rating System - PD assigned to the obligor grade or pool";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;020;55646;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Original exposure conversion factors";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"999";"Obligor Grade";"Original exposure conversion factors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CPY=eba_CT:x14,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;030;55646;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Original exposure conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"999";"Obligor Grade";"Original exposure conversion factors#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x22,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;040;55646;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x3,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;050;55646;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x38,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;060;55646;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;070;55646;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;080;55646;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;090;55646;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"999";"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;100;55646;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"999";"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;110;55646;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"999";"Obligor Grade";"Exposure value";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;120;55646;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"999";"Obligor Grade";"Exposure value#Of which: off balance sheet items";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x309,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;130;55646;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"999";"Obligor Grade";"Exposure value#Of which: arising from counterparty credit risk";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CPY=eba_CT:x14,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;140;55646;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"999";"Obligor Grade";"Exposure value#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x21,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;150;55646;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used:";"Guarantees";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used:#Guarantees";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;160;55646;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used:";"Credit derivatives";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used:#Credit derivatives";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;170;55646;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of lgd's are used:";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of lgd's are used:";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x12,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;180;55646;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x31,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;190;55646;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x30,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;200;55646;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x32,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;210;55646;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x5,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;220;55646;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"999";"Obligor Grade";"Subject to double default treatment#Unfunded credit protection";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;230;55646;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure weighted average lgd (%)";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"999";"Obligor Grade";"Exposure weighted average lgd (%)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,CPY=eba_CT:x14,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;240;55646;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"999";"Obligor Grade";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;250;55646;integerItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"999";"Obligor Grade";"Exposure-weighted average maturity value (days)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;255;55646;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"999";"Obligor Grade";"Risk weighted exposure amount pre SME-supporting factor";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;260;55646;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"999";"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x24,CPY=eba_CT:x14,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;270;55646;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"999";"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;280;55646;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"Expected loss amount";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"999";"Obligor Grade";"Memorandum items:#Expected loss amount";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;290;55646;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"999";"Obligor Grade";"Memorandum items:#(-) value adjustments and provisions";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;300;55646;integerItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"Number of obligors";;;;;;;;;"Central governments and central banks with own estimates of LGD and/or conversion factors (003)";"999";"Obligor Grade";"Memorandum items:#Number of obligors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;010;55647;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Internal rating System - PD assigned to the obligor grade or pool";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"999";"Obligor Grade";"Internal rating System - PD assigned to the obligor grade or pool";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;020;55647;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Original exposure conversion factors";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"999";"Obligor Grade";"Original exposure conversion factors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CPY=eba_CT:x14,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;030;55647;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Original exposure conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"999";"Obligor Grade";"Original exposure conversion factors#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x22,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;040;55647;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x3,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;050;55647;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x38,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;060;55647;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x10,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;070;55647;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;080;55647;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;090;55647;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"999";"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;100;55647;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"999";"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;110;55647;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"999";"Obligor Grade";"Exposure value";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x246,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;120;55647;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"999";"Obligor Grade";"Exposure value#Of which: off balance sheet items";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x309,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;130;55647;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"999";"Obligor Grade";"Exposure value#Of which: arising from counterparty credit risk";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CPY=eba_CT:x14,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;140;55647;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"999";"Obligor Grade";"Exposure value#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x21,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;150;55647;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used:";"Guarantees";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used:#Guarantees";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x2,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;160;55647;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used:";"Credit derivatives";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used:#Credit derivatives";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;170;55647;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of lgd's are used:";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of lgd's are used:";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x12,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;180;55647;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x31,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;190;55647;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x30,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;200;55647;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x32,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;210;55647;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CRM=eba_CP:x5,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;220;55647;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"999";"Obligor Grade";"Subject to double default treatment#Unfunded credit protection";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;230;55647;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure weighted average lgd (%)";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"999";"Obligor Grade";"Exposure weighted average lgd (%)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,CPY=eba_CT:x14,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;240;55647;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"999";"Obligor Grade";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;250;55647;integerItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"999";"Obligor Grade";"Exposure-weighted average maturity value (days)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;255;55647;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"999";"Obligor Grade";"Risk weighted exposure amount pre SME-supporting factor";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;260;55647;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"999";"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x24,CPY=eba_CT:x14,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;270;55647;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"999";"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;280;55647;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"Expected loss amount";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"999";"Obligor Grade";"Memorandum items:#Expected loss amount";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;290;55647;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"999";"Obligor Grade";"Memorandum items:#(-) value adjustments and provisions";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x24,EXC=eba_EC:x16,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;300;55647;integerItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"Number of obligors";;;;;;;;;"Central governments and central banks without own estimates of LGD or conversion factors (004)";"999";"Obligor Grade";"Memorandum items:#Number of obligors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;010;55648;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Internal rating System - PD assigned to the obligor grade or pool";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"999";"Obligor Grade";"Internal rating System - PD assigned to the obligor grade or pool";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;020;55648;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Original exposure conversion factors";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"999";"Obligor Grade";"Original exposure conversion factors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CPY=eba_CT:x14,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;030;55648;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Original exposure conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"999";"Obligor Grade";"Original exposure conversion factors#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x22,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;040;55648;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x3,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;050;55648;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x38,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;060;55648;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;070;55648;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;080;55648;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;090;55648;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"999";"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;100;55648;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"999";"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;110;55648;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"999";"Obligor Grade";"Exposure value";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;120;55648;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"999";"Obligor Grade";"Exposure value#Of which: off balance sheet items";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x309,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;130;55648;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"999";"Obligor Grade";"Exposure value#Of which: arising from counterparty credit risk";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CPY=eba_CT:x14,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;140;55648;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"999";"Obligor Grade";"Exposure value#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x21,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;150;55648;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used:";"Guarantees";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used:#Guarantees";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x2,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;160;55648;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used:";"Credit derivatives";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used:#Credit derivatives";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x24,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;170;55648;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of lgd's are used:";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of lgd's are used:";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x12,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;180;55648;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x31,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;190;55648;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x30,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;200;55648;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x32,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;210;55648;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x5,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;220;55648;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"999";"Obligor Grade";"Subject to double default treatment#Unfunded credit protection";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;230;55648;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure weighted average lgd (%)";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"999";"Obligor Grade";"Exposure weighted average lgd (%)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,CPY=eba_CT:x14,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;240;55648;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"999";"Obligor Grade";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;250;55648;integerItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"999";"Obligor Grade";"Exposure-weighted average maturity value (days)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;255;55648;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"999";"Obligor Grade";"Risk weighted exposure amount pre SME-supporting factor";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;260;55648;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"999";"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x6,CPY=eba_CT:x14,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;270;55648;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"999";"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;280;55648;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"Expected loss amount";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"999";"Obligor Grade";"Memorandum items:#Expected loss amount";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;290;55648;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"999";"Obligor Grade";"Memorandum items:#(-) value adjustments and provisions";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;300;55648;integerItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"Number of obligors";;;;;;;;;"Institutions with own estimates of LGD or conversion factors (005)";"999";"Obligor Grade";"Memorandum items:#Number of obligors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;010;55649;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Internal rating System - PD assigned to the obligor grade or pool";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"999";"Obligor Grade";"Internal rating System - PD assigned to the obligor grade or pool";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;020;55649;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Original exposure conversion factors";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"999";"Obligor Grade";"Original exposure conversion factors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CPY=eba_CT:x14,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;030;55649;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Original exposure conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"999";"Obligor Grade";"Original exposure conversion factors#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x22,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;040;55649;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x3,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;050;55649;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x38,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;060;55649;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x10,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;070;55649;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;080;55649;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;090;55649;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"999";"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;100;55649;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"999";"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;110;55649;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"999";"Obligor Grade";"Exposure value";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x246,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;120;55649;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"999";"Obligor Grade";"Exposure value#Of which: off balance sheet items";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x309,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;130;55649;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"999";"Obligor Grade";"Exposure value#Of which: arising from counterparty credit risk";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CPY=eba_CT:x14,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;140;55649;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"999";"Obligor Grade";"Exposure value#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x21,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;150;55649;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used:";"Guarantees";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used:#Guarantees";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x2,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;160;55649;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used:";"Credit derivatives";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used:#Credit derivatives";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x24,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;170;55649;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of lgd's are used:";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of lgd's are used:";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x12,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;180;55649;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x31,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;190;55649;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x30,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;200;55649;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x32,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;210;55649;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CRM=eba_CP:x5,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;220;55649;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"999";"Obligor Grade";"Subject to double default treatment#Unfunded credit protection";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;230;55649;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure weighted average lgd (%)";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"999";"Obligor Grade";"Exposure weighted average lgd (%)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,CPY=eba_CT:x14,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;240;55649;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"999";"Obligor Grade";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;250;55649;integerItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"999";"Obligor Grade";"Exposure-weighted average maturity value (days)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;255;55649;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"999";"Obligor Grade";"Risk weighted exposure amount pre SME-supporting factor";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;260;55649;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"999";"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x6,CPY=eba_CT:x14,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;270;55649;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"999";"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;280;55649;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"Expected loss amount";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"999";"Obligor Grade";"Memorandum items:#Expected loss amount";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;290;55649;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"999";"Obligor Grade";"Memorandum items:#(-) value adjustments and provisions";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x6,EXC=eba_EC:x35,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;300;55649;integerItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"Number of obligors";;;;;;;;;"Institutions without own estimates of LGD or conversion factors (006)";"999";"Obligor Grade";"Memorandum items:#Number of obligors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;010;55650;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Internal rating System - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"999";"Obligor Grade";"Internal rating System - PD assigned to the obligor grade or pool";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;020;55650;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Original exposure conversion factors";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"999";"Obligor Grade";"Original exposure conversion factors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;030;55650;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Original exposure conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"999";"Obligor Grade";"Original exposure conversion factors#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;040;55650;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;050;55650;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x38,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;060;55650;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;070;55650;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;080;55650;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;090;55650;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"999";"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;100;55650;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"999";"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;110;55650;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"999";"Obligor Grade";"Exposure value";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;120;55650;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"999";"Obligor Grade";"Exposure value#Of which: off balance sheet items";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;130;55650;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"999";"Obligor Grade";"Exposure value#Of which: arising from counterparty credit risk";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;140;55650;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"999";"Obligor Grade";"Exposure value#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x21,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;150;55650;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used:";"Guarantees";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used:#Guarantees";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x2,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;160;55650;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used:";"Credit derivatives";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used:#Credit derivatives";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x24,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;170;55650;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of lgd's are used:";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of lgd's are used:";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x12,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;180;55650;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x31,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;190;55650;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x30,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;200;55650;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x32,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;210;55650;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x5,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;220;55650;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"999";"Obligor Grade";"Subject to double default treatment#Unfunded credit protection";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;230;55650;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"999";"Obligor Grade";"Exposure weighted average lgd (%)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;240;55650;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"999";"Obligor Grade";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;250;55650;integerItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"999";"Obligor Grade";"Exposure-weighted average maturity value (days)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;255;55650;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"999";"Obligor Grade";"Risk weighted exposure amount pre SME-supporting factor";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;260;55650;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"999";"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;270;55650;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"999";"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;280;55650;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"999";"Obligor Grade";"Memorandum items:#Expected loss amount";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;290;55650;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"999";"Obligor Grade";"Memorandum items:#(-) value adjustments and provisions";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;300;55650;integerItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - SME with own estimates of LGD or conversion factors (007)";"999";"Obligor Grade";"Memorandum items:#Number of obligors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;010;55651;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Internal rating System - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"999";"Obligor Grade";"Internal rating System - PD assigned to the obligor grade or pool";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;020;55651;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Original exposure conversion factors";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"999";"Obligor Grade";"Original exposure conversion factors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;030;55651;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Original exposure conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"999";"Obligor Grade";"Original exposure conversion factors#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;040;55651;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;050;55651;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x38,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;060;55651;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;070;55651;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;080;55651;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;090;55651;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"999";"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;100;55651;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"999";"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;110;55651;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"999";"Obligor Grade";"Exposure value";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;120;55651;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"999";"Obligor Grade";"Exposure value#Of which: off balance sheet items";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;130;55651;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"999";"Obligor Grade";"Exposure value#Of which: arising from counterparty credit risk";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;140;55651;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"999";"Obligor Grade";"Exposure value#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x21,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;150;55651;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used:";"Guarantees";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used:#Guarantees";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x2,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;160;55651;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used:";"Credit derivatives";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used:#Credit derivatives";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x24,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;170;55651;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of lgd's are used:";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of lgd's are used:";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x12,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;180;55651;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x31,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;190;55651;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x30,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;200;55651;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x32,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;210;55651;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,CRM=eba_CP:x5,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;220;55651;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"999";"Obligor Grade";"Subject to double default treatment#Unfunded credit protection";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;230;55651;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"999";"Obligor Grade";"Exposure weighted average lgd (%)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;240;55651;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"999";"Obligor Grade";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;250;55651;integerItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"999";"Obligor Grade";"Exposure-weighted average maturity value (days)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;255;55651;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"999";"Obligor Grade";"Risk weighted exposure amount pre SME-supporting factor";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;260;55651;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"999";"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;270;55651;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"999";"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;280;55651;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"999";"Obligor Grade";"Memorandum items:#Expected loss amount";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;290;55651;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"999";"Obligor Grade";"Memorandum items:#(-) value adjustments and provisions";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x23,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;300;55651;integerItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - SME without own estimates of LGD or conversion factors (008)";"999";"Obligor Grade";"Memorandum items:#Number of obligors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;010;55652;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Internal rating System - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"999";"Obligor Grade";"Internal rating System - PD assigned to the obligor grade or pool";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;020;55652;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Original exposure conversion factors";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"999";"Obligor Grade";"Original exposure conversion factors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;030;55652;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Original exposure conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"999";"Obligor Grade";"Original exposure conversion factors#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;040;55652;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;050;55652;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;060;55652;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;070;55652;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;080;55652;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;090;55652;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"999";"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;100;55652;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"999";"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;110;55652;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"999";"Obligor Grade";"Exposure value";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;120;55652;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"999";"Obligor Grade";"Exposure value#Of which: off balance sheet items";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x309,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;130;55652;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"999";"Obligor Grade";"Exposure value#Of which: arising from counterparty credit risk";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;140;55652;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"999";"Obligor Grade";"Exposure value#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;150;55652;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used:";"Guarantees";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used:#Guarantees";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;160;55652;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used:";"Credit derivatives";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used:#Credit derivatives";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;170;55652;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of lgd's are used:";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of lgd's are used:";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;180;55652;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;190;55652;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;200;55652;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;210;55652;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;220;55652;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"999";"Obligor Grade";"Subject to double default treatment#Unfunded credit protection";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;230;55652;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"999";"Obligor Grade";"Exposure weighted average lgd (%)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;240;55652;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"999";"Obligor Grade";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;250;55652;integerItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"999";"Obligor Grade";"Exposure-weighted average maturity value (days)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;255;55652;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"999";"Obligor Grade";"Risk weighted exposure amount pre SME-supporting factor";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;260;55652;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"999";"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;270;55652;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"999";"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;280;55652;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"999";"Obligor Grade";"Memorandum items:#Expected loss amount";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;290;55652;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"999";"Obligor Grade";"Memorandum items:#(-) value adjustments and provisions";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;300;55652;integerItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - Specialised Lending with own estimates of LGD or conversion factors (009)";"999";"Obligor Grade";"Memorandum items:#Number of obligors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;010;55653;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Internal rating System - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"999";"Obligor Grade";"Internal rating System - PD assigned to the obligor grade or pool";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;020;55653;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Original exposure conversion factors";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"999";"Obligor Grade";"Original exposure conversion factors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;030;55653;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Original exposure conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"999";"Obligor Grade";"Original exposure conversion factors#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;040;55653;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;050;55653;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;060;55653;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;070;55653;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;080;55653;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;090;55653;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"999";"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;100;55653;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"999";"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;110;55653;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"999";"Obligor Grade";"Exposure value";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x246,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;120;55653;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"999";"Obligor Grade";"Exposure value#Of which: off balance sheet items";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x309,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;130;55653;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"999";"Obligor Grade";"Exposure value#Of which: arising from counterparty credit risk";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;140;55653;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"999";"Obligor Grade";"Exposure value#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;150;55653;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used:";"Guarantees";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used:#Guarantees";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;160;55653;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used:";"Credit derivatives";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used:#Credit derivatives";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;170;55653;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of lgd's are used:";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of lgd's are used:";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;180;55653;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;190;55653;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;200;55653;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;210;55653;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;220;55653;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"999";"Obligor Grade";"Subject to double default treatment#Unfunded credit protection";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;230;55653;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"999";"Obligor Grade";"Exposure weighted average lgd (%)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;240;55653;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"999";"Obligor Grade";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;250;55653;integerItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"999";"Obligor Grade";"Exposure-weighted average maturity value (days)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;255;55653;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"999";"Obligor Grade";"Risk weighted exposure amount pre SME-supporting factor";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;260;55653;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"999";"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;270;55653;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"999";"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;280;55653;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"999";"Obligor Grade";"Memorandum items:#Expected loss amount";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;290;55653;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"999";"Obligor Grade";"Memorandum items:#(-) value adjustments and provisions";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x3,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;300;55653;integerItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - Specialised Lending without own estimates of LGD or conversion factors (010)";"999";"Obligor Grade";"Memorandum items:#Number of obligors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;010;55654;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Internal rating System - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"999";"Obligor Grade";"Internal rating System - PD assigned to the obligor grade or pool";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;020;55654;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Original exposure conversion factors";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"999";"Obligor Grade";"Original exposure conversion factors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;030;55654;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Original exposure conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"999";"Obligor Grade";"Original exposure conversion factors#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;040;55654;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;050;55654;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;060;55654;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;070;55654;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;080;55654;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;090;55654;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"999";"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;100;55654;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"999";"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;110;55654;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"999";"Obligor Grade";"Exposure value";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;120;55654;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"999";"Obligor Grade";"Exposure value#Of which: off balance sheet items";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;130;55654;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"999";"Obligor Grade";"Exposure value#Of which: arising from counterparty credit risk";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;140;55654;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"999";"Obligor Grade";"Exposure value#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;150;55654;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used:";"Guarantees";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used:#Guarantees";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;160;55654;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used:";"Credit derivatives";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used:#Credit derivatives";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;170;55654;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of lgd's are used:";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of lgd's are used:";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;180;55654;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;190;55654;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;200;55654;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;210;55654;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;220;55654;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"999";"Obligor Grade";"Subject to double default treatment#Unfunded credit protection";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;230;55654;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"999";"Obligor Grade";"Exposure weighted average lgd (%)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;240;55654;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"999";"Obligor Grade";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;250;55654;integerItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"999";"Obligor Grade";"Exposure-weighted average maturity value (days)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;255;55654;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"999";"Obligor Grade";"Risk weighted exposure amount pre SME-supporting factor";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;260;55654;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"999";"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;270;55654;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"999";"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;280;55654;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"999";"Obligor Grade";"Memorandum items:#Expected loss amount";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;290;55654;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"999";"Obligor Grade";"Memorandum items:#(-) value adjustments and provisions";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;300;55654;integerItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - Other with own estimates of LGD or conversion factors (011)";"999";"Obligor Grade";"Memorandum items:#Number of obligors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;010;55655;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Internal rating System - PD assigned to the obligor grade or pool";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"999";"Obligor Grade";"Internal rating System - PD assigned to the obligor grade or pool";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;020;55655;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Original exposure conversion factors";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"999";"Obligor Grade";"Original exposure conversion factors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;030;55655;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Original exposure conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"999";"Obligor Grade";"Original exposure conversion factors#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;040;55655;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;050;55655;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;060;55655;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;070;55655;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;080;55655;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;090;55655;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"999";"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;100;55655;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"999";"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;110;55655;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"999";"Obligor Grade";"Exposure value";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x246,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;120;55655;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"999";"Obligor Grade";"Exposure value#Of which: off balance sheet items";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x309,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;130;55655;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"999";"Obligor Grade";"Exposure value#Of which: arising from counterparty credit risk";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;140;55655;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"999";"Obligor Grade";"Exposure value#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;150;55655;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used:";"Guarantees";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used:#Guarantees";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;160;55655;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used:";"Credit derivatives";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used:#Credit derivatives";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;170;55655;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of lgd's are used:";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of lgd's are used:";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;180;55655;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;190;55655;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;200;55655;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;210;55655;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;220;55655;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"999";"Obligor Grade";"Subject to double default treatment#Unfunded credit protection";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;230;55655;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure weighted average lgd (%)";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"999";"Obligor Grade";"Exposure weighted average lgd (%)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;240;55655;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"999";"Obligor Grade";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;250;55655;integerItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"999";"Obligor Grade";"Exposure-weighted average maturity value (days)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;255;55655;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"999";"Obligor Grade";"Risk weighted exposure amount pre SME-supporting factor";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;260;55655;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"999";"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x67,BAS=eba_BA:x9,CPS=eba_CT:x51,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;270;55655;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"999";"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;280;55655;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"Expected loss amount";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"999";"Obligor Grade";"Memorandum items:#Expected loss amount";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;290;55655;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"999";"Obligor Grade";"Memorandum items:#(-) value adjustments and provisions";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x67,BAS=eba_BA:x17,CPS=eba_CT:x51,CPZ=eba_CT:x11,EXC=eba_EC:x2,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;300;55655;integerItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"Number of obligors";;;;;;;;;"Corporates - Other without own estimates of LGD or conversion factors (012)";"999";"Obligor Grade";"Memorandum items:#Number of obligors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;010;55656;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Internal rating System - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"999";"Obligor Grade";"Internal rating System - PD assigned to the obligor grade or pool";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;020;55656;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Original exposure conversion factors";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"999";"Obligor Grade";"Original exposure conversion factors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;030;55656;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Original exposure conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"999";"Obligor Grade";"Original exposure conversion factors#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;040;55656;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;050;55656;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x38,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;060;55656;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;070;55656;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;080;55656;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;090;55656;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"999";"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;100;55656;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"999";"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;110;55656;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"999";"Obligor Grade";"Exposure value";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;120;55656;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"999";"Obligor Grade";"Exposure value#Of which: off balance sheet items";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x309,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;130;55656;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"999";"Obligor Grade";"Exposure value#Of which: arising from counterparty credit risk";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;140;55656;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"999";"Obligor Grade";"Exposure value#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x21,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;150;55656;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used:";"Guarantees";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used:#Guarantees";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x2,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;160;55656;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used:";"Credit derivatives";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used:#Credit derivatives";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x24,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;170;55656;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of lgd's are used:";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of lgd's are used:";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x12,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;180;55656;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x31,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;190;55656;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x30,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;200;55656;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x32,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;210;55656;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x5,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;220;55656;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"999";"Obligor Grade";"Subject to double default treatment#Unfunded credit protection";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;230;55656;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure weighted average lgd (%)";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"999";"Obligor Grade";"Exposure weighted average lgd (%)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;240;55656;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"999";"Obligor Grade";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;250;55656;integerItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"999";"Obligor Grade";"Exposure-weighted average maturity value (days)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;255;55656;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"999";"Obligor Grade";"Risk weighted exposure amount pre SME-supporting factor";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;260;55656;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"999";"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;270;55656;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"999";"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;280;55656;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"999";"Obligor Grade";"Memorandum items:#Expected loss amount";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;290;55656;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"999";"Obligor Grade";"Memorandum items:#(-) value adjustments and provisions";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;300;55656;integerItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors (013)";"999";"Obligor Grade";"Memorandum items:#Number of obligors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;010;55657;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Internal rating System - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"999";"Obligor Grade";"Internal rating System - PD assigned to the obligor grade or pool";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;020;55657;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Original exposure conversion factors";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"999";"Obligor Grade";"Original exposure conversion factors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;030;55657;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Original exposure conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"999";"Obligor Grade";"Original exposure conversion factors#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;040;55657;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;050;55657;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;060;55657;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;070;55657;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;080;55657;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;090;55657;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"999";"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;100;55657;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"999";"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;110;55657;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"999";"Obligor Grade";"Exposure value";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x246,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;120;55657;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"999";"Obligor Grade";"Exposure value#Of which: off balance sheet items";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x309,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;130;55657;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"999";"Obligor Grade";"Exposure value#Of which: arising from counterparty credit risk";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;140;55657;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"999";"Obligor Grade";"Exposure value#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;150;55657;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used:";"Guarantees";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used:#Guarantees";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;160;55657;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used:";"Credit derivatives";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used:#Credit derivatives";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;170;55657;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of lgd's are used:";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of lgd's are used:";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;180;55657;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;190;55657;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;200;55657;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;210;55657;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;220;55657;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"999";"Obligor Grade";"Subject to double default treatment#Unfunded credit protection";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;230;55657;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure weighted average lgd (%)";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"999";"Obligor Grade";"Exposure weighted average lgd (%)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;240;55657;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"999";"Obligor Grade";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;250;55657;integerItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"999";"Obligor Grade";"Exposure-weighted average maturity value (days)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;255;55657;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"999";"Obligor Grade";"Risk weighted exposure amount pre SME-supporting factor";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;260;55657;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"999";"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;270;55657;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"999";"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;280;55657;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"999";"Obligor Grade";"Memorandum items:#Expected loss amount";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;290;55657;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"999";"Obligor Grade";"Memorandum items:#(-) value adjustments and provisions";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x9,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;300;55657;integerItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors (014)";"999";"Obligor Grade";"Memorandum items:#Number of obligors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;010;55658;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Internal rating System - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"999";"Obligor Grade";"Internal rating System - PD assigned to the obligor grade or pool";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;020;55658;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Original exposure conversion factors";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"999";"Obligor Grade";"Original exposure conversion factors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;030;55658;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Original exposure conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"999";"Obligor Grade";"Original exposure conversion factors#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;040;55658;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;050;55658;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;060;55658;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;070;55658;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;080;55658;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;090;55658;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"999";"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x246,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;100;55658;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"999";"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;110;55658;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"999";"Obligor Grade";"Exposure value";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x246,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;120;55658;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"999";"Obligor Grade";"Exposure value#Of which: off balance sheet items";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x309,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;130;55658;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"999";"Obligor Grade";"Exposure value#Of which: arising from counterparty credit risk";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;140;55658;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"999";"Obligor Grade";"Exposure value#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;150;55658;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used:";"Guarantees";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used:#Guarantees";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;160;55658;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used:";"Credit derivatives";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used:#Credit derivatives";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;170;55658;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of lgd's are used:";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of lgd's are used:";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;180;55658;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;190;55658;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;200;55658;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x32,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;210;55658;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x5,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;220;55658;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"999";"Obligor Grade";"Subject to double default treatment#Unfunded credit protection";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;230;55658;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure weighted average lgd (%)";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"999";"Obligor Grade";"Exposure weighted average lgd (%)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;240;55658;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"999";"Obligor Grade";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;250;55658;integerItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"999";"Obligor Grade";"Exposure-weighted average maturity value (days)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;255;55658;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"999";"Obligor Grade";"Risk weighted exposure amount pre SME-supporting factor";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;260;55658;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"999";"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;270;55658;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"999";"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;280;55658;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"999";"Obligor Grade";"Memorandum items:#Expected loss amount";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;290;55658;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"999";"Obligor Grade";"Memorandum items:#(-) value adjustments and provisions";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x8,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;300;55658;integerItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Qualifying revolving - with own estimates of LGD or conversion factors (015)";"999";"Obligor Grade";"Memorandum items:#Number of obligors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;010;55659;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Internal rating System - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"999";"Obligor Grade";"Internal rating System - PD assigned to the obligor grade or pool";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;020;55659;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Original exposure conversion factors";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"999";"Obligor Grade";"Original exposure conversion factors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;030;55659;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Original exposure conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"999";"Obligor Grade";"Original exposure conversion factors#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x22,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;040;55659;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x3,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;050;55659;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x38,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;060;55659;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x10,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;070;55659;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;080;55659;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;090;55659;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"999";"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;100;55659;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"999";"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;110;55659;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"999";"Obligor Grade";"Exposure value";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;120;55659;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"999";"Obligor Grade";"Exposure value#Of which: off balance sheet items";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x309,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;130;55659;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"999";"Obligor Grade";"Exposure value#Of which: arising from counterparty credit risk";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;140;55659;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"999";"Obligor Grade";"Exposure value#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x21,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;150;55659;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used:";"Guarantees";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used:#Guarantees";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x2,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;160;55659;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used:";"Credit derivatives";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used:#Credit derivatives";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x24,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;170;55659;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of lgd's are used:";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of lgd's are used:";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x12,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;180;55659;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x31,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;190;55659;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x30,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;200;55659;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x32,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;210;55659;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Receivables";;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Receivables";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,CRM=eba_CP:x5,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;220;55659;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Subject to double default treatment";"Unfunded credit protection";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"999";"Obligor Grade";"Subject to double default treatment#Unfunded credit protection";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;230;55659;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure weighted average lgd (%)";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"999";"Obligor Grade";"Exposure weighted average lgd (%)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;240;55659;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"999";"Obligor Grade";"Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii163,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;250;55659;integerItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure-weighted average maturity value (days)";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"999";"Obligor Grade";"Exposure-weighted average maturity value (days)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi309,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;255;55659;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount pre SME-supporting factor";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"999";"Obligor Grade";"Risk weighted exposure amount pre SME-supporting factor";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;260;55659;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";;;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"999";"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi310,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;270;55659;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"999";"Obligor Grade";"Risk weighted exposure amount after SME-supporting factor#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;280;55659;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"Expected loss amount";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"999";"Obligor Grade";"Memorandum items:#Expected loss amount";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi211,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;290;55659;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"(-) value adjustments and provisions";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"999";"Obligor Grade";"Memorandum items:#(-) value adjustments and provisions";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii177,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x23,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;300;55659;integerItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Memorandum items:";"Number of obligors";;;;;;;;;"Retail - Other SME - with own estimates of LGD or conversion factors (016)";"999";"Obligor Grade";"Memorandum items:#Number of obligors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x66,BAS=eba_BA:x17,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;010;55660;percentItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Internal rating System - PD assigned to the obligor grade or pool";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"999";"Obligor Grade";"Internal rating System - PD assigned to the obligor grade or pool";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;020;55660;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Original exposure conversion factors";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"999";"Obligor Grade";"Original exposure conversion factors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;030;55660;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Original exposure conversion factors";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"999";"Obligor Grade";"Original exposure conversion factors#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi96,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x22,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;040;55660;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi94,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x3,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;050;55660;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi97,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x38,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;060;55660;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"(-) Other funded credit protection";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#(-) Other funded credit protection";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi89,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x10,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;070;55660;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"(-) Total outflows";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#(-) Total outflows";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi87,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;080;55660;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure";"Substitution of the exposure due to CRM";"Total inflows (+)";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"999";"Obligor Grade";"Credit risk mitigation (CRM) techniques with substitution effects on the exposure#Substitution of the exposure due to CRM#Total inflows (+)";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;090;55660;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"999";"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi116,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;100;55660;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors";"Of which: off balance sheet items";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"999";"Obligor Grade";"Exposure after CRM substitution effects pre conversion factors#Of which: off balance sheet items";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;110;55660;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";;;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"999";"Obligor Grade";"Exposure value";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x246,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;120;55660;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: off balance sheet items";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"999";"Obligor Grade";"Exposure value#Of which: off balance sheet items";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x309,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;130;55660;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: arising from counterparty credit risk";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"999";"Obligor Grade";"Exposure value#Of which: arising from counterparty credit risk";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPY=eba_CT:x14,CPZ=eba_CT:x11,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;140;55660;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Exposure value";"Of which: large financial sector entities and unregulated financial entities";;;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"999";"Obligor Grade";"Exposure value#Of which: large financial sector entities and unregulated financial entities";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x21,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;150;55660;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used:";"Guarantees";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used:#Guarantees";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x2,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;160;55660;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Own estimates of lgd's are used:";"Credit derivatives";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Own estimates of lgd's are used:#Credit derivatives";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x24,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;170;55660;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Own estimates of lgd's are used:";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Own estimates of lgd's are used:";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x12,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;180;55660;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Eligible financial collateral";;;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Eligible financial collateral";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x31,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;190;55660;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Real estate";;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Real estate";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi42,APR=eba_AP:x66,BAS=eba_BA:x9,CPS=eba_CT:x22,CPZ=eba_CT:x11,CRM=eba_CP:x30,EXC=eba_EC:x7,MCY=eba_MC:x195,MRW=eba_AP:x15,OGR=999,PRP=eba_PL:x10,TRI=eba_TR:x4";C_08.02;999;200;55660;monetaryItemType;C 08.02 (CR IRB 2) Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades;"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment";"Funded credit protection";"Other eligible collateral";"Other physical collateral";;;;;;;"Retail - Other non-SME - with own estimates of LGD or conversion factors (017)";"999";"Obligor Grade";"Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment#Funded credit protection#Other eligible collateral#Other physical collateral";True;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:AL,CPS=eba_CT:x22,ECB=eba_EC:x26,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;080;040;1754;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Retail";"Observed new defaults for the period";;;;;;;;;;"ALBANIA (1754)";"080";"Retail";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:AL,ECB=eba_EC:x13,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;040;1754;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Observed new defaults for the period";;;;;;;;;;"ALBANIA (1754)";"120";"Covered bonds";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:AL,ECB=eba_EC:x1,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;150;040;1754;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Equity exposures";"Observed new defaults for the period";;;;;;;;;;"ALBANIA (1754)";"150";"Equity exposures";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:AL,ECB=eba_EC:x25,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;160;040;1754;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Other exposures";"Observed new defaults for the period";;;;;;;;;;"ALBANIA (1754)";"160";"Other exposures";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:x1,CPS=eba_CT:x19,ECB=eba_EC:x22,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;030;040;6145;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Public sector entities";"Observed new defaults for the period";;;;;;;;;;"All countries (6145)";"030";"Public sector entities";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:x1,ECB=eba_EC:x13,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;040;6145;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Observed new defaults for the period";;;;;;;;;;"All countries (6145)";"120";"Covered bonds";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:x1,ECB=eba_EC:x1,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;150;040;6145;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Equity exposures";"Observed new defaults for the period";;;;;;;;;;"All countries (6145)";"150";"Equity exposures";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:AT,CPS=eba_CT:x19,ECB=eba_EC:x22,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;030;040;1755;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Public sector entities";"Observed new defaults for the period";;;;;;;;;;"AUSTRIA (1755)";"030";"Public sector entities";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:AT,CPS=eba_CT:x13,ECB=eba_EC:x20,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;050;040;1755;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"International Organisations";"Observed new defaults for the period";;;;;;;;;;"AUSTRIA (1755)";"050";"International Organisations";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:AT,CPS=eba_CT:x51,ECB=eba_EC:x17,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;070;040;1755;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Corporates";"Observed new defaults for the period";;;;;;;;;;"AUSTRIA (1755)";"070";"Corporates";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:AT,ECB=eba_EC:x13,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;040;1755;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Observed new defaults for the period";;;;;;;;;;"AUSTRIA (1755)";"120";"Covered bonds";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:BE,CPS=eba_CT:x51,ECB=eba_EC:x17,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;070;040;1756;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Corporates";"Observed new defaults for the period";;;;;;;;;;"BELGIUM (1756)";"070";"Corporates";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:BG,ECB=eba_EC:x13,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;040;1757;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Observed new defaults for the period";;;;;;;;;;"BULGARIA (1757)";"120";"Covered bonds";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:BG,ECB=eba_EC:x1,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;150;040;1757;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Equity exposures";"Observed new defaults for the period";;;;;;;;;;"BULGARIA (1757)";"150";"Equity exposures";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:BG,ECB=eba_EC:x25,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;160;040;1757;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Other exposures";"Observed new defaults for the period";;;;;;;;;;"BULGARIA (1757)";"160";"Other exposures";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:BG,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;170;040;1757;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Total exposures";"Observed new defaults for the period";;;;;;;;;;"BULGARIA (1757)";"170";"Total exposures";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:CY,CPS=eba_CT:x19,ECB=eba_EC:x22,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;030;040;1759;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Public sector entities";"Observed new defaults for the period";;;;;;;;;;"CYPRUS (1759)";"030";"Public sector entities";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:CY,ECB=eba_EC:x13,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;020;1759;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Defaulted exposures";;;;;;;;;;"CYPRUS (1759)";"120";"Covered bonds";"Defaulted exposures";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:CY,ECB=eba_EC:x13,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;040;1759;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Observed new defaults for the period";;;;;;;;;;"CYPRUS (1759)";"120";"Covered bonds";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:CY,ECB=eba_EC:x13,IMS=eba_IM:x3,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;070;1759;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"CYPRUS (1759)";"120";"Covered bonds";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:CY,ECB=eba_EC:x18,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;040;1759;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Observed new defaults for the period";;;;;;;;;;"CYPRUS (1759)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:CY,ECB=eba_EC:x18,IMS=eba_IM:x3,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;070;1759;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"CYPRUS (1759)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:CY,ECB=eba_EC:x14,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;140;040;1759;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims in the form of CIU";"Observed new defaults for the period";;;;;;;;;;"CYPRUS (1759)";"140";"Claims in the form of CIU";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:CY,ECB=eba_EC:x1,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;150;020;1759;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Equity exposures";"Defaulted exposures";;;;;;;;;;"CYPRUS (1759)";"150";"Equity exposures";"Defaulted exposures";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:CY,ECB=eba_EC:x1,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;150;040;1759;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Equity exposures";"Observed new defaults for the period";;;;;;;;;;"CYPRUS (1759)";"150";"Equity exposures";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:CY,ECB=eba_EC:x25,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;160;040;1759;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Other exposures";"Observed new defaults for the period";;;;;;;;;;"CYPRUS (1759)";"160";"Other exposures";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:CY,ECB=eba_EC:x25,IMS=eba_IM:x3,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;160;070;1759;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Other exposures";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"CYPRUS (1759)";"160";"Other exposures";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:CY,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;170;020;1759;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Total exposures";"Defaulted exposures";;;;;;;;;;"CYPRUS (1759)";"170";"Total exposures";"Defaulted exposures";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:CY,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;170;040;1759;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Total exposures";"Observed new defaults for the period";;;;;;;;;;"CYPRUS (1759)";"170";"Total exposures";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:CZ,CPS=eba_CT:x2,ECB=eba_EC:x16,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;010;020;1760;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Central governments or central banks";"Defaulted exposures";;;;;;;;;;"CZECH REPUBLIC (1760)";"010";"Central governments or central banks";"Defaulted exposures";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:CZ,CPS=eba_CT:x19,ECB=eba_EC:x22,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;030;020;1760;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Public sector entities";"Defaulted exposures";;;;;;;;;;"CZECH REPUBLIC (1760)";"030";"Public sector entities";"Defaulted exposures";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:DK,CPZ=eba_CT:x23,ECB=eba_EC:x15,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;095;040;1761;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Observed new defaults for the period";;;;;;;;;;"DENMARK (1761)";"090#095";"Secured by mortgages on immovable property#Of which: SME";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:DK,ECB=eba_EC:x13,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;040;1761;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Observed new defaults for the period";;;;;;;;;;"DENMARK (1761)";"120";"Covered bonds";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:DK,ECB=eba_EC:x18,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;040;1761;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Observed new defaults for the period";;;;;;;;;;"DENMARK (1761)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:DK,ECB=eba_EC:x14,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;140;040;1761;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims in the form of CIU";"Observed new defaults for the period";;;;;;;;;;"DENMARK (1761)";"140";"Claims in the form of CIU";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:DK,ECB=eba_EC:x1,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;150;040;1761;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Equity exposures";"Observed new defaults for the period";;;;;;;;;;"DENMARK (1761)";"150";"Equity exposures";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:DK,ECB=eba_EC:x25,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;160;040;1761;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Other exposures";"Observed new defaults for the period";;;;;;;;;;"DENMARK (1761)";"160";"Other exposures";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:DK,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;170;040;1761;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Total exposures";"Observed new defaults for the period";;;;;;;;;;"DENMARK (1761)";"170";"Total exposures";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:EE,CPS=eba_CT:x2,ECB=eba_EC:x16,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;010;020;1763;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Central governments or central banks";"Defaulted exposures";;;;;;;;;;"ESTONIA (1763)";"010";"Central governments or central banks";"Defaulted exposures";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:EE,ECB=eba_EC:x15,IMS=eba_IM:x3,MCY=eba_MC:x393,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;090;070;1763;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Secured by mortgages on immovable property";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"ESTONIA (1763)";"090";"Secured by mortgages on immovable property";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:EE,CPZ=eba_CT:x23,ECB=eba_EC:x15,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;095;020;1763;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Defaulted exposures";;;;;;;;;;"ESTONIA (1763)";"090#095";"Secured by mortgages on immovable property#Of which: SME";"Defaulted exposures";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:EE,CPZ=eba_CT:x23,ECB=eba_EC:x15,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;095;040;1763;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Of which: SME";"Observed new defaults for the period";;;;;;;;;;"ESTONIA (1763)";"090#095";"Secured by mortgages on immovable property#Of which: SME";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:EE,ECB=eba_EC:x24,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;110;040;1763;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Items associated with particularly high risk";"Observed new defaults for the period";;;;;;;;;;"ESTONIA (1763)";"110";"Items associated with particularly high risk";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:EE,ECB=eba_EC:x24,IMS=eba_IM:x3,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;110;070;1763;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Items associated with particularly high risk";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"ESTONIA (1763)";"110";"Items associated with particularly high risk";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:EE,ECB=eba_EC:x13,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;020;1763;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Defaulted exposures";;;;;;;;;;"ESTONIA (1763)";"120";"Covered bonds";"Defaulted exposures";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:EE,ECB=eba_EC:x13,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;040;1763;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Observed new defaults for the period";;;;;;;;;;"ESTONIA (1763)";"120";"Covered bonds";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:EE,ECB=eba_EC:x13,IMS=eba_IM:x3,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;070;1763;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"ESTONIA (1763)";"120";"Covered bonds";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:EE,ECB=eba_EC:x18,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;040;1763;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Observed new defaults for the period";;;;;;;;;;"ESTONIA (1763)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:EE,ECB=eba_EC:x18,IMS=eba_IM:x3,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;070;1763;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"ESTONIA (1763)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:EE,ECB=eba_EC:x14,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;140;020;1763;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims in the form of CIU";"Defaulted exposures";;;;;;;;;;"ESTONIA (1763)";"140";"Claims in the form of CIU";"Defaulted exposures";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:EE,ECB=eba_EC:x14,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;140;040;1763;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims in the form of CIU";"Observed new defaults for the period";;;;;;;;;;"ESTONIA (1763)";"140";"Claims in the form of CIU";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:EE,ECB=eba_EC:x1,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;150;040;1763;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Equity exposures";"Observed new defaults for the period";;;;;;;;;;"ESTONIA (1763)";"150";"Equity exposures";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:EE,ECB=eba_EC:x25,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;160;040;1763;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Other exposures";"Observed new defaults for the period";;;;;;;;;;"ESTONIA (1763)";"160";"Other exposures";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:EE,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;170;040;1763;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Total exposures";"Observed new defaults for the period";;;;;;;;;;"ESTONIA (1763)";"170";"Total exposures";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:FI,CPS=eba_CT:x2,ECB=eba_EC:x16,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;010;020;1764;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Central governments or central banks";"Defaulted exposures";;;;;;;;;;"FINLAND (1764)";"010";"Central governments or central banks";"Defaulted exposures";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:FI,ECB=eba_EC:x15,IMS=eba_IM:x3,MCY=eba_MC:x393,PRP=eba_PL:x10,TCP=eba_CP:x33,TRI=eba_TR:x4";C_09.01.b;090;070;1764;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Secured by mortgages on immovable property";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"FINLAND (1764)";"090";"Secured by mortgages on immovable property";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:FI,ECB=eba_EC:x13,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;040;1764;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Observed new defaults for the period";;;;;;;;;;"FINLAND (1764)";"120";"Covered bonds";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:FI,ECB=eba_EC:x18,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;040;1764;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Observed new defaults for the period";;;;;;;;;;"FINLAND (1764)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:FI,ECB=eba_EC:x1,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;150;040;1764;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Equity exposures";"Observed new defaults for the period";;;;;;;;;;"FINLAND (1764)";"150";"Equity exposures";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:FI,ECB=eba_EC:x25,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;160;040;1764;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Other exposures";"Observed new defaults for the period";;;;;;;;;;"FINLAND (1764)";"160";"Other exposures";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:FR,CPS=eba_CT:x15,ECB=eba_EC:x21,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;040;040;1765;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Multilateral Development Banks";"Observed new defaults for the period";;;;;;;;;;"FRANCE (1765)";"040";"Multilateral Development Banks";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:DE,ECB=eba_EC:x13,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;040;1766;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Observed new defaults for the period";;;;;;;;;;"GERMANY (1766)";"120";"Covered bonds";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:GR,ECB=eba_EC:x1,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;150;040;1767;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Equity exposures";"Observed new defaults for the period";;;;;;;;;;"GREECE (1767)";"150";"Equity exposures";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:HU,CPS=eba_CT:x19,ECB=eba_EC:x22,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;030;040;1768;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Public sector entities";"Observed new defaults for the period";;;;;;;;;;"HUNGARY (1768)";"030";"Public sector entities";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:HU,CPS=eba_CT:x13,ECB=eba_EC:x20,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;050;040;1768;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"International Organisations";"Observed new defaults for the period";;;;;;;;;;"HUNGARY (1768)";"050";"International Organisations";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:HU,CPS=eba_CT:x6,ECB=eba_EC:x19,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;060;040;1768;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Institutions";"Observed new defaults for the period";;;;;;;;;;"HUNGARY (1768)";"060";"Institutions";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:HU,CPS=eba_CT:x51,ECB=eba_EC:x17,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;070;040;1768;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Corporates";"Observed new defaults for the period";;;;;;;;;;"HUNGARY (1768)";"070";"Corporates";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:HU,ECB=eba_EC:x13,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;040;1768;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Observed new defaults for the period";;;;;;;;;;"HUNGARY (1768)";"120";"Covered bonds";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:HU,ECB=eba_EC:x1,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;150;040;1768;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Equity exposures";"Observed new defaults for the period";;;;;;;;;;"HUNGARY (1768)";"150";"Equity exposures";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:IE,CPS=eba_CT:x19,ECB=eba_EC:x22,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;030;040;1769;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Public sector entities";"Observed new defaults for the period";;;;;;;;;;"IRELAND (1769)";"030";"Public sector entities";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:IE,CPS=eba_CT:x13,ECB=eba_EC:x20,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;050;040;1769;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"International Organisations";"Observed new defaults for the period";;;;;;;;;;"IRELAND (1769)";"050";"International Organisations";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:JP,ECB=eba_EC:x13,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;040;1771;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Observed new defaults for the period";;;;;;;;;;"JAPAN (1771)";"120";"Covered bonds";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:JP,ECB=eba_EC:x1,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;150;040;1771;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Equity exposures";"Observed new defaults for the period";;;;;;;;;;"JAPAN (1771)";"150";"Equity exposures";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:JP,ECB=eba_EC:x25,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;160;040;1771;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Other exposures";"Observed new defaults for the period";;;;;;;;;;"JAPAN (1771)";"160";"Other exposures";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:LV,ECB=eba_EC:x13,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;040;1772;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Observed new defaults for the period";;;;;;;;;;"LATVIA (1772)";"120";"Covered bonds";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:LV,ECB=eba_EC:x1,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;150;040;1772;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Equity exposures";"Observed new defaults for the period";;;;;;;;;;"LATVIA (1772)";"150";"Equity exposures";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:LT,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;170;040;1773;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Total exposures";"Observed new defaults for the period";;;;;;;;;;"LITHUANIA (1773)";"170";"Total exposures";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:LU,ECB=eba_EC:x25,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;160;040;1774;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Other exposures";"Observed new defaults for the period";;;;;;;;;;"LUXEMBOURG (1774)";"160";"Other exposures";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:LU,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;170;040;1774;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Total exposures";"Observed new defaults for the period";;;;;;;;;;"LUXEMBOURG (1774)";"170";"Total exposures";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:MT,ECB=eba_EC:x13,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;040;1776;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Observed new defaults for the period";;;;;;;;;;"MALTA (1776)";"120";"Covered bonds";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:NL,CPS=eba_CT:x22,ECB=eba_EC:x26,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;080;040;1777;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Retail";"Observed new defaults for the period";;;;;;;;;;"NETHERLANDS (1777)";"080";"Retail";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:NL,CPS=eba_CT:x22,ECB=eba_EC:x26,IMS=eba_IM:x3,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;080;070;1777;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Retail";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"NETHERLANDS (1777)";"080";"Retail";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:NL,ECB=eba_EC:x24,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;110;040;1777;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Items associated with particularly high risk";"Observed new defaults for the period";;;;;;;;;;"NETHERLANDS (1777)";"110";"Items associated with particularly high risk";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:NL,ECB=eba_EC:x24,IMS=eba_IM:x3,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;110;070;1777;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Items associated with particularly high risk";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"NETHERLANDS (1777)";"110";"Items associated with particularly high risk";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:NL,ECB=eba_EC:x13,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;020;1777;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Defaulted exposures";;;;;;;;;;"NETHERLANDS (1777)";"120";"Covered bonds";"Defaulted exposures";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:NL,ECB=eba_EC:x13,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;040;1777;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Observed new defaults for the period";;;;;;;;;;"NETHERLANDS (1777)";"120";"Covered bonds";"Observed new defaults for the period";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi76,APR=eba_AP:x42,BAS=eba_BA:x17,CEG=eba_GA:NL,ECB=eba_EC:x13,IMS=eba_IM:x3,MCY=eba_MC:x393,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;070;1777;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Credit risk adjustments/write-offs for observed new defaults";;;;;;;;;;"NETHERLANDS (1777)";"120";"Covered bonds";"Credit risk adjustments/write-offs for observed new defaults";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:NL,ECB=eba_EC:x18,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;130;020;1777;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims on institutions and corporate with a short-term credit assessment";"Defaulted exposures";;;;;;;;;;"NETHERLANDS (1777)";"130";"Claims on institutions and corporate with a short-term credit assessment";"Defaulted exposures";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:NL,ECB=eba_EC:x14,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;140;040;1777;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Claims in the form of CIU";"Observed new defaults for the period";;;;;;;;;;"NETHERLANDS (1777)";"140";"Claims in the form of CIU";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:NL,ECB=eba_EC:x1,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;150;040;1777;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Equity exposures";"Observed new defaults for the period";;;;;;;;;;"NETHERLANDS (1777)";"150";"Equity exposures";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:MK,CPS=eba_CT:x22,ECB=eba_EC:x26,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;080;040;1775;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Retail";"Observed new defaults for the period";;;;;;;;;;"NORTH MACEDONIA (1775)";"080";"Retail";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md179,APR=eba_AP:x42,BAS=eba_BA:x9,CEG=eba_GA:NO,ECB=eba_EC:x13,IMS=eba_IM:x3,MCY=eba_MC:x195,PRP=eba_PL:x10,TRI=eba_TR:x4";C_09.01.b;120;040;1782;monetaryItemType;C 09.01.b (CR GB 1) Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default;"Covered bonds";"Observed new defaults for the period";;;;;;;;;;"NORWAY (1782)";"120";"Covered bonds";"Observed new defaults for the period";False;True;"Country"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi453,BAS=eba_BA:x17,RIO=eba_GA:RS";C_09.04;120;020;1789;percentItemType;C 09.04 (CCB) Breakdown of credit exposures relevant for the calculation of the countercyclical buffer by country and institution-specific countercyclical buffer rate;"Countercyclical capital buffer rate set by the Designated Authority";"Percentage";;;;;;;;;;"SERBIA (1789)";"119#120";"Countercyclical capital buffer rates#Countercyclical capital buffer rate set by the Designated Authority";"Percentage";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi454,BAS=eba_BA:x17,RIO=eba_GA:RS";C_09.04;130;020;1789;percentItemType;C 09.04 (CCB) Breakdown of credit exposures relevant for the calculation of the countercyclical buffer by country and institution-specific countercyclical buffer rate;"Countercyclical capital buffer rate applicable for the country of the institution";"Percentage";;;;;;;;;;"SERBIA (1789)";"119#130";"Countercyclical capital buffer rates#Countercyclical capital buffer rate applicable for the country of the institution";"Percentage";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi455,BAS=eba_BA:x17,RIO=eba_GA:RS";C_09.04;140;020;1789;percentItemType;C 09.04 (CCB) Breakdown of credit exposures relevant for the calculation of the countercyclical buffer by country and institution-specific countercyclical buffer rate;"Institution-specific countercyclical capital buffer rate";"Percentage";;;;;;;;;;"SERBIA (1789)";"119#140";"Countercyclical capital buffer rates#Institution-specific countercyclical capital buffer rate";"Percentage";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:bi456,BAS=eba_BA:x20,PRP=eba_PL:x10,RIO=eba_GA:RS";C_09.04;150;030;1789;booleanItemType;C 09.04 (CCB) Breakdown of credit exposures relevant for the calculation of the countercyclical buffer by country and institution-specific countercyclical buffer rate;"Use of 2 % threshold for general credit exposure";"Qualitative information";;;;;;;;;;"SERBIA (1789)";"149#150";"Use of 2% threshold#Use of 2 % threshold for general credit exposure";"Qualitative information";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:bi456,BAS=eba_BA:x20,PRP=eba_PL:x51,RIO=eba_GA:RS";C_09.04;160;030;1789;booleanItemType;C 09.04 (CCB) Breakdown of credit exposures relevant for the calculation of the countercyclical buffer by country and institution-specific countercyclical buffer rate;"Use of 2 % threshold for trading book exposure";"Qualitative information";;;;;;;;;;"SERBIA (1789)";"149#160";"Use of 2% threshold#Use of 2 % threshold for trading book exposure";"Qualitative information";False;True;"Country"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi212,APR=eba_AP:x27,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x193,MRW=eba_AP:x58,PRP=eba_PL:x11,TRI=eba_TR:x32";C_10.01;010;080;;monetaryItemType;C 10.01 (CR EQU IRB 1) Credit risk: Equity - IRB approaches to capital requirements - TOTAL;"Total IRB Equity Exposures";"Risk weighted exposure amount";;;;;;;;;;;"010";"Total IRB Equity Exposures";"Risk weighted exposure amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x27,BAS=eba_BA:x17,EXC=eba_EC:x1,MCY=eba_MC:x193,MRW=eba_AP:x34,PRP=eba_PL:x11,TRI=eba_TR:x32";C_10.01;020;010;;percentItemType;C 10.01 (CR EQU IRB 1) Credit risk: Equity - IRB approaches to capital requirements - TOTAL;"PD/LGD approach: Total";"Internal rating system";"PD assigned to the obligor grade or pool (%)";;;;;;;;;;"020";"PD/LGD approach: Total";"Internal rating system#PD assigned to the obligor grade or pool (%)";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x27,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x193,MRW=eba_AP:x34,PRP=eba_PL:x11,TRI=eba_TR:x32";C_10.01;020;020;;monetaryItemType;C 10.01 (CR EQU IRB 1) Credit risk: Equity - IRB approaches to capital requirements - TOTAL;"PD/LGD approach: Total";"Original exposure pre conversion factors";;;;;;;;;;;"020";"PD/LGD approach: Total";"Original exposure pre conversion factors";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi100,APR=eba_AP:x27,BAS=eba_BA:x9,CRM=eba_CP:x34,EXC=eba_EC:x1,MCY=eba_MC:x193,MRW=eba_AP:x34,PRP=eba_PL:x11,TRI=eba_TR:x32";C_10.01;020;030;;monetaryItemType;C 10.01 (CR EQU IRB 1) Credit risk: Equity - IRB approaches to capital requirements - TOTAL;"PD/LGD approach: Total";"Credit Risk Mitigation(CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;;"020";"PD/LGD approach: Total";"Credit Risk Mitigation(CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi100,APR=eba_AP:x27,BAS=eba_BA:x9,CRM=eba_CP:x4,EXC=eba_EC:x1,MCY=eba_MC:x193,MRW=eba_AP:x34,PRP=eba_PL:x11,TRI=eba_TR:x32";C_10.01;020;040;;monetaryItemType;C 10.01 (CR EQU IRB 1) Credit risk: Equity - IRB approaches to capital requirements - TOTAL;"PD/LGD approach: Total";"Credit Risk Mitigation(CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;;"020";"PD/LGD approach: Total";"Credit Risk Mitigation(CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi100,APR=eba_AP:x27,BAS=eba_BA:x9,CRM=eba_CP:x37,EXC=eba_EC:x1,MCY=eba_MC:x193,MRW=eba_AP:x34,PRP=eba_PL:x11,TRI=eba_TR:x32";C_10.01;020;050;;monetaryItemType;C 10.01 (CR EQU IRB 1) Credit risk: Equity - IRB approaches to capital requirements - TOTAL;"PD/LGD approach: Total";"Credit Risk Mitigation(CRM) techniques with substitution effects on the exposure";"(-) Substitution of the exposure due to CRM (-) Total outflows";;;;;;;;;;"020";"PD/LGD approach: Total";"Credit Risk Mitigation(CRM) techniques with substitution effects on the exposure#(-) Substitution of the exposure due to CRM (-) Total outflows";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x27,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x193,MRW=eba_AP:x34,PRP=eba_PL:x11,TRI=eba_TR:x32";C_10.01;020;060;;monetaryItemType;C 10.01 (CR EQU IRB 1) Credit risk: Equity - IRB approaches to capital requirements - TOTAL;"PD/LGD approach: Total";"Exposure value";;;;;;;;;;;"020";"PD/LGD approach: Total";"Exposure value";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi158,APR=eba_AP:x27,BAS=eba_BA:x17,EXC=eba_EC:x1,MCY=eba_MC:x193,MRW=eba_AP:x34,PRP=eba_PL:x11,TRI=eba_TR:x32";C_10.01;020;070;;percentItemType;C 10.01 (CR EQU IRB 1) Credit risk: Equity - IRB approaches to capital requirements - TOTAL;"PD/LGD approach: Total";"Exposure weighted average LGD (%)";;;;;;;;;;;"020";"PD/LGD approach: Total";"Exposure weighted average LGD (%)";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi212,APR=eba_AP:x27,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x193,MRW=eba_AP:x34,PRP=eba_PL:x11,TRI=eba_TR:x32";C_10.01;020;080;;monetaryItemType;C 10.01 (CR EQU IRB 1) Credit risk: Equity - IRB approaches to capital requirements - TOTAL;"PD/LGD approach: Total";"Risk weighted exposure amount";;;;;;;;;;;"020";"PD/LGD approach: Total";"Risk weighted exposure amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x27,BAS=eba_BA:x17,EXC=eba_EC:x1,MCY=eba_MC:x193,MRW=eba_AP:x34,PRP=eba_PL:x11,TRI=eba_TR:x32";C_10.01;020;090;;monetaryItemType;C 10.01 (CR EQU IRB 1) Credit risk: Equity - IRB approaches to capital requirements - TOTAL;"PD/LGD approach: Total";"Memorandum item: Expected loss amount";;;;;;;;;;;"020";"PD/LGD approach: Total";"Memorandum item: Expected loss amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x27,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x193,MRW=eba_AP:x35,PRP=eba_PL:x11,TRI=eba_TR:x32";C_10.01;050;020;;monetaryItemType;C 10.01 (CR EQU IRB 1) Credit risk: Equity - IRB approaches to capital requirements - TOTAL;"Simple risk weight approach: Total";"Original exposure pre conversion factors";;;;;;;;;;;"050";"Simple risk weight approach: Total";"Original exposure pre conversion factors";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi100,APR=eba_AP:x27,BAS=eba_BA:x9,CRM=eba_CP:x34,EXC=eba_EC:x1,MCY=eba_MC:x193,MRW=eba_AP:x35,PRP=eba_PL:x11,TRI=eba_TR:x32";C_10.01;050;030;;monetaryItemType;C 10.01 (CR EQU IRB 1) Credit risk: Equity - IRB approaches to capital requirements - TOTAL;"Simple risk weight approach: Total";"Credit Risk Mitigation(CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Guarantees";;;;;;;;;"050";"Simple risk weight approach: Total";"Credit Risk Mitigation(CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Guarantees";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi100,APR=eba_AP:x27,BAS=eba_BA:x9,CRM=eba_CP:x4,EXC=eba_EC:x1,MCY=eba_MC:x193,MRW=eba_AP:x35,PRP=eba_PL:x11,TRI=eba_TR:x32";C_10.01;050;040;;monetaryItemType;C 10.01 (CR EQU IRB 1) Credit risk: Equity - IRB approaches to capital requirements - TOTAL;"Simple risk weight approach: Total";"Credit Risk Mitigation(CRM) techniques with substitution effects on the exposure";"Unfunded credit protection";"(-) Credit derivatives";;;;;;;;;"050";"Simple risk weight approach: Total";"Credit Risk Mitigation(CRM) techniques with substitution effects on the exposure#Unfunded credit protection#(-) Credit derivatives";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi100,APR=eba_AP:x27,BAS=eba_BA:x9,CRM=eba_CP:x37,EXC=eba_EC:x1,MCY=eba_MC:x193,MRW=eba_AP:x35,PRP=eba_PL:x11,TRI=eba_TR:x32";C_10.01;050;050;;monetaryItemType;C 10.01 (CR EQU IRB 1) Credit risk: Equity - IRB approaches to capital requirements - TOTAL;"Simple risk weight approach: Total";"Credit Risk Mitigation(CRM) techniques with substitution effects on the exposure";"(-) Substitution of the exposure due to CRM (-) Total outflows";;;;;;;;;;"050";"Simple risk weight approach: Total";"Credit Risk Mitigation(CRM) techniques with substitution effects on the exposure#(-) Substitution of the exposure due to CRM (-) Total outflows";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x27,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x193,MRW=eba_AP:x35,PRP=eba_PL:x11,TRI=eba_TR:x32";C_10.01;050;060;;monetaryItemType;C 10.01 (CR EQU IRB 1) Credit risk: Equity - IRB approaches to capital requirements - TOTAL;"Simple risk weight approach: Total";"Exposure value";;;;;;;;;;;"050";"Simple risk weight approach: Total";"Exposure value";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi212,APR=eba_AP:x27,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x193,MRW=eba_AP:x35,PRP=eba_PL:x11,TRI=eba_TR:x32";C_10.01;050;080;;monetaryItemType;C 10.01 (CR EQU IRB 1) Credit risk: Equity - IRB approaches to capital requirements - TOTAL;"Simple risk weight approach: Total";"Risk weighted exposure amount";;;;;;;;;;;"050";"Simple risk weight approach: Total";"Risk weighted exposure amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x27,BAS=eba_BA:x17,EXC=eba_EC:x1,MCY=eba_MC:x193,MRW=eba_AP:x35,PRP=eba_PL:x11,TRI=eba_TR:x32";C_10.01;050;090;;monetaryItemType;C 10.01 (CR EQU IRB 1) Credit risk: Equity - IRB approaches to capital requirements - TOTAL;"Simple risk weight approach: Total";"Memorandum item: Expected loss amount";;;;;;;;;;;"050";"Simple risk weight approach: Total";"Memorandum item: Expected loss amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x27,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x193,MRW=eba_AP:x35,PRP=eba_PL:x11,RWS=eba_PC:x17,TRI=eba_TR:x32";C_10.01;070;020;;monetaryItemType;C 10.01 (CR EQU IRB 1) Credit risk: Equity - IRB approaches to capital requirements - TOTAL;"190%";"Original exposure pre conversion factors";;;;;;;;;;;"060#070";"Breakdown of total exposures under the simple risk weight Approach by risk weights:#190%";"Original exposure pre conversion factors";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x27,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x193,MRW=eba_AP:x35,PRP=eba_PL:x11,RWS=eba_PC:x17,TRI=eba_TR:x32";C_10.01;070;060;;monetaryItemType;C 10.01 (CR EQU IRB 1) Credit risk: Equity - IRB approaches to capital requirements - TOTAL;"190%";"Exposure value";;;;;;;;;;;"060#070";"Breakdown of total exposures under the simple risk weight Approach by risk weights:#190%";"Exposure value";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi212,APR=eba_AP:x27,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x193,MRW=eba_AP:x35,PRP=eba_PL:x11,RWS=eba_PC:x17,TRI=eba_TR:x32";C_10.01;070;080;;monetaryItemType;C 10.01 (CR EQU IRB 1) Credit risk: Equity - IRB approaches to capital requirements - TOTAL;"190%";"Risk weighted exposure amount";;;;;;;;;;;"060#070";"Breakdown of total exposures under the simple risk weight Approach by risk weights:#190%";"Risk weighted exposure amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x27,BAS=eba_BA:x17,EXC=eba_EC:x1,MCY=eba_MC:x193,MRW=eba_AP:x35,PRP=eba_PL:x11,RWS=eba_PC:x17,TRI=eba_TR:x32";C_10.01;070;090;;monetaryItemType;C 10.01 (CR EQU IRB 1) Credit risk: Equity - IRB approaches to capital requirements - TOTAL;"190%";"Memorandum item: Expected loss amount";;;;;;;;;;;"060#070";"Breakdown of total exposures under the simple risk weight Approach by risk weights:#190%";"Memorandum item: Expected loss amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x27,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x193,MRW=eba_AP:x35,PRP=eba_PL:x11,RWS=eba_PC:x21,TRI=eba_TR:x32";C_10.01;080;020;;monetaryItemType;C 10.01 (CR EQU IRB 1) Credit risk: Equity - IRB approaches to capital requirements - TOTAL;"290%";"Original exposure pre conversion factors";;;;;;;;;;;"060#080";"Breakdown of total exposures under the simple risk weight Approach by risk weights:#290%";"Original exposure pre conversion factors";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x27,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x193,MRW=eba_AP:x35,PRP=eba_PL:x11,RWS=eba_PC:x21,TRI=eba_TR:x32";C_10.01;080;060;;monetaryItemType;C 10.01 (CR EQU IRB 1) Credit risk: Equity - IRB approaches to capital requirements - TOTAL;"290%";"Exposure value";;;;;;;;;;;"060#080";"Breakdown of total exposures under the simple risk weight Approach by risk weights:#290%";"Exposure value";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi212,APR=eba_AP:x27,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x193,MRW=eba_AP:x35,PRP=eba_PL:x11,RWS=eba_PC:x21,TRI=eba_TR:x32";C_10.01;080;080;;monetaryItemType;C 10.01 (CR EQU IRB 1) Credit risk: Equity - IRB approaches to capital requirements - TOTAL;"290%";"Risk weighted exposure amount";;;;;;;;;;;"060#080";"Breakdown of total exposures under the simple risk weight Approach by risk weights:#290%";"Risk weighted exposure amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x27,BAS=eba_BA:x17,EXC=eba_EC:x1,MCY=eba_MC:x193,MRW=eba_AP:x35,PRP=eba_PL:x11,RWS=eba_PC:x21,TRI=eba_TR:x32";C_10.01;080;090;;monetaryItemType;C 10.01 (CR EQU IRB 1) Credit risk: Equity - IRB approaches to capital requirements - TOTAL;"290%";"Memorandum item: Expected loss amount";;;;;;;;;;;"060#080";"Breakdown of total exposures under the simple risk weight Approach by risk weights:#290%";"Memorandum item: Expected loss amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x27,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x193,MRW=eba_AP:x35,PRP=eba_PL:x11,RWS=eba_PC:x24,TRI=eba_TR:x32";C_10.01;090;020;;monetaryItemType;C 10.01 (CR EQU IRB 1) Credit risk: Equity - IRB approaches to capital requirements - TOTAL;"370%";"Original exposure pre conversion factors";;;;;;;;;;;"060#090";"Breakdown of total exposures under the simple risk weight Approach by risk weights:#370%";"Original exposure pre conversion factors";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi125,APR=eba_AP:x27,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x193,MRW=eba_AP:x35,PRP=eba_PL:x11,RWS=eba_PC:x24,TRI=eba_TR:x32";C_10.01;090;060;;monetaryItemType;C 10.01 (CR EQU IRB 1) Credit risk: Equity - IRB approaches to capital requirements - TOTAL;"370%";"Exposure value";;;;;;;;;;;"060#090";"Breakdown of total exposures under the simple risk weight Approach by risk weights:#370%";"Exposure value";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi212,APR=eba_AP:x27,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x193,MRW=eba_AP:x35,PRP=eba_PL:x11,RWS=eba_PC:x24,TRI=eba_TR:x32";C_10.01;090;080;;monetaryItemType;C 10.01 (CR EQU IRB 1) Credit risk: Equity - IRB approaches to capital requirements - TOTAL;"370%";"Risk weighted exposure amount";;;;;;;;;;;"060#090";"Breakdown of total exposures under the simple risk weight Approach by risk weights:#370%";"Risk weighted exposure amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x27,BAS=eba_BA:x17,EXC=eba_EC:x1,MCY=eba_MC:x193,MRW=eba_AP:x35,PRP=eba_PL:x11,RWS=eba_PC:x24,TRI=eba_TR:x32";C_10.01;090;090;;monetaryItemType;C 10.01 (CR EQU IRB 1) Credit risk: Equity - IRB approaches to capital requirements - TOTAL;"370%";"Memorandum item: Expected loss amount";;;;;;;;;;;"060#090";"Breakdown of total exposures under the simple risk weight Approach by risk weights:#370%";"Memorandum item: Expected loss amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x27,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x193,MRW=eba_AP:x33,PRP=eba_PL:x11,TRI=eba_TR:x32";C_10.01;100;020;;monetaryItemType;C 10.01 (CR EQU IRB 1) Credit risk: Equity - IRB approaches to capital requirements - TOTAL;"Internal models approach";"Original exposure pre conversion factors";;;;;;;;;;;"100";"Internal models approach";"Original exposure pre conversion factors";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi212,APR=eba_AP:x27,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x193,MRW=eba_AP:x33,PRP=eba_PL:x11,TRI=eba_TR:x32";C_10.01;100;080;;monetaryItemType;C 10.01 (CR EQU IRB 1) Credit risk: Equity - IRB approaches to capital requirements - TOTAL;"Internal models approach";"Risk weighted exposure amount";;;;;;;;;;;"100";"Internal models approach";"Risk weighted exposure amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi212,APR=eba_AP:x27,BAS=eba_BA:x9,EXC=eba_EC:x1,INV=eba_PL:x50,MCU=eba_MC:x130,MCY=eba_MC:x367,MRW=eba_AP:x68,PRP=eba_PL:x11,RPR=eba_RP:x2,RWS=eba_PC:x20,TRI=eba_TR:x32";C_10.01;110;080;;monetaryItemType;C 10.01 (CR EQU IRB 1) Credit risk: Equity - IRB approaches to capital requirements - TOTAL;"Equity exposures subject to risk weights";"Risk weighted exposure amount";;;;;;;;;;;"110";"Equity exposures subject to risk weights";"Risk weighted exposure amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi187,APR=eba_AP:x27,BAS=eba_BA:x17,EXC=eba_EC:x1,MCY=eba_MC:x193,MRW=eba_AP:x34,OGR=999,TRI=eba_TR:x32";C_10.02;999;010;;percentItemType;C 10.02 (CR EQU IRB 2) Credit risk: Equity - IRB approaches to capital requirements - Breakdown of total exposures under the PD/LGD Approach by obligor grades;"Obligor Grade";"Internal rating system";"PD assigned to the obligor grade or pool (%)";;;;;;;;;;"999";"Obligor Grade";"Internal rating system#PD assigned to the obligor grade or pool (%)";True;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi180,APR=eba_AP:x27,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x193,MRW=eba_AP:x34,OGR=999,TRI=eba_TR:x32";C_10.02;999;020;;monetaryItemType;C 10.02 (CR EQU IRB 2) Credit risk: Equity - IRB approaches to capital requirements - Breakdown of total exposures under the PD/LGD Approach by obligor grades;"Obligor Grade";"Original exposure pre conversion factors";;;;;;;;;;;"999";"Obligor Grade";"Original exposure pre conversion factors";True;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x193,MRW=eba_AP:x34,OGR=999,TRI=eba_TR:x32";C_10.02;999;060;;monetaryItemType;C 10.02 (CR EQU IRB 2) Credit risk: Equity - IRB approaches to capital requirements - Breakdown of total exposures under the PD/LGD Approach by obligor grades;"Obligor Grade";"Exposure value";;;;;;;;;;;"999";"Obligor Grade";"Exposure value";True;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi128,APR=eba_AP:x27,BAS=eba_BA:x17,EXC=eba_EC:x1,MCY=eba_MC:x193,MRW=eba_AP:x34,OGR=999,TRI=eba_TR:x32";C_10.02;999;070;;percentItemType;C 10.02 (CR EQU IRB 2) Credit risk: Equity - IRB approaches to capital requirements - Breakdown of total exposures under the PD/LGD Approach by obligor grades;"Obligor Grade";"Exposure weighted average LGD (%)";;;;;;;;;;;"999";"Obligor Grade";"Exposure weighted average LGD (%)";True;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi212,APR=eba_AP:x27,BAS=eba_BA:x9,EXC=eba_EC:x1,MCY=eba_MC:x193,MRW=eba_AP:x34,OGR=999,TRI=eba_TR:x32";C_10.02;999;080;;monetaryItemType;C 10.02 (CR EQU IRB 2) Credit risk: Equity - IRB approaches to capital requirements - Breakdown of total exposures under the PD/LGD Approach by obligor grades;"Obligor Grade";"Risk weighted exposure amount";;;;;;;;;;;"999";"Obligor Grade";"Risk weighted exposure amount";True;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi115,APR=eba_AP:x27,BAS=eba_BA:x17,EXC=eba_EC:x1,MCY=eba_MC:x193,MRW=eba_AP:x34,OGR=999,TRI=eba_TR:x32";C_10.02;999;090;;monetaryItemType;C 10.02 (CR EQU IRB 2) Credit risk: Equity - IRB approaches to capital requirements - Breakdown of total exposures under the PD/LGD Approach by obligor grades;"Obligor Grade";"Memorandum item: Expected loss amount";;;;;;;;;;;"999";"Obligor Grade";"Memorandum item: Expected loss amount";True;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi250,BAS=eba_BA:x9,PRP=eba_PL:x11";C_11.00;010;010;;monetaryItemType;C 11.00 (CR SETT) Settlement/Delivery risk;"Total unsettled transactions in the Non-trading Book";"Unsettled transactions at settlement price";;;;;;;;;;;"010";"Total unsettled transactions in the Non-trading Book";"Unsettled transactions at settlement price";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi194,BAS=eba_BA:x9,PRP=eba_PL:x11";C_11.00;010;020;;monetaryItemType;C 11.00 (CR SETT) Settlement/Delivery risk;"Total unsettled transactions in the Non-trading Book";"Price difference exposure due to unsettled transactions";;;;;;;;;;;"010";"Total unsettled transactions in the Non-trading Book";"Price difference exposure due to unsettled transactions";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,BAS=eba_BA:x9,PRP=eba_PL:x11";C_11.00;010;030;;monetaryItemType;C 11.00 (CR SETT) Settlement/Delivery risk;"Total unsettled transactions in the Non-trading Book";"Own funds requirements";;;;;;;;;;;"010";"Total unsettled transactions in the Non-trading Book";"Own funds requirements";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi235,BAS=eba_BA:x9,PRP=eba_PL:x11";C_11.00;010;040;;monetaryItemType;C 11.00 (CR SETT) Settlement/Delivery risk;"Total unsettled transactions in the Non-trading Book";"Total settlement risk exposure amount";;;;;;;;;;;"010";"Total unsettled transactions in the Non-trading Book";"Total settlement risk exposure amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi250,BAS=eba_BA:x9,PRP=eba_PL:x11,TPD=eba_TI:x11";C_11.00;020;010;;monetaryItemType;C 11.00 (CR SETT) Settlement/Delivery risk;"Transactions unsettled up to 4 days (Factor 0%)";"Unsettled transactions at settlement price";;;;;;;;;;;"010#020";"Total unsettled transactions in the Non-trading Book#Transactions unsettled up to 4 days (Factor 0%)";"Unsettled transactions at settlement price";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi194,BAS=eba_BA:x9,PRP=eba_PL:x11,TPD=eba_TI:x11";C_11.00;020;020;;monetaryItemType;C 11.00 (CR SETT) Settlement/Delivery risk;"Transactions unsettled up to 4 days (Factor 0%)";"Price difference exposure due to unsettled transactions";;;;;;;;;;;"010#020";"Total unsettled transactions in the Non-trading Book#Transactions unsettled up to 4 days (Factor 0%)";"Price difference exposure due to unsettled transactions";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,BAS=eba_BA:x9,PRP=eba_PL:x11,TPD=eba_TI:x11";C_11.00;020;030;;monetaryItemType;C 11.00 (CR SETT) Settlement/Delivery risk;"Transactions unsettled up to 4 days (Factor 0%)";"Own funds requirements";;;;;;;;;;;"010#020";"Total unsettled transactions in the Non-trading Book#Transactions unsettled up to 4 days (Factor 0%)";"Own funds requirements";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi250,BAS=eba_BA:x9,PRP=eba_PL:x11,TPD=eba_TI:x14";C_11.00;030;010;;monetaryItemType;C 11.00 (CR SETT) Settlement/Delivery risk;"Transactions unsettled between 5 and 15 days (Factor 8%)";"Unsettled transactions at settlement price";;;;;;;;;;;"010#030";"Total unsettled transactions in the Non-trading Book#Transactions unsettled between 5 and 15 days (Factor 8%)";"Unsettled transactions at settlement price";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi194,BAS=eba_BA:x9,PRP=eba_PL:x11,TPD=eba_TI:x14";C_11.00;030;020;;monetaryItemType;C 11.00 (CR SETT) Settlement/Delivery risk;"Transactions unsettled between 5 and 15 days (Factor 8%)";"Price difference exposure due to unsettled transactions";;;;;;;;;;;"010#030";"Total unsettled transactions in the Non-trading Book#Transactions unsettled between 5 and 15 days (Factor 8%)";"Price difference exposure due to unsettled transactions";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,BAS=eba_BA:x9,PRP=eba_PL:x11,TPD=eba_TI:x14";C_11.00;030;030;;monetaryItemType;C 11.00 (CR SETT) Settlement/Delivery risk;"Transactions unsettled between 5 and 15 days (Factor 8%)";"Own funds requirements";;;;;;;;;;;"010#030";"Total unsettled transactions in the Non-trading Book#Transactions unsettled between 5 and 15 days (Factor 8%)";"Own funds requirements";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi250,BAS=eba_BA:x9,PRP=eba_PL:x11,TPD=eba_TI:x12";C_11.00;040;010;;monetaryItemType;C 11.00 (CR SETT) Settlement/Delivery risk;"Transactions unsettled between 16 and 30 days (Factor 50%)";"Unsettled transactions at settlement price";;;;;;;;;;;"010#040";"Total unsettled transactions in the Non-trading Book#Transactions unsettled between 16 and 30 days (Factor 50%)";"Unsettled transactions at settlement price";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi194,BAS=eba_BA:x9,PRP=eba_PL:x11,TPD=eba_TI:x12";C_11.00;040;020;;monetaryItemType;C 11.00 (CR SETT) Settlement/Delivery risk;"Transactions unsettled between 16 and 30 days (Factor 50%)";"Price difference exposure due to unsettled transactions";;;;;;;;;;;"010#040";"Total unsettled transactions in the Non-trading Book#Transactions unsettled between 16 and 30 days (Factor 50%)";"Price difference exposure due to unsettled transactions";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,BAS=eba_BA:x9,PRP=eba_PL:x11,TPD=eba_TI:x12";C_11.00;040;030;;monetaryItemType;C 11.00 (CR SETT) Settlement/Delivery risk;"Transactions unsettled between 16 and 30 days (Factor 50%)";"Own funds requirements";;;;;;;;;;;"010#040";"Total unsettled transactions in the Non-trading Book#Transactions unsettled between 16 and 30 days (Factor 50%)";"Own funds requirements";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi250,BAS=eba_BA:x9,PRP=eba_PL:x11,TPD=eba_TI:x13";C_11.00;050;010;;monetaryItemType;C 11.00 (CR SETT) Settlement/Delivery risk;"Transactions unsettled between 31 and 45 days (Factor 75%)";"Unsettled transactions at settlement price";;;;;;;;;;;"010#050";"Total unsettled transactions in the Non-trading Book#Transactions unsettled between 31 and 45 days (Factor 75%)";"Unsettled transactions at settlement price";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi194,BAS=eba_BA:x9,PRP=eba_PL:x11,TPD=eba_TI:x13";C_11.00;050;020;;monetaryItemType;C 11.00 (CR SETT) Settlement/Delivery risk;"Transactions unsettled between 31 and 45 days (Factor 75%)";"Price difference exposure due to unsettled transactions";;;;;;;;;;;"010#050";"Total unsettled transactions in the Non-trading Book#Transactions unsettled between 31 and 45 days (Factor 75%)";"Price difference exposure due to unsettled transactions";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,BAS=eba_BA:x9,PRP=eba_PL:x11,TPD=eba_TI:x13";C_11.00;050;030;;monetaryItemType;C 11.00 (CR SETT) Settlement/Delivery risk;"Transactions unsettled between 31 and 45 days (Factor 75%)";"Own funds requirements";;;;;;;;;;;"010#050";"Total unsettled transactions in the Non-trading Book#Transactions unsettled between 31 and 45 days (Factor 75%)";"Own funds requirements";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi250,BAS=eba_BA:x9,PRP=eba_PL:x11,TPD=eba_TI:x9";C_11.00;060;010;;monetaryItemType;C 11.00 (CR SETT) Settlement/Delivery risk;"Transactions unsettled for 46 days or more (Factor 100%)";"Unsettled transactions at settlement price";;;;;;;;;;;"010#060";"Total unsettled transactions in the Non-trading Book#Transactions unsettled for 46 days or more (Factor 100%)";"Unsettled transactions at settlement price";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi194,BAS=eba_BA:x9,PRP=eba_PL:x11,TPD=eba_TI:x9";C_11.00;060;020;;monetaryItemType;C 11.00 (CR SETT) Settlement/Delivery risk;"Transactions unsettled for 46 days or more (Factor 100%)";"Price difference exposure due to unsettled transactions";;;;;;;;;;;"010#060";"Total unsettled transactions in the Non-trading Book#Transactions unsettled for 46 days or more (Factor 100%)";"Price difference exposure due to unsettled transactions";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,BAS=eba_BA:x9,PRP=eba_PL:x11,TPD=eba_TI:x9";C_11.00;060;030;;monetaryItemType;C 11.00 (CR SETT) Settlement/Delivery risk;"Transactions unsettled for 46 days or more (Factor 100%)";"Own funds requirements";;;;;;;;;;;"010#060";"Total unsettled transactions in the Non-trading Book#Transactions unsettled for 46 days or more (Factor 100%)";"Own funds requirements";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi250,BAS=eba_BA:x9,PRP=eba_PL:x51";C_11.00;070;010;;monetaryItemType;C 11.00 (CR SETT) Settlement/Delivery risk;"Total unsettled transactions in the Trading Book";"Unsettled transactions at settlement price";;;;;;;;;;;"070";"Total unsettled transactions in the Trading Book";"Unsettled transactions at settlement price";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi194,BAS=eba_BA:x9,PRP=eba_PL:x51";C_11.00;070;020;;monetaryItemType;C 11.00 (CR SETT) Settlement/Delivery risk;"Total unsettled transactions in the Trading Book";"Price difference exposure due to unsettled transactions";;;;;;;;;;;"070";"Total unsettled transactions in the Trading Book";"Price difference exposure due to unsettled transactions";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi132,APR=eba_AP:x42,BAS=eba_BA:x9,CFO=eba_PC:x33,EXC=eba_EC:x27,MCY=eba_MC:x202,PRP=eba_PL:x11,RSP=eba_RS:x1,TRI=eba_TR:x2";C_12.00.a;150;180;;monetaryItemType;C 12.00.a (CR SEC SA) Credit risk: Securitisations - Standardised Approach to own funds requirements;"OFF-BALANCE SHEET ITEMS AND DERIVATIVES";"BREAKDOWN OF THE FULLY ADJUSTED EXPOSURE VALUE (E*) OF OFF BALANCE SHEET ITEMS ACCORDING TO CONVERSION FACTORS";">50% and <=100%";;;;;;;;;;"110#150";"INVESTOR: TOTAL EXPOSURES#OFF-BALANCE SHEET ITEMS AND DERIVATIVES";"BREAKDOWN OF THE FULLY ADJUSTED EXPOSURE VALUE (E*) OF OFF BALANCE SHEET ITEMS ACCORDING TO CONVERSION FACTORS#>50% and <=100%";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi124,APR=eba_AP:x27,BAS=eba_BA:x9,CQI=eba_CQ:x7,MCY=eba_MC:x198,MRW=eba_AP:x114,PRP=eba_PL:x11,TRI=eba_TR:x2";C_13.00.b;450;190;;monetaryItemType;C 13.00.b (CR SEC IRB) Credit risk: Securitisations - IRB Approach to own funds requirements;"CQS 3";"EXPOSURE VALUE";"SUBJECT TO RISK WEIGHTS";;;;;;;;;;"429#450";"BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION:#CQS 3";"EXPOSURE VALUE#SUBJECT TO RISK WEIGHTS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi124,APR=eba_AP:x27,BAS=eba_BA:x9,CQI=eba_CQ:x7,CQS=eba_CQ:x3,EXT=eba_ER:x1,MCY=eba_MC:x198,MRW=eba_AP:x18,PRP=eba_PL:x11,TRI=eba_TR:x2";C_13.00.b;450;200;;monetaryItemType;C 13.00.b (CR SEC IRB) Credit risk: Securitisations - IRB Approach to own funds requirements;"CQS 3";"BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS";"RATED (CREDIT QUALITY STEPS)";"CQS 1 & S/T CQS 1";;;;;;;;;"429#450";"BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION:#CQS 3";"BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS#RATED (CREDIT QUALITY STEPS)#CQS 1 & S/T CQS 1";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi124,APR=eba_AP:x27,BAS=eba_BA:x9,CQI=eba_CQ:x7,CQS=eba_CQ:x13,EXT=eba_ER:x2,MCY=eba_MC:x198,MRW=eba_AP:x18,PRP=eba_PL:x11,TRI=eba_TR:x2";C_13.00.b;450;270;;monetaryItemType;C 13.00.b (CR SEC IRB) Credit risk: Securitisations - IRB Approach to own funds requirements;"CQS 3";"BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS";"RATED (CREDIT QUALITY STEPS)";"CQS 8";;;;;;;;;"429#450";"BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION:#CQS 3";"BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS#RATED (CREDIT QUALITY STEPS)#CQS 8";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi124,APR=eba_AP:x27,BAS=eba_BA:x9,CQI=eba_CQ:x7,CQS=eba_CQ:x1,EXT=eba_ER:x1,MCY=eba_MC:x198,MRW=eba_AP:x18,PRP=eba_PL:x11,RWS=eba_PC:x30,TRI=eba_TR:x2";C_13.00.b;450;310;;monetaryItemType;C 13.00.b (CR SEC IRB) Credit risk: Securitisations - IRB Approach to own funds requirements;"CQS 3";"BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS";"RATED (CREDIT QUALITY STEPS)";"ALL OTHER CQS";;;;;;;;;"429#450";"BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION:#CQS 3";"BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS#RATED (CREDIT QUALITY STEPS)#ALL OTHER CQS";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi124,APR=eba_AP:x27,BAS=eba_BA:x9,CQI=eba_CQ:x9,CQS=eba_CQ:x6,EXT=eba_ER:x2,MCY=eba_MC:x198,MRW=eba_AP:x18,PRP=eba_PL:x11,TRI=eba_TR:x2";C_13.00.b;460;210;;monetaryItemType;C 13.00.b (CR SEC IRB) Credit risk: Securitisations - IRB Approach to own funds requirements;"CQS 4 & S/T CQS 2";"BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS";"RATED (CREDIT QUALITY STEPS)";"CQS 2";;;;;;;;;"429#460";"BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION:#CQS 4 & S/T CQS 2";"BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS#RATED (CREDIT QUALITY STEPS)#CQS 2";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi124,APR=eba_AP:x27,BAS=eba_BA:x9,CQI=eba_CQ:x13,CQS=eba_CQ:x1,EXT=eba_ER:x1,MCY=eba_MC:x198,MRW=eba_AP:x18,PRP=eba_PL:x11,RWS=eba_PC:x30,TRI=eba_TR:x2";C_13.00.b;500;310;;monetaryItemType;C 13.00.b (CR SEC IRB) Credit risk: Securitisations - IRB Approach to own funds requirements;"CQS 8";"BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS";"RATED (CREDIT QUALITY STEPS)";"ALL OTHER CQS";;;;;;;;;"429#500";"BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION:#CQS 8";"BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS#RATED (CREDIT QUALITY STEPS)#ALL OTHER CQS";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi212,APR=eba_AP:x27,BAS=eba_BA:x9,CQI=eba_CQ:x13,MCY=eba_MC:x198,MRW=eba_AP:x114,PRP=eba_PL:x11,TRI=eba_TR:x2";C_13.00.b;500;400;;monetaryItemType;C 13.00.b (CR SEC IRB) Credit risk: Securitisations - IRB Approach to own funds requirements;"CQS 8";"RISK-WEIGHTED EXPOSURE AMOUNT";;;;;;;;;;;"429#500";"BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION:#CQS 8";"RISK-WEIGHTED EXPOSURE AMOUNT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi212,APR=eba_AP:x27,BAS=eba_BA:x9,CQI=eba_CQ:x13,MCY=eba_MC:x198,MRW=eba_AP:x114,PRP=eba_PL:x11,TRI=eba_TR:x2,TRT=eba_RT:x10";C_13.00.b;500;410;;monetaryItemType;C 13.00.b (CR SEC IRB) Credit risk: Securitisations - IRB Approach to own funds requirements;"CQS 8";"RISK-WEIGHTED EXPOSURE AMOUNT";"OF WHICH: SYNTHETIC SECURITISATIONS";;;;;;;;;;"429#500";"BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION:#CQS 8";"RISK-WEIGHTED EXPOSURE AMOUNT#OF WHICH: SYNTHETIC SECURITISATIONS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi122,APR=eba_AP:x27,BAS=eba_BA:x9,CQI=eba_CQ:x14,MCY=eba_MC:x198,MRW=eba_AP:x114,PRP=eba_PL:x11,TRI=eba_TR:x2";C_13.00.b;510;170;;monetaryItemType;C 13.00.b (CR SEC IRB) Credit risk: Securitisations - IRB Approach to own funds requirements;"CQS 9";"EXPOSURE VALUE";;;;;;;;;;;"429#510";"BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION:#CQS 9";"EXPOSURE VALUE";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi124,APR=eba_AP:x27,BAS=eba_BA:x9,CQI=eba_CQ:x14,MCY=eba_MC:x198,MRW=eba_AP:x114,PRP=eba_PL:x11,TRI=eba_TR:x2";C_13.00.b;510;190;;monetaryItemType;C 13.00.b (CR SEC IRB) Credit risk: Securitisations - IRB Approach to own funds requirements;"CQS 9";"EXPOSURE VALUE";"SUBJECT TO RISK WEIGHTS";;;;;;;;;;"429#510";"BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION:#CQS 9";"EXPOSURE VALUE#SUBJECT TO RISK WEIGHTS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi124,APR=eba_AP:x27,BAS=eba_BA:x9,CQI=eba_CQ:x14,CQS=eba_CQ:x3,EXT=eba_ER:x1,MCY=eba_MC:x198,MRW=eba_AP:x18,PRP=eba_PL:x11,TRI=eba_TR:x2";C_13.00.b;510;200;;monetaryItemType;C 13.00.b (CR SEC IRB) Credit risk: Securitisations - IRB Approach to own funds requirements;"CQS 9";"BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS";"RATED (CREDIT QUALITY STEPS)";"CQS 1 & S/T CQS 1";;;;;;;;;"429#510";"BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION:#CQS 9";"BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS#RATED (CREDIT QUALITY STEPS)#CQS 1 & S/T CQS 1";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi124,APR=eba_AP:x27,BAS=eba_BA:x9,CQI=eba_CQ:x14,CQS=eba_CQ:x6,EXT=eba_ER:x2,MCY=eba_MC:x198,MRW=eba_AP:x18,PRP=eba_PL:x11,TRI=eba_TR:x2";C_13.00.b;510;210;;monetaryItemType;C 13.00.b (CR SEC IRB) Credit risk: Securitisations - IRB Approach to own funds requirements;"CQS 9";"BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS";"RATED (CREDIT QUALITY STEPS)";"CQS 2";;;;;;;;;"429#510";"BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION:#CQS 9";"BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS#RATED (CREDIT QUALITY STEPS)#CQS 2";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi124,APR=eba_AP:x27,BAS=eba_BA:x9,CQI=eba_CQ:x14,CQS=eba_CQ:x10,EXT=eba_ER:x2,MCY=eba_MC:x198,MRW=eba_AP:x18,PRP=eba_PL:x11,TRI=eba_TR:x2";C_13.00.b;510;240;;monetaryItemType;C 13.00.b (CR SEC IRB) Credit risk: Securitisations - IRB Approach to own funds requirements;"CQS 9";"BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS";"RATED (CREDIT QUALITY STEPS)";"CQS 5";;;;;;;;;"429#510";"BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION:#CQS 9";"BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS#RATED (CREDIT QUALITY STEPS)#CQS 5";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi212,APR=eba_AP:x27,BAS=eba_BA:x9,CQI=eba_CQ:x14,MCY=eba_MC:x198,MRW=eba_AP:x114,PRP=eba_PL:x11,TRI=eba_TR:x2";C_13.00.b;510;400;;monetaryItemType;C 13.00.b (CR SEC IRB) Credit risk: Securitisations - IRB Approach to own funds requirements;"CQS 9";"RISK-WEIGHTED EXPOSURE AMOUNT";;;;;;;;;;;"429#510";"BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION:#CQS 9";"RISK-WEIGHTED EXPOSURE AMOUNT";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi124,APR=eba_AP:x27,BAS=eba_BA:x9,CQI=eba_CQ:x4,MCY=eba_MC:x198,MRW=eba_AP:x114,PRP=eba_PL:x11,TRI=eba_TR:x2";C_13.00.b;520;190;;monetaryItemType;C 13.00.b (CR SEC IRB) Credit risk: Securitisations - IRB Approach to own funds requirements;"CQS 10";"EXPOSURE VALUE";"SUBJECT TO RISK WEIGHTS";;;;;;;;;;"429#520";"BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION:#CQS 10";"EXPOSURE VALUE#SUBJECT TO RISK WEIGHTS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi124,APR=eba_AP:x27,BAS=eba_BA:x9,CQI=eba_CQ:x4,CQS=eba_CQ:x3,EXT=eba_ER:x1,MCY=eba_MC:x198,MRW=eba_AP:x18,PRP=eba_PL:x11,TRI=eba_TR:x2";C_13.00.b;520;200;;monetaryItemType;C 13.00.b (CR SEC IRB) Credit risk: Securitisations - IRB Approach to own funds requirements;"CQS 10";"BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS";"RATED (CREDIT QUALITY STEPS)";"CQS 1 & S/T CQS 1";;;;;;;;;"429#520";"BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION:#CQS 10";"BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS#RATED (CREDIT QUALITY STEPS)#CQS 1 & S/T CQS 1";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:si148,SRN=999";C_14.00;999;010;;stringItemType;C 14.00 (CR SEC Details) Detailed information on securitisations;"Row Number";"INTERNAL CODE";;;;;;;;;;;"999";"Row Number";"INTERNAL CODE";True;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:si329,SRN=999";C_14.00;999;020;;stringItemType;C 14.00 (CR SEC Details) Detailed information on securitisations;"Row Number";"IDENTIFIER OF THE SECURITISATION";;;;;;;;;;;"999";"Row Number";"IDENTIFIER OF THE SECURITISATION";True;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi28,APR=eba_AP:x2,BAS=eba_BA:x9,MCY=eba_MC:x237,TRI=eba_TR:x24";C_16.00.b;130;120;;monetaryItemType;C 16.00.b (OPR) Operational risk - AMA;"BANKING ACTIVITIES SUBJECT TO ADVANCED MEASUREMENT APPROACHES AMA";"AMA memorandum items";"(-) ALLEVIATION OF OWN FUNDS REQUIREMENT DUE TO RISK MITIGATION TECHNIQUES (INSURANCE AND OTHER RISK TRANSFER MECHANISMS)";;;;;;;;;;"130";"BANKING ACTIVITIES SUBJECT TO ADVANCED MEASUREMENT APPROACHES AMA";"AMA memorandum items#(-) ALLEVIATION OF OWN FUNDS REQUIREMENT DUE TO RISK MITIGATION TECHNIQUES (INSURANCE AND OTHER RISK TRANSFER MECHANISMS)";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x12,ETY=eba_ET:x7,PUE=eba_RF:x52,TRI=eba_TR:x24";C_17.01.a;0010;0010;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events (new events)";"Event types";"INTERNAL FRAUD";;;;;;;;;;"0009#0010";"CORPORATE FINANCE [CF]#Number of events (new events)";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x12,ETY=eba_ET:x6,PUE=eba_RF:x52,TRI=eba_TR:x24";C_17.01.a;0010;0020;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events (new events)";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"0009#0010";"CORPORATE FINANCE [CF]#Number of events (new events)";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x12,ETY=eba_ET:x4,PUE=eba_RF:x52,TRI=eba_TR:x24";C_17.01.a;0010;0030;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events (new events)";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"0009#0010";"CORPORATE FINANCE [CF]#Number of events (new events)";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x12,ETY=eba_ET:x2,PUE=eba_RF:x52,TRI=eba_TR:x24";C_17.01.a;0010;0040;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events (new events)";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"0009#0010";"CORPORATE FINANCE [CF]#Number of events (new events)";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x12,ETY=eba_ET:x3,PUE=eba_RF:x52,TRI=eba_TR:x24";C_17.01.a;0010;0050;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events (new events)";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"0009#0010";"CORPORATE FINANCE [CF]#Number of events (new events)";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x12,ETY=eba_ET:x1,PUE=eba_RF:x52,TRI=eba_TR:x24";C_17.01.a;0010;0060;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events (new events)";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"0009#0010";"CORPORATE FINANCE [CF]#Number of events (new events)";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x12,ETY=eba_ET:x5,PUE=eba_RF:x52,TRI=eba_TR:x24";C_17.01.a;0010;0070;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events (new events)";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"0009#0010";"CORPORATE FINANCE [CF]#Number of events (new events)";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x12,PUE=eba_RF:x52";C_17.01.a;0010;0080;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events (new events)";"TOTAL EVENT TYPES";;;;;;;;;;;"0009#0010";"CORPORATE FINANCE [CF]#Number of events (new events)";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x12,ETY=eba_ET:x7,PUE=eba_RF:x52,TRI=eba_TR:x24";C_17.01.a;0020;0010;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Gross loss amount (new events)";"Event types";"INTERNAL FRAUD";;;;;;;;;;"0009#0020";"CORPORATE FINANCE [CF]#Gross loss amount (new events)";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x12,ETY=eba_ET:x6,PUE=eba_RF:x52,TRI=eba_TR:x24";C_17.01.a;0020;0020;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Gross loss amount (new events)";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"0009#0020";"CORPORATE FINANCE [CF]#Gross loss amount (new events)";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x12,ETY=eba_ET:x4,PUE=eba_RF:x52,TRI=eba_TR:x24";C_17.01.a;0020;0030;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Gross loss amount (new events)";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"0009#0020";"CORPORATE FINANCE [CF]#Gross loss amount (new events)";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x12,ETY=eba_ET:x2,PUE=eba_RF:x52,TRI=eba_TR:x24";C_17.01.a;0020;0040;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Gross loss amount (new events)";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"0009#0020";"CORPORATE FINANCE [CF]#Gross loss amount (new events)";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x12,ETY=eba_ET:x3,PUE=eba_RF:x52,TRI=eba_TR:x24";C_17.01.a;0020;0050;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Gross loss amount (new events)";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"0009#0020";"CORPORATE FINANCE [CF]#Gross loss amount (new events)";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x12,ETY=eba_ET:x1,PUE=eba_RF:x52,TRI=eba_TR:x24";C_17.01.a;0020;0060;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Gross loss amount (new events)";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"0009#0020";"CORPORATE FINANCE [CF]#Gross loss amount (new events)";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x12,ETY=eba_ET:x5,PUE=eba_RF:x52,TRI=eba_TR:x24";C_17.01.a;0020;0070;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Gross loss amount (new events)";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"0009#0020";"CORPORATE FINANCE [CF]#Gross loss amount (new events)";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x12,PUE=eba_RF:x52";C_17.01.a;0020;0080;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Gross loss amount (new events)";"TOTAL EVENT TYPES";;;;;;;;;;;"0009#0020";"CORPORATE FINANCE [CF]#Gross loss amount (new events)";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id518,BAS=eba_BA:x17,BLI=eba_TA:x12,ETY=eba_ET:x7,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0030;0010;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events subject to loss adjustments";"Event types";"INTERNAL FRAUD";;;;;;;;;;"0009#0030";"CORPORATE FINANCE [CF]#Number of events subject to loss adjustments";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id518,BAS=eba_BA:x17,BLI=eba_TA:x12,ETY=eba_ET:x6,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0030;0020;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events subject to loss adjustments";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"0009#0030";"CORPORATE FINANCE [CF]#Number of events subject to loss adjustments";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id518,BAS=eba_BA:x17,BLI=eba_TA:x12,ETY=eba_ET:x4,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0030;0030;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events subject to loss adjustments";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"0009#0030";"CORPORATE FINANCE [CF]#Number of events subject to loss adjustments";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id518,BAS=eba_BA:x17,BLI=eba_TA:x12,ETY=eba_ET:x2,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0030;0040;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events subject to loss adjustments";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"0009#0030";"CORPORATE FINANCE [CF]#Number of events subject to loss adjustments";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id518,BAS=eba_BA:x17,BLI=eba_TA:x12,ETY=eba_ET:x3,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0030;0050;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events subject to loss adjustments";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"0009#0030";"CORPORATE FINANCE [CF]#Number of events subject to loss adjustments";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id518,BAS=eba_BA:x17,BLI=eba_TA:x12,ETY=eba_ET:x1,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0030;0060;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events subject to loss adjustments";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"0009#0030";"CORPORATE FINANCE [CF]#Number of events subject to loss adjustments";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id518,BAS=eba_BA:x17,BLI=eba_TA:x12,ETY=eba_ET:x5,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0030;0070;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events subject to loss adjustments";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"0009#0030";"CORPORATE FINANCE [CF]#Number of events subject to loss adjustments";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id518,BAS=eba_BA:x17,BLI=eba_TA:x12,PUE=eba_RF:x53";C_17.01.a;0030;0080;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events subject to loss adjustments";"TOTAL EVENT TYPES";;;;;;;;;;;"0009#0030";"CORPORATE FINANCE [CF]#Number of events subject to loss adjustments";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md519,BAS=eba_BA:x17,BLI=eba_TA:x12,ETY=eba_ET:x7,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0040;0010;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Loss adjustments relating to previous reporting periods";"Event types";"INTERNAL FRAUD";;;;;;;;;;"0009#0040";"CORPORATE FINANCE [CF]#Loss adjustments relating to previous reporting periods";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md519,BAS=eba_BA:x17,BLI=eba_TA:x12,ETY=eba_ET:x6,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0040;0020;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Loss adjustments relating to previous reporting periods";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"0009#0040";"CORPORATE FINANCE [CF]#Loss adjustments relating to previous reporting periods";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md519,BAS=eba_BA:x17,BLI=eba_TA:x12,ETY=eba_ET:x4,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0040;0030;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Loss adjustments relating to previous reporting periods";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"0009#0040";"CORPORATE FINANCE [CF]#Loss adjustments relating to previous reporting periods";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md519,BAS=eba_BA:x17,BLI=eba_TA:x12,ETY=eba_ET:x2,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0040;0040;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Loss adjustments relating to previous reporting periods";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"0009#0040";"CORPORATE FINANCE [CF]#Loss adjustments relating to previous reporting periods";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md519,BAS=eba_BA:x17,BLI=eba_TA:x12,ETY=eba_ET:x3,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0040;0050;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Loss adjustments relating to previous reporting periods";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"0009#0040";"CORPORATE FINANCE [CF]#Loss adjustments relating to previous reporting periods";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md519,BAS=eba_BA:x17,BLI=eba_TA:x12,ETY=eba_ET:x1,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0040;0060;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Loss adjustments relating to previous reporting periods";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"0009#0040";"CORPORATE FINANCE [CF]#Loss adjustments relating to previous reporting periods";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md519,BAS=eba_BA:x17,BLI=eba_TA:x12,ETY=eba_ET:x5,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0040;0070;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Loss adjustments relating to previous reporting periods";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"0009#0040";"CORPORATE FINANCE [CF]#Loss adjustments relating to previous reporting periods";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md519,BAS=eba_BA:x17,BLI=eba_TA:x12,PUE=eba_RF:x53";C_17.01.a;0040;0080;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Loss adjustments relating to previous reporting periods";"TOTAL EVENT TYPES";;;;;;;;;;;"0009#0040";"CORPORATE FINANCE [CF]#Loss adjustments relating to previous reporting periods";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x12,ETY=eba_ET:x7,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0050;0010;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Maximum single loss";"Event types";"INTERNAL FRAUD";;;;;;;;;;"0009#0050";"CORPORATE FINANCE [CF]#Maximum single loss";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x12,ETY=eba_ET:x6,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0050;0020;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Maximum single loss";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"0009#0050";"CORPORATE FINANCE [CF]#Maximum single loss";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x12,ETY=eba_ET:x4,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0050;0030;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Maximum single loss";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"0009#0050";"CORPORATE FINANCE [CF]#Maximum single loss";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x12,ETY=eba_ET:x2,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0050;0040;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Maximum single loss";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"0009#0050";"CORPORATE FINANCE [CF]#Maximum single loss";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x12,ETY=eba_ET:x3,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0050;0050;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Maximum single loss";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"0009#0050";"CORPORATE FINANCE [CF]#Maximum single loss";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x12,ETY=eba_ET:x1,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0050;0060;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Maximum single loss";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"0009#0050";"CORPORATE FINANCE [CF]#Maximum single loss";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x12,ETY=eba_ET:x5,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0050;0070;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Maximum single loss";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"0009#0050";"CORPORATE FINANCE [CF]#Maximum single loss";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x12,PUE=eba_RF:x54";C_17.01.a;0050;0080;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Maximum single loss";"TOTAL EVENT TYPES";;;;;;;;;;;"0009#0050";"CORPORATE FINANCE [CF]#Maximum single loss";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x12,ETY=eba_ET:x7,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0060;0010;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"INTERNAL FRAUD";;;;;;;;;;"0009#0060";"CORPORATE FINANCE [CF]#Sum of the five largest losses";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x12,ETY=eba_ET:x6,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0060;0020;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"0009#0060";"CORPORATE FINANCE [CF]#Sum of the five largest losses";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x12,ETY=eba_ET:x4,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0060;0030;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"0009#0060";"CORPORATE FINANCE [CF]#Sum of the five largest losses";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x12,ETY=eba_ET:x2,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0060;0040;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"0009#0060";"CORPORATE FINANCE [CF]#Sum of the five largest losses";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x12,ETY=eba_ET:x3,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0060;0050;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"0009#0060";"CORPORATE FINANCE [CF]#Sum of the five largest losses";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x12,ETY=eba_ET:x1,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0060;0060;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"0009#0060";"CORPORATE FINANCE [CF]#Sum of the five largest losses";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x12,ETY=eba_ET:x5,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0060;0070;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"0009#0060";"CORPORATE FINANCE [CF]#Sum of the five largest losses";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x12,PUE=eba_RF:x54";C_17.01.a;0060;0080;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"TOTAL EVENT TYPES";;;;;;;;;;;"0009#0060";"CORPORATE FINANCE [CF]#Sum of the five largest losses";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x12,ETY=eba_ET:x7,PUE=eba_RF:x54,SOR=eba_MC:x646,TRI=eba_TR:x24";C_17.01.a;0070;0010;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total direct loss recovery";"Event types";"INTERNAL FRAUD";;;;;;;;;;"0009#0070";"CORPORATE FINANCE [CF]#Total direct loss recovery";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x12,ETY=eba_ET:x6,PUE=eba_RF:x54,SOR=eba_MC:x646,TRI=eba_TR:x24";C_17.01.a;0070;0020;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total direct loss recovery";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"0009#0070";"CORPORATE FINANCE [CF]#Total direct loss recovery";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x12,ETY=eba_ET:x4,PUE=eba_RF:x54,SOR=eba_MC:x646,TRI=eba_TR:x24";C_17.01.a;0070;0030;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total direct loss recovery";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"0009#0070";"CORPORATE FINANCE [CF]#Total direct loss recovery";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x12,ETY=eba_ET:x2,PUE=eba_RF:x54,SOR=eba_MC:x646,TRI=eba_TR:x24";C_17.01.a;0070;0040;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total direct loss recovery";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"0009#0070";"CORPORATE FINANCE [CF]#Total direct loss recovery";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x12,ETY=eba_ET:x3,PUE=eba_RF:x54,SOR=eba_MC:x646,TRI=eba_TR:x24";C_17.01.a;0070;0050;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total direct loss recovery";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"0009#0070";"CORPORATE FINANCE [CF]#Total direct loss recovery";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x12,ETY=eba_ET:x1,PUE=eba_RF:x54,SOR=eba_MC:x646,TRI=eba_TR:x24";C_17.01.a;0070;0060;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total direct loss recovery";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"0009#0070";"CORPORATE FINANCE [CF]#Total direct loss recovery";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x12,ETY=eba_ET:x5,PUE=eba_RF:x54,SOR=eba_MC:x646,TRI=eba_TR:x24";C_17.01.a;0070;0070;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total direct loss recovery";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"0009#0070";"CORPORATE FINANCE [CF]#Total direct loss recovery";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x12,PUE=eba_RF:x54,SOR=eba_MC:x646";C_17.01.a;0070;0080;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total direct loss recovery";"TOTAL EVENT TYPES";;;;;;;;;;;"0009#0070";"CORPORATE FINANCE [CF]#Total direct loss recovery";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x12,ETY=eba_ET:x7,PUE=eba_RF:x54,SOR=eba_MC:x647,TRI=eba_TR:x24";C_17.01.a;0080;0010;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total recovery from insurance and other risk transfer mechanisms";"Event types";"INTERNAL FRAUD";;;;;;;;;;"0009#0080";"CORPORATE FINANCE [CF]#Total recovery from insurance and other risk transfer mechanisms";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x12,ETY=eba_ET:x6,PUE=eba_RF:x54,SOR=eba_MC:x647,TRI=eba_TR:x24";C_17.01.a;0080;0020;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total recovery from insurance and other risk transfer mechanisms";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"0009#0080";"CORPORATE FINANCE [CF]#Total recovery from insurance and other risk transfer mechanisms";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x12,ETY=eba_ET:x4,PUE=eba_RF:x54,SOR=eba_MC:x647,TRI=eba_TR:x24";C_17.01.a;0080;0030;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total recovery from insurance and other risk transfer mechanisms";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"0009#0080";"CORPORATE FINANCE [CF]#Total recovery from insurance and other risk transfer mechanisms";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x12,ETY=eba_ET:x2,PUE=eba_RF:x54,SOR=eba_MC:x647,TRI=eba_TR:x24";C_17.01.a;0080;0040;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total recovery from insurance and other risk transfer mechanisms";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"0009#0080";"CORPORATE FINANCE [CF]#Total recovery from insurance and other risk transfer mechanisms";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x12,PUE=eba_RF:x54,SOR=eba_MC:x647";C_17.01.a;0080;0080;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total recovery from insurance and other risk transfer mechanisms";"TOTAL EVENT TYPES";;;;;;;;;;;"0009#0080";"CORPORATE FINANCE [CF]#Total recovery from insurance and other risk transfer mechanisms";"TOTAL EVENT TYPES";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x38,ETY=eba_ET:x3,PUE=eba_RF:x52,TRI=eba_TR:x24";C_17.01.a;0110;0050;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events (new events)";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"0109#0110";"TRADING AND SALES [TS]#Number of events (new events)";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x38,ETY=eba_ET:x1,PUE=eba_RF:x52,TRI=eba_TR:x24";C_17.01.a;0110;0060;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events (new events)";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"0109#0110";"TRADING AND SALES [TS]#Number of events (new events)";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x38,ETY=eba_ET:x5,PUE=eba_RF:x52,TRI=eba_TR:x24";C_17.01.a;0110;0070;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events (new events)";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"0109#0110";"TRADING AND SALES [TS]#Number of events (new events)";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x38,PUE=eba_RF:x52";C_17.01.a;0110;0080;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events (new events)";"TOTAL EVENT TYPES";;;;;;;;;;;"0109#0110";"TRADING AND SALES [TS]#Number of events (new events)";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x38,ETY=eba_ET:x7,PUE=eba_RF:x52,TRI=eba_TR:x24";C_17.01.a;0120;0010;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Gross loss amount (new events)";"Event types";"INTERNAL FRAUD";;;;;;;;;;"0109#0120";"TRADING AND SALES [TS]#Gross loss amount (new events)";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x38,ETY=eba_ET:x6,PUE=eba_RF:x52,TRI=eba_TR:x24";C_17.01.a;0120;0020;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Gross loss amount (new events)";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"0109#0120";"TRADING AND SALES [TS]#Gross loss amount (new events)";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x38,ETY=eba_ET:x4,PUE=eba_RF:x52,TRI=eba_TR:x24";C_17.01.a;0120;0030;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Gross loss amount (new events)";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"0109#0120";"TRADING AND SALES [TS]#Gross loss amount (new events)";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x38,ETY=eba_ET:x2,PUE=eba_RF:x52,TRI=eba_TR:x24";C_17.01.a;0120;0040;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Gross loss amount (new events)";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"0109#0120";"TRADING AND SALES [TS]#Gross loss amount (new events)";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x38,ETY=eba_ET:x3,PUE=eba_RF:x52,TRI=eba_TR:x24";C_17.01.a;0120;0050;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Gross loss amount (new events)";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"0109#0120";"TRADING AND SALES [TS]#Gross loss amount (new events)";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x38,ETY=eba_ET:x5,PUE=eba_RF:x52,TRI=eba_TR:x24";C_17.01.a;0120;0070;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Gross loss amount (new events)";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"0109#0120";"TRADING AND SALES [TS]#Gross loss amount (new events)";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x38,PUE=eba_RF:x52";C_17.01.a;0120;0080;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Gross loss amount (new events)";"TOTAL EVENT TYPES";;;;;;;;;;;"0109#0120";"TRADING AND SALES [TS]#Gross loss amount (new events)";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id518,BAS=eba_BA:x17,BLI=eba_TA:x38,ETY=eba_ET:x7,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0130;0010;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events subject to loss adjustments";"Event types";"INTERNAL FRAUD";;;;;;;;;;"0109#0130";"TRADING AND SALES [TS]#Number of events subject to loss adjustments";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id518,BAS=eba_BA:x17,BLI=eba_TA:x38,ETY=eba_ET:x6,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0130;0020;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events subject to loss adjustments";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"0109#0130";"TRADING AND SALES [TS]#Number of events subject to loss adjustments";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id518,BAS=eba_BA:x17,BLI=eba_TA:x38,ETY=eba_ET:x4,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0130;0030;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events subject to loss adjustments";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"0109#0130";"TRADING AND SALES [TS]#Number of events subject to loss adjustments";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id518,BAS=eba_BA:x17,BLI=eba_TA:x38,ETY=eba_ET:x2,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0130;0040;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events subject to loss adjustments";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"0109#0130";"TRADING AND SALES [TS]#Number of events subject to loss adjustments";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id518,BAS=eba_BA:x17,BLI=eba_TA:x38,ETY=eba_ET:x3,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0130;0050;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events subject to loss adjustments";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"0109#0130";"TRADING AND SALES [TS]#Number of events subject to loss adjustments";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id518,BAS=eba_BA:x17,BLI=eba_TA:x38,ETY=eba_ET:x1,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0130;0060;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events subject to loss adjustments";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"0109#0130";"TRADING AND SALES [TS]#Number of events subject to loss adjustments";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id518,BAS=eba_BA:x17,BLI=eba_TA:x38,ETY=eba_ET:x5,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0130;0070;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events subject to loss adjustments";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"0109#0130";"TRADING AND SALES [TS]#Number of events subject to loss adjustments";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id518,BAS=eba_BA:x17,BLI=eba_TA:x38,PUE=eba_RF:x53";C_17.01.a;0130;0080;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events subject to loss adjustments";"TOTAL EVENT TYPES";;;;;;;;;;;"0109#0130";"TRADING AND SALES [TS]#Number of events subject to loss adjustments";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md519,BAS=eba_BA:x17,BLI=eba_TA:x38,ETY=eba_ET:x7,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0140;0010;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Loss adjustments relating to previous reporting periods";"Event types";"INTERNAL FRAUD";;;;;;;;;;"0109#0140";"TRADING AND SALES [TS]#Loss adjustments relating to previous reporting periods";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md519,BAS=eba_BA:x17,BLI=eba_TA:x38,ETY=eba_ET:x6,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0140;0020;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Loss adjustments relating to previous reporting periods";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"0109#0140";"TRADING AND SALES [TS]#Loss adjustments relating to previous reporting periods";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md519,BAS=eba_BA:x17,BLI=eba_TA:x38,ETY=eba_ET:x4,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0140;0030;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Loss adjustments relating to previous reporting periods";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"0109#0140";"TRADING AND SALES [TS]#Loss adjustments relating to previous reporting periods";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md519,BAS=eba_BA:x17,BLI=eba_TA:x38,ETY=eba_ET:x2,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0140;0040;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Loss adjustments relating to previous reporting periods";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"0109#0140";"TRADING AND SALES [TS]#Loss adjustments relating to previous reporting periods";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md519,BAS=eba_BA:x17,BLI=eba_TA:x38,ETY=eba_ET:x3,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0140;0050;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Loss adjustments relating to previous reporting periods";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"0109#0140";"TRADING AND SALES [TS]#Loss adjustments relating to previous reporting periods";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md519,BAS=eba_BA:x17,BLI=eba_TA:x38,ETY=eba_ET:x1,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0140;0060;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Loss adjustments relating to previous reporting periods";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"0109#0140";"TRADING AND SALES [TS]#Loss adjustments relating to previous reporting periods";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md519,BAS=eba_BA:x17,BLI=eba_TA:x38,ETY=eba_ET:x5,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0140;0070;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Loss adjustments relating to previous reporting periods";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"0109#0140";"TRADING AND SALES [TS]#Loss adjustments relating to previous reporting periods";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md519,BAS=eba_BA:x17,BLI=eba_TA:x38,PUE=eba_RF:x53";C_17.01.a;0140;0080;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Loss adjustments relating to previous reporting periods";"TOTAL EVENT TYPES";;;;;;;;;;;"0109#0140";"TRADING AND SALES [TS]#Loss adjustments relating to previous reporting periods";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x38,ETY=eba_ET:x7,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0150;0010;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Maximum single loss";"Event types";"INTERNAL FRAUD";;;;;;;;;;"0109#0150";"TRADING AND SALES [TS]#Maximum single loss";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x38,ETY=eba_ET:x6,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0150;0020;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Maximum single loss";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"0109#0150";"TRADING AND SALES [TS]#Maximum single loss";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x38,ETY=eba_ET:x4,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0150;0030;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Maximum single loss";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"0109#0150";"TRADING AND SALES [TS]#Maximum single loss";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x38,ETY=eba_ET:x2,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0150;0040;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Maximum single loss";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"0109#0150";"TRADING AND SALES [TS]#Maximum single loss";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x38,ETY=eba_ET:x3,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0150;0050;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Maximum single loss";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"0109#0150";"TRADING AND SALES [TS]#Maximum single loss";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x38,ETY=eba_ET:x1,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0150;0060;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Maximum single loss";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"0109#0150";"TRADING AND SALES [TS]#Maximum single loss";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x38,ETY=eba_ET:x5,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0150;0070;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Maximum single loss";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"0109#0150";"TRADING AND SALES [TS]#Maximum single loss";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x38,PUE=eba_RF:x54";C_17.01.a;0150;0080;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Maximum single loss";"TOTAL EVENT TYPES";;;;;;;;;;;"0109#0150";"TRADING AND SALES [TS]#Maximum single loss";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x38,ETY=eba_ET:x7,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0160;0010;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"INTERNAL FRAUD";;;;;;;;;;"0109#0160";"TRADING AND SALES [TS]#Sum of the five largest losses";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x38,ETY=eba_ET:x6,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0160;0020;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"0109#0160";"TRADING AND SALES [TS]#Sum of the five largest losses";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x38,ETY=eba_ET:x4,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0160;0030;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"0109#0160";"TRADING AND SALES [TS]#Sum of the five largest losses";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x38,ETY=eba_ET:x2,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0160;0040;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"0109#0160";"TRADING AND SALES [TS]#Sum of the five largest losses";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x38,ETY=eba_ET:x3,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0160;0050;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"0109#0160";"TRADING AND SALES [TS]#Sum of the five largest losses";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x38,ETY=eba_ET:x1,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0160;0060;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"0109#0160";"TRADING AND SALES [TS]#Sum of the five largest losses";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x38,ETY=eba_ET:x5,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0160;0070;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"0109#0160";"TRADING AND SALES [TS]#Sum of the five largest losses";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x38,PUE=eba_RF:x54";C_17.01.a;0160;0080;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"TOTAL EVENT TYPES";;;;;;;;;;;"0109#0160";"TRADING AND SALES [TS]#Sum of the five largest losses";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x38,ETY=eba_ET:x7,PUE=eba_RF:x54,SOR=eba_MC:x646,TRI=eba_TR:x24";C_17.01.a;0170;0010;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total direct loss recovery";"Event types";"INTERNAL FRAUD";;;;;;;;;;"0109#0170";"TRADING AND SALES [TS]#Total direct loss recovery";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x38,ETY=eba_ET:x6,PUE=eba_RF:x54,SOR=eba_MC:x646,TRI=eba_TR:x24";C_17.01.a;0170;0020;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total direct loss recovery";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"0109#0170";"TRADING AND SALES [TS]#Total direct loss recovery";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x38,ETY=eba_ET:x4,PUE=eba_RF:x54,SOR=eba_MC:x646,TRI=eba_TR:x24";C_17.01.a;0170;0030;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total direct loss recovery";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"0109#0170";"TRADING AND SALES [TS]#Total direct loss recovery";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x38,ETY=eba_ET:x2,PUE=eba_RF:x54,SOR=eba_MC:x646,TRI=eba_TR:x24";C_17.01.a;0170;0040;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total direct loss recovery";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"0109#0170";"TRADING AND SALES [TS]#Total direct loss recovery";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x38,ETY=eba_ET:x3,PUE=eba_RF:x54,SOR=eba_MC:x646,TRI=eba_TR:x24";C_17.01.a;0170;0050;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total direct loss recovery";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"0109#0170";"TRADING AND SALES [TS]#Total direct loss recovery";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x38,ETY=eba_ET:x1,PUE=eba_RF:x54,SOR=eba_MC:x646,TRI=eba_TR:x24";C_17.01.a;0170;0060;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total direct loss recovery";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"0109#0170";"TRADING AND SALES [TS]#Total direct loss recovery";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x38,ETY=eba_ET:x5,PUE=eba_RF:x54,SOR=eba_MC:x646,TRI=eba_TR:x24";C_17.01.a;0170;0070;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total direct loss recovery";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"0109#0170";"TRADING AND SALES [TS]#Total direct loss recovery";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x38,PUE=eba_RF:x54,SOR=eba_MC:x646";C_17.01.a;0170;0080;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total direct loss recovery";"TOTAL EVENT TYPES";;;;;;;;;;;"0109#0170";"TRADING AND SALES [TS]#Total direct loss recovery";"TOTAL EVENT TYPES";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x30,ETY=eba_ET:x1,PUE=eba_RF:x52,TRI=eba_TR:x24";C_17.01.a;0210;0060;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events (new events)";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"0209#0210";"RETAIL BROKERAGE [RBr]#Number of events (new events)";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x30,ETY=eba_ET:x5,PUE=eba_RF:x52,TRI=eba_TR:x24";C_17.01.a;0210;0070;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events (new events)";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"0209#0210";"RETAIL BROKERAGE [RBr]#Number of events (new events)";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x30,ETY=eba_ET:x7,PUE=eba_RF:x52,TRI=eba_TR:x24";C_17.01.a;0220;0010;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Gross loss amount (new events)";"Event types";"INTERNAL FRAUD";;;;;;;;;;"0209#0220";"RETAIL BROKERAGE [RBr]#Gross loss amount (new events)";"Event types#INTERNAL FRAUD";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x30,ETY=eba_ET:x2,PUE=eba_RF:x52,TRI=eba_TR:x24";C_17.01.a;0220;0040;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Gross loss amount (new events)";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"0209#0220";"RETAIL BROKERAGE [RBr]#Gross loss amount (new events)";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x30,ETY=eba_ET:x3,PUE=eba_RF:x52,TRI=eba_TR:x24";C_17.01.a;0220;0050;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Gross loss amount (new events)";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"0209#0220";"RETAIL BROKERAGE [RBr]#Gross loss amount (new events)";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x30,PUE=eba_RF:x52";C_17.01.a;0220;0080;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Gross loss amount (new events)";"TOTAL EVENT TYPES";;;;;;;;;;;"0209#0220";"RETAIL BROKERAGE [RBr]#Gross loss amount (new events)";"TOTAL EVENT TYPES";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id518,BAS=eba_BA:x17,BLI=eba_TA:x30,ETY=eba_ET:x2,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0230;0040;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events subject to loss adjustments";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"0209#0230";"RETAIL BROKERAGE [RBr]#Number of events subject to loss adjustments";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id518,BAS=eba_BA:x17,BLI=eba_TA:x30,ETY=eba_ET:x3,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0230;0050;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events subject to loss adjustments";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"0209#0230";"RETAIL BROKERAGE [RBr]#Number of events subject to loss adjustments";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id518,BAS=eba_BA:x17,BLI=eba_TA:x30,ETY=eba_ET:x1,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0230;0060;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events subject to loss adjustments";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"0209#0230";"RETAIL BROKERAGE [RBr]#Number of events subject to loss adjustments";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id518,BAS=eba_BA:x17,BLI=eba_TA:x30,ETY=eba_ET:x5,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0230;0070;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events subject to loss adjustments";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"0209#0230";"RETAIL BROKERAGE [RBr]#Number of events subject to loss adjustments";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id518,BAS=eba_BA:x17,BLI=eba_TA:x30,PUE=eba_RF:x53";C_17.01.a;0230;0080;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events subject to loss adjustments";"TOTAL EVENT TYPES";;;;;;;;;;;"0209#0230";"RETAIL BROKERAGE [RBr]#Number of events subject to loss adjustments";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md519,BAS=eba_BA:x17,BLI=eba_TA:x30,ETY=eba_ET:x7,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0240;0010;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Loss adjustments relating to previous reporting periods";"Event types";"INTERNAL FRAUD";;;;;;;;;;"0209#0240";"RETAIL BROKERAGE [RBr]#Loss adjustments relating to previous reporting periods";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md519,BAS=eba_BA:x17,BLI=eba_TA:x30,ETY=eba_ET:x6,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0240;0020;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Loss adjustments relating to previous reporting periods";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"0209#0240";"RETAIL BROKERAGE [RBr]#Loss adjustments relating to previous reporting periods";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md519,BAS=eba_BA:x17,BLI=eba_TA:x30,ETY=eba_ET:x4,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0240;0030;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Loss adjustments relating to previous reporting periods";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"0209#0240";"RETAIL BROKERAGE [RBr]#Loss adjustments relating to previous reporting periods";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md519,BAS=eba_BA:x17,BLI=eba_TA:x30,ETY=eba_ET:x2,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0240;0040;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Loss adjustments relating to previous reporting periods";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"0209#0240";"RETAIL BROKERAGE [RBr]#Loss adjustments relating to previous reporting periods";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md519,BAS=eba_BA:x17,BLI=eba_TA:x30,ETY=eba_ET:x3,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0240;0050;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Loss adjustments relating to previous reporting periods";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"0209#0240";"RETAIL BROKERAGE [RBr]#Loss adjustments relating to previous reporting periods";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md519,BAS=eba_BA:x17,BLI=eba_TA:x30,ETY=eba_ET:x1,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0240;0060;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Loss adjustments relating to previous reporting periods";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"0209#0240";"RETAIL BROKERAGE [RBr]#Loss adjustments relating to previous reporting periods";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md519,BAS=eba_BA:x17,BLI=eba_TA:x30,ETY=eba_ET:x5,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0240;0070;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Loss adjustments relating to previous reporting periods";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"0209#0240";"RETAIL BROKERAGE [RBr]#Loss adjustments relating to previous reporting periods";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md519,BAS=eba_BA:x17,BLI=eba_TA:x30,PUE=eba_RF:x53";C_17.01.a;0240;0080;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Loss adjustments relating to previous reporting periods";"TOTAL EVENT TYPES";;;;;;;;;;;"0209#0240";"RETAIL BROKERAGE [RBr]#Loss adjustments relating to previous reporting periods";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x30,ETY=eba_ET:x7,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0250;0010;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Maximum single loss";"Event types";"INTERNAL FRAUD";;;;;;;;;;"0209#0250";"RETAIL BROKERAGE [RBr]#Maximum single loss";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x30,ETY=eba_ET:x6,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0250;0020;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Maximum single loss";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"0209#0250";"RETAIL BROKERAGE [RBr]#Maximum single loss";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x30,ETY=eba_ET:x4,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0250;0030;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Maximum single loss";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"0209#0250";"RETAIL BROKERAGE [RBr]#Maximum single loss";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x30,ETY=eba_ET:x2,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0250;0040;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Maximum single loss";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"0209#0250";"RETAIL BROKERAGE [RBr]#Maximum single loss";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x30,ETY=eba_ET:x3,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0250;0050;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Maximum single loss";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"0209#0250";"RETAIL BROKERAGE [RBr]#Maximum single loss";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x30,ETY=eba_ET:x1,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0250;0060;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Maximum single loss";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"0209#0250";"RETAIL BROKERAGE [RBr]#Maximum single loss";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x30,ETY=eba_ET:x5,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0250;0070;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Maximum single loss";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"0209#0250";"RETAIL BROKERAGE [RBr]#Maximum single loss";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x30,PUE=eba_RF:x54";C_17.01.a;0250;0080;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Maximum single loss";"TOTAL EVENT TYPES";;;;;;;;;;;"0209#0250";"RETAIL BROKERAGE [RBr]#Maximum single loss";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x30,ETY=eba_ET:x7,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0260;0010;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"INTERNAL FRAUD";;;;;;;;;;"0209#0260";"RETAIL BROKERAGE [RBr]#Sum of the five largest losses";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x30,ETY=eba_ET:x6,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0260;0020;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"0209#0260";"RETAIL BROKERAGE [RBr]#Sum of the five largest losses";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x30,ETY=eba_ET:x4,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0260;0030;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"0209#0260";"RETAIL BROKERAGE [RBr]#Sum of the five largest losses";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x30,ETY=eba_ET:x2,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0260;0040;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"0209#0260";"RETAIL BROKERAGE [RBr]#Sum of the five largest losses";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x30,ETY=eba_ET:x3,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0260;0050;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"0209#0260";"RETAIL BROKERAGE [RBr]#Sum of the five largest losses";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x30,ETY=eba_ET:x1,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0260;0060;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"0209#0260";"RETAIL BROKERAGE [RBr]#Sum of the five largest losses";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x30,ETY=eba_ET:x5,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0260;0070;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"0209#0260";"RETAIL BROKERAGE [RBr]#Sum of the five largest losses";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x30,PUE=eba_RF:x54";C_17.01.a;0260;0080;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"TOTAL EVENT TYPES";;;;;;;;;;;"0209#0260";"RETAIL BROKERAGE [RBr]#Sum of the five largest losses";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x30,ETY=eba_ET:x7,PUE=eba_RF:x54,SOR=eba_MC:x646,TRI=eba_TR:x24";C_17.01.a;0270;0010;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total direct loss recovery";"Event types";"INTERNAL FRAUD";;;;;;;;;;"0209#0270";"RETAIL BROKERAGE [RBr]#Total direct loss recovery";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x30,ETY=eba_ET:x6,PUE=eba_RF:x54,SOR=eba_MC:x646,TRI=eba_TR:x24";C_17.01.a;0270;0020;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total direct loss recovery";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"0209#0270";"RETAIL BROKERAGE [RBr]#Total direct loss recovery";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x30,ETY=eba_ET:x4,PUE=eba_RF:x54,SOR=eba_MC:x646,TRI=eba_TR:x24";C_17.01.a;0270;0030;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total direct loss recovery";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"0209#0270";"RETAIL BROKERAGE [RBr]#Total direct loss recovery";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x30,ETY=eba_ET:x2,PUE=eba_RF:x54,SOR=eba_MC:x646,TRI=eba_TR:x24";C_17.01.a;0270;0040;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total direct loss recovery";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"0209#0270";"RETAIL BROKERAGE [RBr]#Total direct loss recovery";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x30,ETY=eba_ET:x7,PUE=eba_RF:x54,SOR=eba_MC:x647,TRI=eba_TR:x24";C_17.01.a;0280;0010;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total recovery from insurance and other risk transfer mechanisms";"Event types";"INTERNAL FRAUD";;;;;;;;;;"0209#0280";"RETAIL BROKERAGE [RBr]#Total recovery from insurance and other risk transfer mechanisms";"Event types#INTERNAL FRAUD";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x30,PUE=eba_RF:x54,SOR=eba_MC:x647";C_17.01.a;0280;0080;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total recovery from insurance and other risk transfer mechanisms";"TOTAL EVENT TYPES";;;;;;;;;;;"0209#0280";"RETAIL BROKERAGE [RBr]#Total recovery from insurance and other risk transfer mechanisms";"TOTAL EVENT TYPES";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x11,ETY=eba_ET:x6,PUE=eba_RF:x52,TRI=eba_TR:x24";C_17.01.a;0310;0020;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events (new events)";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"0309#0310";"COMMERCIAL BANKING [CB]#Number of events (new events)";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x11,ETY=eba_ET:x4,PUE=eba_RF:x52,TRI=eba_TR:x24";C_17.01.a;0310;0030;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events (new events)";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"0309#0310";"COMMERCIAL BANKING [CB]#Number of events (new events)";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x11,ETY=eba_ET:x2,PUE=eba_RF:x52,TRI=eba_TR:x24";C_17.01.a;0310;0040;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events (new events)";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"0309#0310";"COMMERCIAL BANKING [CB]#Number of events (new events)";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x11,ETY=eba_ET:x3,PUE=eba_RF:x52,TRI=eba_TR:x24";C_17.01.a;0310;0050;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events (new events)";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"0309#0310";"COMMERCIAL BANKING [CB]#Number of events (new events)";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x11,ETY=eba_ET:x1,PUE=eba_RF:x52,TRI=eba_TR:x24";C_17.01.a;0310;0060;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events (new events)";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"0309#0310";"COMMERCIAL BANKING [CB]#Number of events (new events)";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x11,ETY=eba_ET:x5,PUE=eba_RF:x52,TRI=eba_TR:x24";C_17.01.a;0310;0070;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events (new events)";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"0309#0310";"COMMERCIAL BANKING [CB]#Number of events (new events)";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x11,PUE=eba_RF:x52";C_17.01.a;0310;0080;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events (new events)";"TOTAL EVENT TYPES";;;;;;;;;;;"0309#0310";"COMMERCIAL BANKING [CB]#Number of events (new events)";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x11,ETY=eba_ET:x7,PUE=eba_RF:x52,TRI=eba_TR:x24";C_17.01.a;0320;0010;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Gross loss amount (new events)";"Event types";"INTERNAL FRAUD";;;;;;;;;;"0309#0320";"COMMERCIAL BANKING [CB]#Gross loss amount (new events)";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x11,ETY=eba_ET:x6,PUE=eba_RF:x52,TRI=eba_TR:x24";C_17.01.a;0320;0020;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Gross loss amount (new events)";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"0309#0320";"COMMERCIAL BANKING [CB]#Gross loss amount (new events)";"Event types#EXTERNAL FRAUD";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x11,ETY=eba_ET:x2,PUE=eba_RF:x52,TRI=eba_TR:x24";C_17.01.a;0320;0040;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Gross loss amount (new events)";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"0309#0320";"COMMERCIAL BANKING [CB]#Gross loss amount (new events)";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x11,ETY=eba_ET:x3,PUE=eba_RF:x52,TRI=eba_TR:x24";C_17.01.a;0320;0050;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Gross loss amount (new events)";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"0309#0320";"COMMERCIAL BANKING [CB]#Gross loss amount (new events)";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x11,ETY=eba_ET:x1,PUE=eba_RF:x52,TRI=eba_TR:x24";C_17.01.a;0320;0060;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Gross loss amount (new events)";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"0309#0320";"COMMERCIAL BANKING [CB]#Gross loss amount (new events)";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x11,ETY=eba_ET:x5,PUE=eba_RF:x52,TRI=eba_TR:x24";C_17.01.a;0320;0070;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Gross loss amount (new events)";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"0309#0320";"COMMERCIAL BANKING [CB]#Gross loss amount (new events)";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x11,PUE=eba_RF:x52";C_17.01.a;0320;0080;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Gross loss amount (new events)";"TOTAL EVENT TYPES";;;;;;;;;;;"0309#0320";"COMMERCIAL BANKING [CB]#Gross loss amount (new events)";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id518,BAS=eba_BA:x17,BLI=eba_TA:x11,ETY=eba_ET:x7,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0330;0010;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events subject to loss adjustments";"Event types";"INTERNAL FRAUD";;;;;;;;;;"0309#0330";"COMMERCIAL BANKING [CB]#Number of events subject to loss adjustments";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id518,BAS=eba_BA:x17,BLI=eba_TA:x11,ETY=eba_ET:x6,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0330;0020;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events subject to loss adjustments";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"0309#0330";"COMMERCIAL BANKING [CB]#Number of events subject to loss adjustments";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id518,BAS=eba_BA:x17,BLI=eba_TA:x11,ETY=eba_ET:x4,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0330;0030;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events subject to loss adjustments";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"0309#0330";"COMMERCIAL BANKING [CB]#Number of events subject to loss adjustments";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id518,BAS=eba_BA:x17,BLI=eba_TA:x11,ETY=eba_ET:x2,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0330;0040;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events subject to loss adjustments";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"0309#0330";"COMMERCIAL BANKING [CB]#Number of events subject to loss adjustments";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id518,BAS=eba_BA:x17,BLI=eba_TA:x11,ETY=eba_ET:x3,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0330;0050;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events subject to loss adjustments";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"0309#0330";"COMMERCIAL BANKING [CB]#Number of events subject to loss adjustments";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id518,BAS=eba_BA:x17,BLI=eba_TA:x11,ETY=eba_ET:x1,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0330;0060;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events subject to loss adjustments";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"0309#0330";"COMMERCIAL BANKING [CB]#Number of events subject to loss adjustments";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id518,BAS=eba_BA:x17,BLI=eba_TA:x11,ETY=eba_ET:x5,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0330;0070;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events subject to loss adjustments";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"0309#0330";"COMMERCIAL BANKING [CB]#Number of events subject to loss adjustments";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id518,BAS=eba_BA:x17,BLI=eba_TA:x11,PUE=eba_RF:x53";C_17.01.a;0330;0080;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events subject to loss adjustments";"TOTAL EVENT TYPES";;;;;;;;;;;"0309#0330";"COMMERCIAL BANKING [CB]#Number of events subject to loss adjustments";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md519,BAS=eba_BA:x17,BLI=eba_TA:x11,ETY=eba_ET:x7,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0340;0010;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Loss adjustments relating to previous reporting periods";"Event types";"INTERNAL FRAUD";;;;;;;;;;"0309#0340";"COMMERCIAL BANKING [CB]#Loss adjustments relating to previous reporting periods";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md519,BAS=eba_BA:x17,BLI=eba_TA:x11,ETY=eba_ET:x6,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0340;0020;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Loss adjustments relating to previous reporting periods";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"0309#0340";"COMMERCIAL BANKING [CB]#Loss adjustments relating to previous reporting periods";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md519,BAS=eba_BA:x17,BLI=eba_TA:x11,ETY=eba_ET:x4,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0340;0030;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Loss adjustments relating to previous reporting periods";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"0309#0340";"COMMERCIAL BANKING [CB]#Loss adjustments relating to previous reporting periods";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md519,BAS=eba_BA:x17,BLI=eba_TA:x11,ETY=eba_ET:x2,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0340;0040;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Loss adjustments relating to previous reporting periods";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"0309#0340";"COMMERCIAL BANKING [CB]#Loss adjustments relating to previous reporting periods";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md519,BAS=eba_BA:x17,BLI=eba_TA:x11,ETY=eba_ET:x3,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0340;0050;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Loss adjustments relating to previous reporting periods";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"0309#0340";"COMMERCIAL BANKING [CB]#Loss adjustments relating to previous reporting periods";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md519,BAS=eba_BA:x17,BLI=eba_TA:x11,ETY=eba_ET:x1,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0340;0060;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Loss adjustments relating to previous reporting periods";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"0309#0340";"COMMERCIAL BANKING [CB]#Loss adjustments relating to previous reporting periods";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md519,BAS=eba_BA:x17,BLI=eba_TA:x11,ETY=eba_ET:x5,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0340;0070;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Loss adjustments relating to previous reporting periods";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"0309#0340";"COMMERCIAL BANKING [CB]#Loss adjustments relating to previous reporting periods";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md519,BAS=eba_BA:x17,BLI=eba_TA:x11,PUE=eba_RF:x53";C_17.01.a;0340;0080;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Loss adjustments relating to previous reporting periods";"TOTAL EVENT TYPES";;;;;;;;;;;"0309#0340";"COMMERCIAL BANKING [CB]#Loss adjustments relating to previous reporting periods";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x11,ETY=eba_ET:x7,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0350;0010;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Maximum single loss";"Event types";"INTERNAL FRAUD";;;;;;;;;;"0309#0350";"COMMERCIAL BANKING [CB]#Maximum single loss";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x11,ETY=eba_ET:x6,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0350;0020;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Maximum single loss";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"0309#0350";"COMMERCIAL BANKING [CB]#Maximum single loss";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x11,ETY=eba_ET:x4,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0350;0030;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Maximum single loss";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"0309#0350";"COMMERCIAL BANKING [CB]#Maximum single loss";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x11,ETY=eba_ET:x2,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0350;0040;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Maximum single loss";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"0309#0350";"COMMERCIAL BANKING [CB]#Maximum single loss";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x11,ETY=eba_ET:x3,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0350;0050;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Maximum single loss";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"0309#0350";"COMMERCIAL BANKING [CB]#Maximum single loss";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x11,ETY=eba_ET:x1,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0350;0060;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Maximum single loss";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"0309#0350";"COMMERCIAL BANKING [CB]#Maximum single loss";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x11,ETY=eba_ET:x5,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0350;0070;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Maximum single loss";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"0309#0350";"COMMERCIAL BANKING [CB]#Maximum single loss";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x11,PUE=eba_RF:x54";C_17.01.a;0350;0080;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Maximum single loss";"TOTAL EVENT TYPES";;;;;;;;;;;"0309#0350";"COMMERCIAL BANKING [CB]#Maximum single loss";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x11,ETY=eba_ET:x7,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0360;0010;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"INTERNAL FRAUD";;;;;;;;;;"0309#0360";"COMMERCIAL BANKING [CB]#Sum of the five largest losses";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x11,ETY=eba_ET:x6,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0360;0020;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"0309#0360";"COMMERCIAL BANKING [CB]#Sum of the five largest losses";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x11,ETY=eba_ET:x4,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0360;0030;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"0309#0360";"COMMERCIAL BANKING [CB]#Sum of the five largest losses";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x11,ETY=eba_ET:x2,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0360;0040;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"0309#0360";"COMMERCIAL BANKING [CB]#Sum of the five largest losses";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x11,ETY=eba_ET:x3,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0360;0050;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"0309#0360";"COMMERCIAL BANKING [CB]#Sum of the five largest losses";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x11,ETY=eba_ET:x1,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0360;0060;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"0309#0360";"COMMERCIAL BANKING [CB]#Sum of the five largest losses";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x11,ETY=eba_ET:x5,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0360;0070;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"0309#0360";"COMMERCIAL BANKING [CB]#Sum of the five largest losses";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x11,PUE=eba_RF:x54";C_17.01.a;0360;0080;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"TOTAL EVENT TYPES";;;;;;;;;;;"0309#0360";"COMMERCIAL BANKING [CB]#Sum of the five largest losses";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x11,ETY=eba_ET:x7,PUE=eba_RF:x54,SOR=eba_MC:x646,TRI=eba_TR:x24";C_17.01.a;0370;0010;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total direct loss recovery";"Event types";"INTERNAL FRAUD";;;;;;;;;;"0309#0370";"COMMERCIAL BANKING [CB]#Total direct loss recovery";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x11,ETY=eba_ET:x6,PUE=eba_RF:x54,SOR=eba_MC:x646,TRI=eba_TR:x24";C_17.01.a;0370;0020;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total direct loss recovery";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"0309#0370";"COMMERCIAL BANKING [CB]#Total direct loss recovery";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x11,ETY=eba_ET:x4,PUE=eba_RF:x54,SOR=eba_MC:x646,TRI=eba_TR:x24";C_17.01.a;0370;0030;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total direct loss recovery";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"0309#0370";"COMMERCIAL BANKING [CB]#Total direct loss recovery";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x11,ETY=eba_ET:x2,PUE=eba_RF:x54,SOR=eba_MC:x646,TRI=eba_TR:x24";C_17.01.a;0370;0040;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total direct loss recovery";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"0309#0370";"COMMERCIAL BANKING [CB]#Total direct loss recovery";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x11,ETY=eba_ET:x3,PUE=eba_RF:x54,SOR=eba_MC:x646,TRI=eba_TR:x24";C_17.01.a;0370;0050;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total direct loss recovery";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"0309#0370";"COMMERCIAL BANKING [CB]#Total direct loss recovery";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x11,ETY=eba_ET:x1,PUE=eba_RF:x54,SOR=eba_MC:x646,TRI=eba_TR:x24";C_17.01.a;0370;0060;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total direct loss recovery";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"0309#0370";"COMMERCIAL BANKING [CB]#Total direct loss recovery";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x11,ETY=eba_ET:x5,PUE=eba_RF:x54,SOR=eba_MC:x646,TRI=eba_TR:x24";C_17.01.a;0370;0070;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total direct loss recovery";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"0309#0370";"COMMERCIAL BANKING [CB]#Total direct loss recovery";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x11,PUE=eba_RF:x54,SOR=eba_MC:x646";C_17.01.a;0370;0080;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total direct loss recovery";"TOTAL EVENT TYPES";;;;;;;;;;;"0309#0370";"COMMERCIAL BANKING [CB]#Total direct loss recovery";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x11,ETY=eba_ET:x7,PUE=eba_RF:x54,SOR=eba_MC:x647,TRI=eba_TR:x24";C_17.01.a;0380;0010;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total recovery from insurance and other risk transfer mechanisms";"Event types";"INTERNAL FRAUD";;;;;;;;;;"0309#0380";"COMMERCIAL BANKING [CB]#Total recovery from insurance and other risk transfer mechanisms";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x11,ETY=eba_ET:x6,PUE=eba_RF:x54,SOR=eba_MC:x647,TRI=eba_TR:x24";C_17.01.a;0380;0020;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total recovery from insurance and other risk transfer mechanisms";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"0309#0380";"COMMERCIAL BANKING [CB]#Total recovery from insurance and other risk transfer mechanisms";"Event types#EXTERNAL FRAUD";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x11,ETY=eba_ET:x2,PUE=eba_RF:x54,SOR=eba_MC:x647,TRI=eba_TR:x24";C_17.01.a;0380;0040;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total recovery from insurance and other risk transfer mechanisms";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"0309#0380";"COMMERCIAL BANKING [CB]#Total recovery from insurance and other risk transfer mechanisms";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x11,ETY=eba_ET:x3,PUE=eba_RF:x54,SOR=eba_MC:x647,TRI=eba_TR:x24";C_17.01.a;0380;0050;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total recovery from insurance and other risk transfer mechanisms";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"0309#0380";"COMMERCIAL BANKING [CB]#Total recovery from insurance and other risk transfer mechanisms";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x11,ETY=eba_ET:x1,PUE=eba_RF:x54,SOR=eba_MC:x647,TRI=eba_TR:x24";C_17.01.a;0380;0060;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total recovery from insurance and other risk transfer mechanisms";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"0309#0380";"COMMERCIAL BANKING [CB]#Total recovery from insurance and other risk transfer mechanisms";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x11,ETY=eba_ET:x5,PUE=eba_RF:x54,SOR=eba_MC:x647,TRI=eba_TR:x24";C_17.01.a;0380;0070;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total recovery from insurance and other risk transfer mechanisms";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"0309#0380";"COMMERCIAL BANKING [CB]#Total recovery from insurance and other risk transfer mechanisms";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x11,PUE=eba_RF:x54,SOR=eba_MC:x647";C_17.01.a;0380;0080;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total recovery from insurance and other risk transfer mechanisms";"TOTAL EVENT TYPES";;;;;;;;;;;"0309#0380";"COMMERCIAL BANKING [CB]#Total recovery from insurance and other risk transfer mechanisms";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x29,ETY=eba_ET:x7,PUE=eba_RF:x52,TRI=eba_TR:x24";C_17.01.a;0410;0010;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events (new events)";"Event types";"INTERNAL FRAUD";;;;;;;;;;"0409#0410";"RETAIL BANKING [RB]#Number of events (new events)";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x29,ETY=eba_ET:x6,PUE=eba_RF:x52,TRI=eba_TR:x24";C_17.01.a;0410;0020;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events (new events)";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"0409#0410";"RETAIL BANKING [RB]#Number of events (new events)";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x29,ETY=eba_ET:x4,PUE=eba_RF:x52,TRI=eba_TR:x24";C_17.01.a;0410;0030;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events (new events)";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"0409#0410";"RETAIL BANKING [RB]#Number of events (new events)";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x29,ETY=eba_ET:x2,PUE=eba_RF:x52,TRI=eba_TR:x24";C_17.01.a;0410;0040;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events (new events)";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"0409#0410";"RETAIL BANKING [RB]#Number of events (new events)";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x29,ETY=eba_ET:x3,PUE=eba_RF:x52,TRI=eba_TR:x24";C_17.01.a;0410;0050;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events (new events)";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"0409#0410";"RETAIL BANKING [RB]#Number of events (new events)";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x29,ETY=eba_ET:x1,PUE=eba_RF:x52,TRI=eba_TR:x24";C_17.01.a;0410;0060;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events (new events)";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"0409#0410";"RETAIL BANKING [RB]#Number of events (new events)";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x29,ETY=eba_ET:x5,PUE=eba_RF:x52,TRI=eba_TR:x24";C_17.01.a;0410;0070;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events (new events)";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"0409#0410";"RETAIL BANKING [RB]#Number of events (new events)";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x29,PUE=eba_RF:x52";C_17.01.a;0410;0080;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events (new events)";"TOTAL EVENT TYPES";;;;;;;;;;;"0409#0410";"RETAIL BANKING [RB]#Number of events (new events)";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x29,ETY=eba_ET:x7,PUE=eba_RF:x52,TRI=eba_TR:x24";C_17.01.a;0420;0010;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Gross loss amount (new events)";"Event types";"INTERNAL FRAUD";;;;;;;;;;"0409#0420";"RETAIL BANKING [RB]#Gross loss amount (new events)";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x29,ETY=eba_ET:x6,PUE=eba_RF:x52,TRI=eba_TR:x24";C_17.01.a;0420;0020;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Gross loss amount (new events)";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"0409#0420";"RETAIL BANKING [RB]#Gross loss amount (new events)";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x29,ETY=eba_ET:x4,PUE=eba_RF:x52,TRI=eba_TR:x24";C_17.01.a;0420;0030;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Gross loss amount (new events)";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"0409#0420";"RETAIL BANKING [RB]#Gross loss amount (new events)";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x29,ETY=eba_ET:x2,PUE=eba_RF:x52,TRI=eba_TR:x24";C_17.01.a;0420;0040;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Gross loss amount (new events)";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"0409#0420";"RETAIL BANKING [RB]#Gross loss amount (new events)";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x29,ETY=eba_ET:x3,PUE=eba_RF:x52,TRI=eba_TR:x24";C_17.01.a;0420;0050;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Gross loss amount (new events)";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"0409#0420";"RETAIL BANKING [RB]#Gross loss amount (new events)";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x29,ETY=eba_ET:x1,PUE=eba_RF:x52,TRI=eba_TR:x24";C_17.01.a;0420;0060;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Gross loss amount (new events)";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"0409#0420";"RETAIL BANKING [RB]#Gross loss amount (new events)";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x29,ETY=eba_ET:x5,PUE=eba_RF:x52,TRI=eba_TR:x24";C_17.01.a;0420;0070;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Gross loss amount (new events)";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"0409#0420";"RETAIL BANKING [RB]#Gross loss amount (new events)";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x29,PUE=eba_RF:x52";C_17.01.a;0420;0080;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Gross loss amount (new events)";"TOTAL EVENT TYPES";;;;;;;;;;;"0409#0420";"RETAIL BANKING [RB]#Gross loss amount (new events)";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id518,BAS=eba_BA:x17,BLI=eba_TA:x29,ETY=eba_ET:x7,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0430;0010;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events subject to loss adjustments";"Event types";"INTERNAL FRAUD";;;;;;;;;;"0409#0430";"RETAIL BANKING [RB]#Number of events subject to loss adjustments";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id518,BAS=eba_BA:x17,BLI=eba_TA:x29,ETY=eba_ET:x6,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0430;0020;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events subject to loss adjustments";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"0409#0430";"RETAIL BANKING [RB]#Number of events subject to loss adjustments";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id518,BAS=eba_BA:x17,BLI=eba_TA:x29,ETY=eba_ET:x4,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0430;0030;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events subject to loss adjustments";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"0409#0430";"RETAIL BANKING [RB]#Number of events subject to loss adjustments";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id518,BAS=eba_BA:x17,BLI=eba_TA:x29,ETY=eba_ET:x2,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0430;0040;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events subject to loss adjustments";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"0409#0430";"RETAIL BANKING [RB]#Number of events subject to loss adjustments";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id518,BAS=eba_BA:x17,BLI=eba_TA:x29,ETY=eba_ET:x3,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0430;0050;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events subject to loss adjustments";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"0409#0430";"RETAIL BANKING [RB]#Number of events subject to loss adjustments";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id518,BAS=eba_BA:x17,BLI=eba_TA:x29,ETY=eba_ET:x1,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0430;0060;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events subject to loss adjustments";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"0409#0430";"RETAIL BANKING [RB]#Number of events subject to loss adjustments";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id518,BAS=eba_BA:x17,BLI=eba_TA:x29,ETY=eba_ET:x5,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0430;0070;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events subject to loss adjustments";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"0409#0430";"RETAIL BANKING [RB]#Number of events subject to loss adjustments";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id518,BAS=eba_BA:x17,BLI=eba_TA:x29,PUE=eba_RF:x53";C_17.01.a;0430;0080;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events subject to loss adjustments";"TOTAL EVENT TYPES";;;;;;;;;;;"0409#0430";"RETAIL BANKING [RB]#Number of events subject to loss adjustments";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md519,BAS=eba_BA:x17,BLI=eba_TA:x29,ETY=eba_ET:x7,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0440;0010;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Loss adjustments relating to previous reporting periods";"Event types";"INTERNAL FRAUD";;;;;;;;;;"0409#0440";"RETAIL BANKING [RB]#Loss adjustments relating to previous reporting periods";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md519,BAS=eba_BA:x17,BLI=eba_TA:x29,ETY=eba_ET:x6,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0440;0020;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Loss adjustments relating to previous reporting periods";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"0409#0440";"RETAIL BANKING [RB]#Loss adjustments relating to previous reporting periods";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md519,BAS=eba_BA:x17,BLI=eba_TA:x29,ETY=eba_ET:x4,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0440;0030;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Loss adjustments relating to previous reporting periods";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"0409#0440";"RETAIL BANKING [RB]#Loss adjustments relating to previous reporting periods";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md519,BAS=eba_BA:x17,BLI=eba_TA:x29,ETY=eba_ET:x2,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0440;0040;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Loss adjustments relating to previous reporting periods";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"0409#0440";"RETAIL BANKING [RB]#Loss adjustments relating to previous reporting periods";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md519,BAS=eba_BA:x17,BLI=eba_TA:x29,ETY=eba_ET:x3,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0440;0050;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Loss adjustments relating to previous reporting periods";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"0409#0440";"RETAIL BANKING [RB]#Loss adjustments relating to previous reporting periods";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md519,BAS=eba_BA:x17,BLI=eba_TA:x29,ETY=eba_ET:x1,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0440;0060;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Loss adjustments relating to previous reporting periods";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"0409#0440";"RETAIL BANKING [RB]#Loss adjustments relating to previous reporting periods";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md519,BAS=eba_BA:x17,BLI=eba_TA:x29,ETY=eba_ET:x5,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0440;0070;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Loss adjustments relating to previous reporting periods";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"0409#0440";"RETAIL BANKING [RB]#Loss adjustments relating to previous reporting periods";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md519,BAS=eba_BA:x17,BLI=eba_TA:x29,PUE=eba_RF:x53";C_17.01.a;0440;0080;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Loss adjustments relating to previous reporting periods";"TOTAL EVENT TYPES";;;;;;;;;;;"0409#0440";"RETAIL BANKING [RB]#Loss adjustments relating to previous reporting periods";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x29,ETY=eba_ET:x7,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0450;0010;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Maximum single loss";"Event types";"INTERNAL FRAUD";;;;;;;;;;"0409#0450";"RETAIL BANKING [RB]#Maximum single loss";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x29,ETY=eba_ET:x6,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0450;0020;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Maximum single loss";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"0409#0450";"RETAIL BANKING [RB]#Maximum single loss";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x29,ETY=eba_ET:x4,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0450;0030;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Maximum single loss";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"0409#0450";"RETAIL BANKING [RB]#Maximum single loss";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x29,ETY=eba_ET:x2,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0450;0040;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Maximum single loss";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"0409#0450";"RETAIL BANKING [RB]#Maximum single loss";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x29,ETY=eba_ET:x3,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0450;0050;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Maximum single loss";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"0409#0450";"RETAIL BANKING [RB]#Maximum single loss";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x29,ETY=eba_ET:x1,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0450;0060;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Maximum single loss";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"0409#0450";"RETAIL BANKING [RB]#Maximum single loss";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x29,ETY=eba_ET:x5,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0450;0070;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Maximum single loss";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"0409#0450";"RETAIL BANKING [RB]#Maximum single loss";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x29,PUE=eba_RF:x54";C_17.01.a;0450;0080;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Maximum single loss";"TOTAL EVENT TYPES";;;;;;;;;;;"0409#0450";"RETAIL BANKING [RB]#Maximum single loss";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x29,ETY=eba_ET:x7,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0460;0010;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"INTERNAL FRAUD";;;;;;;;;;"0409#0460";"RETAIL BANKING [RB]#Sum of the five largest losses";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x29,ETY=eba_ET:x6,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0460;0020;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"0409#0460";"RETAIL BANKING [RB]#Sum of the five largest losses";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x29,ETY=eba_ET:x4,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0460;0030;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"0409#0460";"RETAIL BANKING [RB]#Sum of the five largest losses";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x29,ETY=eba_ET:x2,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0460;0040;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"0409#0460";"RETAIL BANKING [RB]#Sum of the five largest losses";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x29,ETY=eba_ET:x3,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0460;0050;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"0409#0460";"RETAIL BANKING [RB]#Sum of the five largest losses";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x29,ETY=eba_ET:x1,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0460;0060;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"0409#0460";"RETAIL BANKING [RB]#Sum of the five largest losses";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x29,ETY=eba_ET:x5,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0460;0070;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"0409#0460";"RETAIL BANKING [RB]#Sum of the five largest losses";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x29,PUE=eba_RF:x54";C_17.01.a;0460;0080;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"TOTAL EVENT TYPES";;;;;;;;;;;"0409#0460";"RETAIL BANKING [RB]#Sum of the five largest losses";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x29,ETY=eba_ET:x7,PUE=eba_RF:x54,SOR=eba_MC:x646,TRI=eba_TR:x24";C_17.01.a;0470;0010;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total direct loss recovery";"Event types";"INTERNAL FRAUD";;;;;;;;;;"0409#0470";"RETAIL BANKING [RB]#Total direct loss recovery";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x29,ETY=eba_ET:x6,PUE=eba_RF:x54,SOR=eba_MC:x646,TRI=eba_TR:x24";C_17.01.a;0470;0020;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total direct loss recovery";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"0409#0470";"RETAIL BANKING [RB]#Total direct loss recovery";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x29,ETY=eba_ET:x4,PUE=eba_RF:x54,SOR=eba_MC:x646,TRI=eba_TR:x24";C_17.01.a;0470;0030;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total direct loss recovery";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"0409#0470";"RETAIL BANKING [RB]#Total direct loss recovery";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x29,ETY=eba_ET:x2,PUE=eba_RF:x54,SOR=eba_MC:x646,TRI=eba_TR:x24";C_17.01.a;0470;0040;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total direct loss recovery";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"0409#0470";"RETAIL BANKING [RB]#Total direct loss recovery";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x29,ETY=eba_ET:x3,PUE=eba_RF:x54,SOR=eba_MC:x646,TRI=eba_TR:x24";C_17.01.a;0470;0050;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total direct loss recovery";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"0409#0470";"RETAIL BANKING [RB]#Total direct loss recovery";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x29,ETY=eba_ET:x1,PUE=eba_RF:x54,SOR=eba_MC:x646,TRI=eba_TR:x24";C_17.01.a;0470;0060;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total direct loss recovery";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"0409#0470";"RETAIL BANKING [RB]#Total direct loss recovery";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x29,ETY=eba_ET:x5,PUE=eba_RF:x54,SOR=eba_MC:x646,TRI=eba_TR:x24";C_17.01.a;0470;0070;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total direct loss recovery";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"0409#0470";"RETAIL BANKING [RB]#Total direct loss recovery";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x29,PUE=eba_RF:x54,SOR=eba_MC:x646";C_17.01.a;0470;0080;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total direct loss recovery";"TOTAL EVENT TYPES";;;;;;;;;;;"0409#0470";"RETAIL BANKING [RB]#Total direct loss recovery";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x29,ETY=eba_ET:x7,PUE=eba_RF:x54,SOR=eba_MC:x647,TRI=eba_TR:x24";C_17.01.a;0480;0010;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total recovery from insurance and other risk transfer mechanisms";"Event types";"INTERNAL FRAUD";;;;;;;;;;"0409#0480";"RETAIL BANKING [RB]#Total recovery from insurance and other risk transfer mechanisms";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x29,ETY=eba_ET:x6,PUE=eba_RF:x54,SOR=eba_MC:x647,TRI=eba_TR:x24";C_17.01.a;0480;0020;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total recovery from insurance and other risk transfer mechanisms";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"0409#0480";"RETAIL BANKING [RB]#Total recovery from insurance and other risk transfer mechanisms";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x29,ETY=eba_ET:x4,PUE=eba_RF:x54,SOR=eba_MC:x647,TRI=eba_TR:x24";C_17.01.a;0480;0030;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total recovery from insurance and other risk transfer mechanisms";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"0409#0480";"RETAIL BANKING [RB]#Total recovery from insurance and other risk transfer mechanisms";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x29,ETY=eba_ET:x2,PUE=eba_RF:x54,SOR=eba_MC:x647,TRI=eba_TR:x24";C_17.01.a;0480;0040;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total recovery from insurance and other risk transfer mechanisms";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"0409#0480";"RETAIL BANKING [RB]#Total recovery from insurance and other risk transfer mechanisms";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x29,ETY=eba_ET:x3,PUE=eba_RF:x54,SOR=eba_MC:x647,TRI=eba_TR:x24";C_17.01.a;0480;0050;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total recovery from insurance and other risk transfer mechanisms";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"0409#0480";"RETAIL BANKING [RB]#Total recovery from insurance and other risk transfer mechanisms";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x29,ETY=eba_ET:x1,PUE=eba_RF:x54,SOR=eba_MC:x647,TRI=eba_TR:x24";C_17.01.a;0480;0060;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total recovery from insurance and other risk transfer mechanisms";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"0409#0480";"RETAIL BANKING [RB]#Total recovery from insurance and other risk transfer mechanisms";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x29,ETY=eba_ET:x5,PUE=eba_RF:x54,SOR=eba_MC:x647,TRI=eba_TR:x24";C_17.01.a;0480;0070;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total recovery from insurance and other risk transfer mechanisms";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"0409#0480";"RETAIL BANKING [RB]#Total recovery from insurance and other risk transfer mechanisms";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x29,PUE=eba_RF:x54,SOR=eba_MC:x647";C_17.01.a;0480;0080;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total recovery from insurance and other risk transfer mechanisms";"TOTAL EVENT TYPES";;;;;;;;;;;"0409#0480";"RETAIL BANKING [RB]#Total recovery from insurance and other risk transfer mechanisms";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x27,ETY=eba_ET:x7,PUE=eba_RF:x52,TRI=eba_TR:x24";C_17.01.a;0510;0010;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events (new events)";"Event types";"INTERNAL FRAUD";;;;;;;;;;"0509#0510";"PAYMENT AND SETTLEMENT [PS]#Number of events (new events)";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x27,ETY=eba_ET:x6,PUE=eba_RF:x52,TRI=eba_TR:x24";C_17.01.a;0510;0020;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events (new events)";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"0509#0510";"PAYMENT AND SETTLEMENT [PS]#Number of events (new events)";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x27,ETY=eba_ET:x4,PUE=eba_RF:x52,TRI=eba_TR:x24";C_17.01.a;0510;0030;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events (new events)";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"0509#0510";"PAYMENT AND SETTLEMENT [PS]#Number of events (new events)";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x27,ETY=eba_ET:x2,PUE=eba_RF:x52,TRI=eba_TR:x24";C_17.01.a;0510;0040;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events (new events)";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"0509#0510";"PAYMENT AND SETTLEMENT [PS]#Number of events (new events)";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x27,ETY=eba_ET:x3,PUE=eba_RF:x52,TRI=eba_TR:x24";C_17.01.a;0510;0050;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events (new events)";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"0509#0510";"PAYMENT AND SETTLEMENT [PS]#Number of events (new events)";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x27,ETY=eba_ET:x1,PUE=eba_RF:x52,TRI=eba_TR:x24";C_17.01.a;0510;0060;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events (new events)";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"0509#0510";"PAYMENT AND SETTLEMENT [PS]#Number of events (new events)";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x27,ETY=eba_ET:x5,PUE=eba_RF:x52,TRI=eba_TR:x24";C_17.01.a;0510;0070;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events (new events)";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"0509#0510";"PAYMENT AND SETTLEMENT [PS]#Number of events (new events)";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x27,PUE=eba_RF:x52";C_17.01.a;0510;0080;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events (new events)";"TOTAL EVENT TYPES";;;;;;;;;;;"0509#0510";"PAYMENT AND SETTLEMENT [PS]#Number of events (new events)";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x27,ETY=eba_ET:x7,PUE=eba_RF:x52,TRI=eba_TR:x24";C_17.01.a;0520;0010;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Gross loss amount (new events)";"Event types";"INTERNAL FRAUD";;;;;;;;;;"0509#0520";"PAYMENT AND SETTLEMENT [PS]#Gross loss amount (new events)";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x27,ETY=eba_ET:x6,PUE=eba_RF:x52,TRI=eba_TR:x24";C_17.01.a;0520;0020;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Gross loss amount (new events)";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"0509#0520";"PAYMENT AND SETTLEMENT [PS]#Gross loss amount (new events)";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x27,ETY=eba_ET:x4,PUE=eba_RF:x52,TRI=eba_TR:x24";C_17.01.a;0520;0030;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Gross loss amount (new events)";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"0509#0520";"PAYMENT AND SETTLEMENT [PS]#Gross loss amount (new events)";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x27,ETY=eba_ET:x2,PUE=eba_RF:x52,TRI=eba_TR:x24";C_17.01.a;0520;0040;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Gross loss amount (new events)";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"0509#0520";"PAYMENT AND SETTLEMENT [PS]#Gross loss amount (new events)";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x27,ETY=eba_ET:x3,PUE=eba_RF:x52,TRI=eba_TR:x24";C_17.01.a;0520;0050;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Gross loss amount (new events)";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"0509#0520";"PAYMENT AND SETTLEMENT [PS]#Gross loss amount (new events)";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x27,ETY=eba_ET:x1,PUE=eba_RF:x52,TRI=eba_TR:x24";C_17.01.a;0520;0060;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Gross loss amount (new events)";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"0509#0520";"PAYMENT AND SETTLEMENT [PS]#Gross loss amount (new events)";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x27,ETY=eba_ET:x5,PUE=eba_RF:x52,TRI=eba_TR:x24";C_17.01.a;0520;0070;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Gross loss amount (new events)";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"0509#0520";"PAYMENT AND SETTLEMENT [PS]#Gross loss amount (new events)";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x27,PUE=eba_RF:x52";C_17.01.a;0520;0080;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Gross loss amount (new events)";"TOTAL EVENT TYPES";;;;;;;;;;;"0509#0520";"PAYMENT AND SETTLEMENT [PS]#Gross loss amount (new events)";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id518,BAS=eba_BA:x17,BLI=eba_TA:x27,ETY=eba_ET:x7,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0530;0010;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events subject to loss adjustments";"Event types";"INTERNAL FRAUD";;;;;;;;;;"0509#0530";"PAYMENT AND SETTLEMENT [PS]#Number of events subject to loss adjustments";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id518,BAS=eba_BA:x17,BLI=eba_TA:x27,ETY=eba_ET:x6,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0530;0020;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events subject to loss adjustments";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"0509#0530";"PAYMENT AND SETTLEMENT [PS]#Number of events subject to loss adjustments";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id518,BAS=eba_BA:x17,BLI=eba_TA:x27,ETY=eba_ET:x4,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0530;0030;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events subject to loss adjustments";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"0509#0530";"PAYMENT AND SETTLEMENT [PS]#Number of events subject to loss adjustments";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id518,BAS=eba_BA:x17,BLI=eba_TA:x27,ETY=eba_ET:x2,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0530;0040;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events subject to loss adjustments";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"0509#0530";"PAYMENT AND SETTLEMENT [PS]#Number of events subject to loss adjustments";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id518,BAS=eba_BA:x17,BLI=eba_TA:x27,ETY=eba_ET:x3,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0530;0050;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events subject to loss adjustments";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"0509#0530";"PAYMENT AND SETTLEMENT [PS]#Number of events subject to loss adjustments";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id518,BAS=eba_BA:x17,BLI=eba_TA:x27,ETY=eba_ET:x1,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0530;0060;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events subject to loss adjustments";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"0509#0530";"PAYMENT AND SETTLEMENT [PS]#Number of events subject to loss adjustments";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id518,BAS=eba_BA:x17,BLI=eba_TA:x27,ETY=eba_ET:x5,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0530;0070;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events subject to loss adjustments";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"0509#0530";"PAYMENT AND SETTLEMENT [PS]#Number of events subject to loss adjustments";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id518,BAS=eba_BA:x17,BLI=eba_TA:x27,PUE=eba_RF:x53";C_17.01.a;0530;0080;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events subject to loss adjustments";"TOTAL EVENT TYPES";;;;;;;;;;;"0509#0530";"PAYMENT AND SETTLEMENT [PS]#Number of events subject to loss adjustments";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md519,BAS=eba_BA:x17,BLI=eba_TA:x27,ETY=eba_ET:x7,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0540;0010;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Loss adjustments relating to previous reporting periods";"Event types";"INTERNAL FRAUD";;;;;;;;;;"0509#0540";"PAYMENT AND SETTLEMENT [PS]#Loss adjustments relating to previous reporting periods";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md519,BAS=eba_BA:x17,BLI=eba_TA:x27,ETY=eba_ET:x6,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0540;0020;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Loss adjustments relating to previous reporting periods";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"0509#0540";"PAYMENT AND SETTLEMENT [PS]#Loss adjustments relating to previous reporting periods";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md519,BAS=eba_BA:x17,BLI=eba_TA:x27,ETY=eba_ET:x4,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0540;0030;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Loss adjustments relating to previous reporting periods";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"0509#0540";"PAYMENT AND SETTLEMENT [PS]#Loss adjustments relating to previous reporting periods";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md519,BAS=eba_BA:x17,BLI=eba_TA:x27,ETY=eba_ET:x2,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0540;0040;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Loss adjustments relating to previous reporting periods";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"0509#0540";"PAYMENT AND SETTLEMENT [PS]#Loss adjustments relating to previous reporting periods";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md519,BAS=eba_BA:x17,BLI=eba_TA:x27,ETY=eba_ET:x3,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0540;0050;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Loss adjustments relating to previous reporting periods";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"0509#0540";"PAYMENT AND SETTLEMENT [PS]#Loss adjustments relating to previous reporting periods";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md519,BAS=eba_BA:x17,BLI=eba_TA:x27,ETY=eba_ET:x1,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0540;0060;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Loss adjustments relating to previous reporting periods";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"0509#0540";"PAYMENT AND SETTLEMENT [PS]#Loss adjustments relating to previous reporting periods";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md519,BAS=eba_BA:x17,BLI=eba_TA:x27,ETY=eba_ET:x5,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0540;0070;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Loss adjustments relating to previous reporting periods";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"0509#0540";"PAYMENT AND SETTLEMENT [PS]#Loss adjustments relating to previous reporting periods";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md519,BAS=eba_BA:x17,BLI=eba_TA:x27,PUE=eba_RF:x53";C_17.01.a;0540;0080;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Loss adjustments relating to previous reporting periods";"TOTAL EVENT TYPES";;;;;;;;;;;"0509#0540";"PAYMENT AND SETTLEMENT [PS]#Loss adjustments relating to previous reporting periods";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x27,ETY=eba_ET:x7,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0550;0010;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Maximum single loss";"Event types";"INTERNAL FRAUD";;;;;;;;;;"0509#0550";"PAYMENT AND SETTLEMENT [PS]#Maximum single loss";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x27,ETY=eba_ET:x6,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0550;0020;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Maximum single loss";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"0509#0550";"PAYMENT AND SETTLEMENT [PS]#Maximum single loss";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x27,ETY=eba_ET:x4,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0550;0030;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Maximum single loss";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"0509#0550";"PAYMENT AND SETTLEMENT [PS]#Maximum single loss";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x27,ETY=eba_ET:x2,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0550;0040;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Maximum single loss";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"0509#0550";"PAYMENT AND SETTLEMENT [PS]#Maximum single loss";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x27,ETY=eba_ET:x3,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0550;0050;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Maximum single loss";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"0509#0550";"PAYMENT AND SETTLEMENT [PS]#Maximum single loss";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x27,ETY=eba_ET:x1,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0550;0060;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Maximum single loss";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"0509#0550";"PAYMENT AND SETTLEMENT [PS]#Maximum single loss";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x27,ETY=eba_ET:x5,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0550;0070;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Maximum single loss";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"0509#0550";"PAYMENT AND SETTLEMENT [PS]#Maximum single loss";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x27,PUE=eba_RF:x54";C_17.01.a;0550;0080;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Maximum single loss";"TOTAL EVENT TYPES";;;;;;;;;;;"0509#0550";"PAYMENT AND SETTLEMENT [PS]#Maximum single loss";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x27,ETY=eba_ET:x7,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0560;0010;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"INTERNAL FRAUD";;;;;;;;;;"0509#0560";"PAYMENT AND SETTLEMENT [PS]#Sum of the five largest losses";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x27,ETY=eba_ET:x6,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0560;0020;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"0509#0560";"PAYMENT AND SETTLEMENT [PS]#Sum of the five largest losses";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x27,ETY=eba_ET:x4,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0560;0030;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"0509#0560";"PAYMENT AND SETTLEMENT [PS]#Sum of the five largest losses";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x27,ETY=eba_ET:x2,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0560;0040;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"0509#0560";"PAYMENT AND SETTLEMENT [PS]#Sum of the five largest losses";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x27,ETY=eba_ET:x3,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0560;0050;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"0509#0560";"PAYMENT AND SETTLEMENT [PS]#Sum of the five largest losses";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x27,ETY=eba_ET:x1,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0560;0060;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"0509#0560";"PAYMENT AND SETTLEMENT [PS]#Sum of the five largest losses";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x27,ETY=eba_ET:x5,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0560;0070;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"0509#0560";"PAYMENT AND SETTLEMENT [PS]#Sum of the five largest losses";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x27,PUE=eba_RF:x54";C_17.01.a;0560;0080;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"TOTAL EVENT TYPES";;;;;;;;;;;"0509#0560";"PAYMENT AND SETTLEMENT [PS]#Sum of the five largest losses";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x27,ETY=eba_ET:x7,PUE=eba_RF:x54,SOR=eba_MC:x646,TRI=eba_TR:x24";C_17.01.a;0570;0010;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total direct loss recovery";"Event types";"INTERNAL FRAUD";;;;;;;;;;"0509#0570";"PAYMENT AND SETTLEMENT [PS]#Total direct loss recovery";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x27,ETY=eba_ET:x6,PUE=eba_RF:x54,SOR=eba_MC:x646,TRI=eba_TR:x24";C_17.01.a;0570;0020;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total direct loss recovery";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"0509#0570";"PAYMENT AND SETTLEMENT [PS]#Total direct loss recovery";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x27,ETY=eba_ET:x4,PUE=eba_RF:x54,SOR=eba_MC:x646,TRI=eba_TR:x24";C_17.01.a;0570;0030;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total direct loss recovery";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"0509#0570";"PAYMENT AND SETTLEMENT [PS]#Total direct loss recovery";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x27,ETY=eba_ET:x2,PUE=eba_RF:x54,SOR=eba_MC:x646,TRI=eba_TR:x24";C_17.01.a;0570;0040;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total direct loss recovery";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"0509#0570";"PAYMENT AND SETTLEMENT [PS]#Total direct loss recovery";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x27,ETY=eba_ET:x3,PUE=eba_RF:x54,SOR=eba_MC:x646,TRI=eba_TR:x24";C_17.01.a;0570;0050;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total direct loss recovery";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"0509#0570";"PAYMENT AND SETTLEMENT [PS]#Total direct loss recovery";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x27,ETY=eba_ET:x1,PUE=eba_RF:x54,SOR=eba_MC:x646,TRI=eba_TR:x24";C_17.01.a;0570;0060;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total direct loss recovery";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"0509#0570";"PAYMENT AND SETTLEMENT [PS]#Total direct loss recovery";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x27,ETY=eba_ET:x5,PUE=eba_RF:x54,SOR=eba_MC:x646,TRI=eba_TR:x24";C_17.01.a;0570;0070;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total direct loss recovery";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"0509#0570";"PAYMENT AND SETTLEMENT [PS]#Total direct loss recovery";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x27,PUE=eba_RF:x54,SOR=eba_MC:x646";C_17.01.a;0570;0080;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total direct loss recovery";"TOTAL EVENT TYPES";;;;;;;;;;;"0509#0570";"PAYMENT AND SETTLEMENT [PS]#Total direct loss recovery";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x27,ETY=eba_ET:x7,PUE=eba_RF:x54,SOR=eba_MC:x647,TRI=eba_TR:x24";C_17.01.a;0580;0010;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total recovery from insurance and other risk transfer mechanisms";"Event types";"INTERNAL FRAUD";;;;;;;;;;"0509#0580";"PAYMENT AND SETTLEMENT [PS]#Total recovery from insurance and other risk transfer mechanisms";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x27,ETY=eba_ET:x6,PUE=eba_RF:x54,SOR=eba_MC:x647,TRI=eba_TR:x24";C_17.01.a;0580;0020;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total recovery from insurance and other risk transfer mechanisms";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"0509#0580";"PAYMENT AND SETTLEMENT [PS]#Total recovery from insurance and other risk transfer mechanisms";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x27,ETY=eba_ET:x4,PUE=eba_RF:x54,SOR=eba_MC:x647,TRI=eba_TR:x24";C_17.01.a;0580;0030;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total recovery from insurance and other risk transfer mechanisms";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"0509#0580";"PAYMENT AND SETTLEMENT [PS]#Total recovery from insurance and other risk transfer mechanisms";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x27,ETY=eba_ET:x2,PUE=eba_RF:x54,SOR=eba_MC:x647,TRI=eba_TR:x24";C_17.01.a;0580;0040;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total recovery from insurance and other risk transfer mechanisms";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"0509#0580";"PAYMENT AND SETTLEMENT [PS]#Total recovery from insurance and other risk transfer mechanisms";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x27,ETY=eba_ET:x3,PUE=eba_RF:x54,SOR=eba_MC:x647,TRI=eba_TR:x24";C_17.01.a;0580;0050;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total recovery from insurance and other risk transfer mechanisms";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"0509#0580";"PAYMENT AND SETTLEMENT [PS]#Total recovery from insurance and other risk transfer mechanisms";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x27,ETY=eba_ET:x1,PUE=eba_RF:x54,SOR=eba_MC:x647,TRI=eba_TR:x24";C_17.01.a;0580;0060;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total recovery from insurance and other risk transfer mechanisms";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"0509#0580";"PAYMENT AND SETTLEMENT [PS]#Total recovery from insurance and other risk transfer mechanisms";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x27,ETY=eba_ET:x5,PUE=eba_RF:x54,SOR=eba_MC:x647,TRI=eba_TR:x24";C_17.01.a;0580;0070;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total recovery from insurance and other risk transfer mechanisms";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"0509#0580";"PAYMENT AND SETTLEMENT [PS]#Total recovery from insurance and other risk transfer mechanisms";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x27,PUE=eba_RF:x54,SOR=eba_MC:x647";C_17.01.a;0580;0080;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total recovery from insurance and other risk transfer mechanisms";"TOTAL EVENT TYPES";;;;;;;;;;;"0509#0580";"PAYMENT AND SETTLEMENT [PS]#Total recovery from insurance and other risk transfer mechanisms";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x4,ETY=eba_ET:x7,PUE=eba_RF:x52,TRI=eba_TR:x24";C_17.01.a;0610;0010;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events (new events)";"Event types";"INTERNAL FRAUD";;;;;;;;;;"0609#0610";"AGENCY SERVICES [AS]#Number of events (new events)";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x4,ETY=eba_ET:x6,PUE=eba_RF:x52,TRI=eba_TR:x24";C_17.01.a;0610;0020;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events (new events)";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"0609#0610";"AGENCY SERVICES [AS]#Number of events (new events)";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x4,ETY=eba_ET:x4,PUE=eba_RF:x52,TRI=eba_TR:x24";C_17.01.a;0610;0030;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events (new events)";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"0609#0610";"AGENCY SERVICES [AS]#Number of events (new events)";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x4,ETY=eba_ET:x2,PUE=eba_RF:x52,TRI=eba_TR:x24";C_17.01.a;0610;0040;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events (new events)";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"0609#0610";"AGENCY SERVICES [AS]#Number of events (new events)";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x4,ETY=eba_ET:x3,PUE=eba_RF:x52,TRI=eba_TR:x24";C_17.01.a;0610;0050;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events (new events)";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"0609#0610";"AGENCY SERVICES [AS]#Number of events (new events)";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x4,ETY=eba_ET:x1,PUE=eba_RF:x52,TRI=eba_TR:x24";C_17.01.a;0610;0060;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events (new events)";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"0609#0610";"AGENCY SERVICES [AS]#Number of events (new events)";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x4,ETY=eba_ET:x5,PUE=eba_RF:x52,TRI=eba_TR:x24";C_17.01.a;0610;0070;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events (new events)";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"0609#0610";"AGENCY SERVICES [AS]#Number of events (new events)";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x4,PUE=eba_RF:x52";C_17.01.a;0610;0080;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events (new events)";"TOTAL EVENT TYPES";;;;;;;;;;;"0609#0610";"AGENCY SERVICES [AS]#Number of events (new events)";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x4,ETY=eba_ET:x7,PUE=eba_RF:x52,TRI=eba_TR:x24";C_17.01.a;0620;0010;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Gross loss amount (new events)";"Event types";"INTERNAL FRAUD";;;;;;;;;;"0609#0620";"AGENCY SERVICES [AS]#Gross loss amount (new events)";"Event types#INTERNAL FRAUD";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x4,PUE=eba_RF:x52";C_17.01.a;0620;0080;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Gross loss amount (new events)";"TOTAL EVENT TYPES";;;;;;;;;;;"0609#0620";"AGENCY SERVICES [AS]#Gross loss amount (new events)";"TOTAL EVENT TYPES";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id518,BAS=eba_BA:x17,BLI=eba_TA:x4,ETY=eba_ET:x2,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0630;0040;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events subject to loss adjustments";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"0609#0630";"AGENCY SERVICES [AS]#Number of events subject to loss adjustments";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id518,BAS=eba_BA:x17,BLI=eba_TA:x4,ETY=eba_ET:x3,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0630;0050;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events subject to loss adjustments";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"0609#0630";"AGENCY SERVICES [AS]#Number of events subject to loss adjustments";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id518,BAS=eba_BA:x17,BLI=eba_TA:x4,ETY=eba_ET:x1,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0630;0060;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events subject to loss adjustments";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"0609#0630";"AGENCY SERVICES [AS]#Number of events subject to loss adjustments";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id518,BAS=eba_BA:x17,BLI=eba_TA:x4,ETY=eba_ET:x5,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0630;0070;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events subject to loss adjustments";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"0609#0630";"AGENCY SERVICES [AS]#Number of events subject to loss adjustments";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id518,BAS=eba_BA:x17,BLI=eba_TA:x4,PUE=eba_RF:x53";C_17.01.a;0630;0080;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events subject to loss adjustments";"TOTAL EVENT TYPES";;;;;;;;;;;"0609#0630";"AGENCY SERVICES [AS]#Number of events subject to loss adjustments";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md519,BAS=eba_BA:x17,BLI=eba_TA:x4,ETY=eba_ET:x7,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0640;0010;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Loss adjustments relating to previous reporting periods";"Event types";"INTERNAL FRAUD";;;;;;;;;;"0609#0640";"AGENCY SERVICES [AS]#Loss adjustments relating to previous reporting periods";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md519,BAS=eba_BA:x17,BLI=eba_TA:x4,ETY=eba_ET:x6,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0640;0020;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Loss adjustments relating to previous reporting periods";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"0609#0640";"AGENCY SERVICES [AS]#Loss adjustments relating to previous reporting periods";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md519,BAS=eba_BA:x17,BLI=eba_TA:x4,ETY=eba_ET:x4,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0640;0030;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Loss adjustments relating to previous reporting periods";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"0609#0640";"AGENCY SERVICES [AS]#Loss adjustments relating to previous reporting periods";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md519,BAS=eba_BA:x17,BLI=eba_TA:x4,ETY=eba_ET:x2,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0640;0040;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Loss adjustments relating to previous reporting periods";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"0609#0640";"AGENCY SERVICES [AS]#Loss adjustments relating to previous reporting periods";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md519,BAS=eba_BA:x17,BLI=eba_TA:x4,ETY=eba_ET:x3,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0640;0050;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Loss adjustments relating to previous reporting periods";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"0609#0640";"AGENCY SERVICES [AS]#Loss adjustments relating to previous reporting periods";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md519,BAS=eba_BA:x17,BLI=eba_TA:x4,ETY=eba_ET:x1,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0640;0060;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Loss adjustments relating to previous reporting periods";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"0609#0640";"AGENCY SERVICES [AS]#Loss adjustments relating to previous reporting periods";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md519,BAS=eba_BA:x17,BLI=eba_TA:x4,ETY=eba_ET:x5,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0640;0070;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Loss adjustments relating to previous reporting periods";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"0609#0640";"AGENCY SERVICES [AS]#Loss adjustments relating to previous reporting periods";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md519,BAS=eba_BA:x17,BLI=eba_TA:x4,PUE=eba_RF:x53";C_17.01.a;0640;0080;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Loss adjustments relating to previous reporting periods";"TOTAL EVENT TYPES";;;;;;;;;;;"0609#0640";"AGENCY SERVICES [AS]#Loss adjustments relating to previous reporting periods";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x4,ETY=eba_ET:x7,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0650;0010;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Maximum single loss";"Event types";"INTERNAL FRAUD";;;;;;;;;;"0609#0650";"AGENCY SERVICES [AS]#Maximum single loss";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x4,ETY=eba_ET:x6,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0650;0020;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Maximum single loss";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"0609#0650";"AGENCY SERVICES [AS]#Maximum single loss";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x4,ETY=eba_ET:x4,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0650;0030;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Maximum single loss";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"0609#0650";"AGENCY SERVICES [AS]#Maximum single loss";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x4,ETY=eba_ET:x2,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0650;0040;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Maximum single loss";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"0609#0650";"AGENCY SERVICES [AS]#Maximum single loss";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x4,ETY=eba_ET:x3,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0650;0050;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Maximum single loss";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"0609#0650";"AGENCY SERVICES [AS]#Maximum single loss";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x4,ETY=eba_ET:x1,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0650;0060;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Maximum single loss";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"0609#0650";"AGENCY SERVICES [AS]#Maximum single loss";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x4,ETY=eba_ET:x5,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0650;0070;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Maximum single loss";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"0609#0650";"AGENCY SERVICES [AS]#Maximum single loss";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x4,PUE=eba_RF:x54";C_17.01.a;0650;0080;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Maximum single loss";"TOTAL EVENT TYPES";;;;;;;;;;;"0609#0650";"AGENCY SERVICES [AS]#Maximum single loss";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x4,ETY=eba_ET:x7,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0660;0010;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"INTERNAL FRAUD";;;;;;;;;;"0609#0660";"AGENCY SERVICES [AS]#Sum of the five largest losses";"Event types#INTERNAL FRAUD";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x4,ETY=eba_ET:x4,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0660;0030;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"0609#0660";"AGENCY SERVICES [AS]#Sum of the five largest losses";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x4,ETY=eba_ET:x2,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0660;0040;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"0609#0660";"AGENCY SERVICES [AS]#Sum of the five largest losses";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x4,ETY=eba_ET:x3,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0660;0050;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"0609#0660";"AGENCY SERVICES [AS]#Sum of the five largest losses";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x4,ETY=eba_ET:x1,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0660;0060;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"0609#0660";"AGENCY SERVICES [AS]#Sum of the five largest losses";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x4,ETY=eba_ET:x5,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0660;0070;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"0609#0660";"AGENCY SERVICES [AS]#Sum of the five largest losses";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x4,PUE=eba_RF:x54";C_17.01.a;0660;0080;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"TOTAL EVENT TYPES";;;;;;;;;;;"0609#0660";"AGENCY SERVICES [AS]#Sum of the five largest losses";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x4,ETY=eba_ET:x7,PUE=eba_RF:x54,SOR=eba_MC:x646,TRI=eba_TR:x24";C_17.01.a;0670;0010;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total direct loss recovery";"Event types";"INTERNAL FRAUD";;;;;;;;;;"0609#0670";"AGENCY SERVICES [AS]#Total direct loss recovery";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x4,ETY=eba_ET:x6,PUE=eba_RF:x54,SOR=eba_MC:x646,TRI=eba_TR:x24";C_17.01.a;0670;0020;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total direct loss recovery";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"0609#0670";"AGENCY SERVICES [AS]#Total direct loss recovery";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x4,ETY=eba_ET:x4,PUE=eba_RF:x54,SOR=eba_MC:x646,TRI=eba_TR:x24";C_17.01.a;0670;0030;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total direct loss recovery";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"0609#0670";"AGENCY SERVICES [AS]#Total direct loss recovery";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x4,ETY=eba_ET:x2,PUE=eba_RF:x54,SOR=eba_MC:x646,TRI=eba_TR:x24";C_17.01.a;0670;0040;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total direct loss recovery";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"0609#0670";"AGENCY SERVICES [AS]#Total direct loss recovery";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x4,ETY=eba_ET:x3,PUE=eba_RF:x54,SOR=eba_MC:x646,TRI=eba_TR:x24";C_17.01.a;0670;0050;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total direct loss recovery";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"0609#0670";"AGENCY SERVICES [AS]#Total direct loss recovery";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x4,ETY=eba_ET:x1,PUE=eba_RF:x54,SOR=eba_MC:x646,TRI=eba_TR:x24";C_17.01.a;0670;0060;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total direct loss recovery";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"0609#0670";"AGENCY SERVICES [AS]#Total direct loss recovery";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x4,ETY=eba_ET:x5,PUE=eba_RF:x54,SOR=eba_MC:x646,TRI=eba_TR:x24";C_17.01.a;0670;0070;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total direct loss recovery";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"0609#0670";"AGENCY SERVICES [AS]#Total direct loss recovery";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x4,PUE=eba_RF:x54,SOR=eba_MC:x646";C_17.01.a;0670;0080;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total direct loss recovery";"TOTAL EVENT TYPES";;;;;;;;;;;"0609#0670";"AGENCY SERVICES [AS]#Total direct loss recovery";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x4,ETY=eba_ET:x7,PUE=eba_RF:x54,SOR=eba_MC:x647,TRI=eba_TR:x24";C_17.01.a;0680;0010;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total recovery from insurance and other risk transfer mechanisms";"Event types";"INTERNAL FRAUD";;;;;;;;;;"0609#0680";"AGENCY SERVICES [AS]#Total recovery from insurance and other risk transfer mechanisms";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x4,ETY=eba_ET:x6,PUE=eba_RF:x54,SOR=eba_MC:x647,TRI=eba_TR:x24";C_17.01.a;0680;0020;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total recovery from insurance and other risk transfer mechanisms";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"0609#0680";"AGENCY SERVICES [AS]#Total recovery from insurance and other risk transfer mechanisms";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x4,ETY=eba_ET:x4,PUE=eba_RF:x54,SOR=eba_MC:x647,TRI=eba_TR:x24";C_17.01.a;0680;0030;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total recovery from insurance and other risk transfer mechanisms";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"0609#0680";"AGENCY SERVICES [AS]#Total recovery from insurance and other risk transfer mechanisms";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x4,ETY=eba_ET:x2,PUE=eba_RF:x54,SOR=eba_MC:x647,TRI=eba_TR:x24";C_17.01.a;0680;0040;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total recovery from insurance and other risk transfer mechanisms";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"0609#0680";"AGENCY SERVICES [AS]#Total recovery from insurance and other risk transfer mechanisms";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x4,ETY=eba_ET:x3,PUE=eba_RF:x54,SOR=eba_MC:x647,TRI=eba_TR:x24";C_17.01.a;0680;0050;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total recovery from insurance and other risk transfer mechanisms";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"0609#0680";"AGENCY SERVICES [AS]#Total recovery from insurance and other risk transfer mechanisms";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x4,ETY=eba_ET:x1,PUE=eba_RF:x54,SOR=eba_MC:x647,TRI=eba_TR:x24";C_17.01.a;0680;0060;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total recovery from insurance and other risk transfer mechanisms";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"0609#0680";"AGENCY SERVICES [AS]#Total recovery from insurance and other risk transfer mechanisms";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x4,ETY=eba_ET:x5,PUE=eba_RF:x54,SOR=eba_MC:x647,TRI=eba_TR:x24";C_17.01.a;0680;0070;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total recovery from insurance and other risk transfer mechanisms";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"0609#0680";"AGENCY SERVICES [AS]#Total recovery from insurance and other risk transfer mechanisms";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x4,PUE=eba_RF:x54,SOR=eba_MC:x647";C_17.01.a;0680;0080;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total recovery from insurance and other risk transfer mechanisms";"TOTAL EVENT TYPES";;;;;;;;;;;"0609#0680";"AGENCY SERVICES [AS]#Total recovery from insurance and other risk transfer mechanisms";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x5,ETY=eba_ET:x7,PUE=eba_RF:x52,TRI=eba_TR:x24";C_17.01.a;0710;0010;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events (new events)";"Event types";"INTERNAL FRAUD";;;;;;;;;;"0709#0710";"ASSET MANAGEMENT [AM]#Number of events (new events)";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x5,ETY=eba_ET:x6,PUE=eba_RF:x52,TRI=eba_TR:x24";C_17.01.a;0710;0020;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events (new events)";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"0709#0710";"ASSET MANAGEMENT [AM]#Number of events (new events)";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x5,ETY=eba_ET:x4,PUE=eba_RF:x52,TRI=eba_TR:x24";C_17.01.a;0710;0030;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events (new events)";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"0709#0710";"ASSET MANAGEMENT [AM]#Number of events (new events)";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x5,ETY=eba_ET:x2,PUE=eba_RF:x52,TRI=eba_TR:x24";C_17.01.a;0710;0040;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events (new events)";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"0709#0710";"ASSET MANAGEMENT [AM]#Number of events (new events)";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x5,ETY=eba_ET:x3,PUE=eba_RF:x52,TRI=eba_TR:x24";C_17.01.a;0710;0050;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events (new events)";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"0709#0710";"ASSET MANAGEMENT [AM]#Number of events (new events)";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x5,ETY=eba_ET:x1,PUE=eba_RF:x52,TRI=eba_TR:x24";C_17.01.a;0710;0060;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events (new events)";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"0709#0710";"ASSET MANAGEMENT [AM]#Number of events (new events)";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x5,ETY=eba_ET:x5,PUE=eba_RF:x52,TRI=eba_TR:x24";C_17.01.a;0710;0070;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events (new events)";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"0709#0710";"ASSET MANAGEMENT [AM]#Number of events (new events)";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x5,PUE=eba_RF:x52";C_17.01.a;0710;0080;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events (new events)";"TOTAL EVENT TYPES";;;;;;;;;;;"0709#0710";"ASSET MANAGEMENT [AM]#Number of events (new events)";"TOTAL EVENT TYPES";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x5,ETY=eba_ET:x5,PUE=eba_RF:x52,TRI=eba_TR:x24";C_17.01.a;0720;0070;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Gross loss amount (new events)";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"0709#0720";"ASSET MANAGEMENT [AM]#Gross loss amount (new events)";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md234,BAS=eba_BA:x17,BLI=eba_TA:x5,PUE=eba_RF:x52";C_17.01.a;0720;0080;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Gross loss amount (new events)";"TOTAL EVENT TYPES";;;;;;;;;;;"0709#0720";"ASSET MANAGEMENT [AM]#Gross loss amount (new events)";"TOTAL EVENT TYPES";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id518,BAS=eba_BA:x17,BLI=eba_TA:x5,ETY=eba_ET:x6,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0730;0020;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events subject to loss adjustments";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"0709#0730";"ASSET MANAGEMENT [AM]#Number of events subject to loss adjustments";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id518,BAS=eba_BA:x17,BLI=eba_TA:x5,ETY=eba_ET:x4,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0730;0030;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events subject to loss adjustments";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"0709#0730";"ASSET MANAGEMENT [AM]#Number of events subject to loss adjustments";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id518,BAS=eba_BA:x17,BLI=eba_TA:x5,ETY=eba_ET:x2,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0730;0040;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events subject to loss adjustments";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"0709#0730";"ASSET MANAGEMENT [AM]#Number of events subject to loss adjustments";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id518,BAS=eba_BA:x17,BLI=eba_TA:x5,ETY=eba_ET:x3,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0730;0050;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events subject to loss adjustments";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"0709#0730";"ASSET MANAGEMENT [AM]#Number of events subject to loss adjustments";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id518,BAS=eba_BA:x17,BLI=eba_TA:x5,ETY=eba_ET:x1,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0730;0060;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events subject to loss adjustments";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"0709#0730";"ASSET MANAGEMENT [AM]#Number of events subject to loss adjustments";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id518,BAS=eba_BA:x17,BLI=eba_TA:x5,ETY=eba_ET:x5,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0730;0070;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events subject to loss adjustments";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"0709#0730";"ASSET MANAGEMENT [AM]#Number of events subject to loss adjustments";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id518,BAS=eba_BA:x17,BLI=eba_TA:x5,PUE=eba_RF:x53";C_17.01.a;0730;0080;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events subject to loss adjustments";"TOTAL EVENT TYPES";;;;;;;;;;;"0709#0730";"ASSET MANAGEMENT [AM]#Number of events subject to loss adjustments";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md519,BAS=eba_BA:x17,BLI=eba_TA:x5,ETY=eba_ET:x7,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0740;0010;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Loss adjustments relating to previous reporting periods";"Event types";"INTERNAL FRAUD";;;;;;;;;;"0709#0740";"ASSET MANAGEMENT [AM]#Loss adjustments relating to previous reporting periods";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md519,BAS=eba_BA:x17,BLI=eba_TA:x5,ETY=eba_ET:x6,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0740;0020;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Loss adjustments relating to previous reporting periods";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"0709#0740";"ASSET MANAGEMENT [AM]#Loss adjustments relating to previous reporting periods";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md519,BAS=eba_BA:x17,BLI=eba_TA:x5,ETY=eba_ET:x4,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0740;0030;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Loss adjustments relating to previous reporting periods";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"0709#0740";"ASSET MANAGEMENT [AM]#Loss adjustments relating to previous reporting periods";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md519,BAS=eba_BA:x17,BLI=eba_TA:x5,ETY=eba_ET:x2,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0740;0040;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Loss adjustments relating to previous reporting periods";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"0709#0740";"ASSET MANAGEMENT [AM]#Loss adjustments relating to previous reporting periods";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md519,BAS=eba_BA:x17,BLI=eba_TA:x5,ETY=eba_ET:x3,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0740;0050;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Loss adjustments relating to previous reporting periods";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"0709#0740";"ASSET MANAGEMENT [AM]#Loss adjustments relating to previous reporting periods";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md519,BAS=eba_BA:x17,BLI=eba_TA:x5,ETY=eba_ET:x1,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0740;0060;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Loss adjustments relating to previous reporting periods";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"0709#0740";"ASSET MANAGEMENT [AM]#Loss adjustments relating to previous reporting periods";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md519,BAS=eba_BA:x17,BLI=eba_TA:x5,ETY=eba_ET:x5,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0740;0070;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Loss adjustments relating to previous reporting periods";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"0709#0740";"ASSET MANAGEMENT [AM]#Loss adjustments relating to previous reporting periods";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md519,BAS=eba_BA:x17,BLI=eba_TA:x5,PUE=eba_RF:x53";C_17.01.a;0740;0080;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Loss adjustments relating to previous reporting periods";"TOTAL EVENT TYPES";;;;;;;;;;;"0709#0740";"ASSET MANAGEMENT [AM]#Loss adjustments relating to previous reporting periods";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x5,ETY=eba_ET:x7,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0750;0010;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Maximum single loss";"Event types";"INTERNAL FRAUD";;;;;;;;;;"0709#0750";"ASSET MANAGEMENT [AM]#Maximum single loss";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x5,ETY=eba_ET:x6,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0750;0020;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Maximum single loss";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"0709#0750";"ASSET MANAGEMENT [AM]#Maximum single loss";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x5,ETY=eba_ET:x4,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0750;0030;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Maximum single loss";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"0709#0750";"ASSET MANAGEMENT [AM]#Maximum single loss";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x5,ETY=eba_ET:x2,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0750;0040;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Maximum single loss";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"0709#0750";"ASSET MANAGEMENT [AM]#Maximum single loss";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x5,ETY=eba_ET:x3,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0750;0050;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Maximum single loss";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"0709#0750";"ASSET MANAGEMENT [AM]#Maximum single loss";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x5,ETY=eba_ET:x1,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0750;0060;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Maximum single loss";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"0709#0750";"ASSET MANAGEMENT [AM]#Maximum single loss";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x5,ETY=eba_ET:x5,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0750;0070;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Maximum single loss";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"0709#0750";"ASSET MANAGEMENT [AM]#Maximum single loss";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x5,PUE=eba_RF:x54";C_17.01.a;0750;0080;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Maximum single loss";"TOTAL EVENT TYPES";;;;;;;;;;;"0709#0750";"ASSET MANAGEMENT [AM]#Maximum single loss";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x5,ETY=eba_ET:x7,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0760;0010;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"INTERNAL FRAUD";;;;;;;;;;"0709#0760";"ASSET MANAGEMENT [AM]#Sum of the five largest losses";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x5,ETY=eba_ET:x6,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0760;0020;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"0709#0760";"ASSET MANAGEMENT [AM]#Sum of the five largest losses";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x5,ETY=eba_ET:x4,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0760;0030;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"0709#0760";"ASSET MANAGEMENT [AM]#Sum of the five largest losses";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x5,ETY=eba_ET:x2,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0760;0040;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"0709#0760";"ASSET MANAGEMENT [AM]#Sum of the five largest losses";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x5,ETY=eba_ET:x3,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0760;0050;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"0709#0760";"ASSET MANAGEMENT [AM]#Sum of the five largest losses";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x5,ETY=eba_ET:x1,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0760;0060;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"0709#0760";"ASSET MANAGEMENT [AM]#Sum of the five largest losses";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x5,ETY=eba_ET:x5,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0760;0070;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"0709#0760";"ASSET MANAGEMENT [AM]#Sum of the five largest losses";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x5,PUE=eba_RF:x54";C_17.01.a;0760;0080;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"TOTAL EVENT TYPES";;;;;;;;;;;"0709#0760";"ASSET MANAGEMENT [AM]#Sum of the five largest losses";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x5,ETY=eba_ET:x7,PUE=eba_RF:x54,SOR=eba_MC:x646,TRI=eba_TR:x24";C_17.01.a;0770;0010;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total direct loss recovery";"Event types";"INTERNAL FRAUD";;;;;;;;;;"0709#0770";"ASSET MANAGEMENT [AM]#Total direct loss recovery";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x5,ETY=eba_ET:x6,PUE=eba_RF:x54,SOR=eba_MC:x646,TRI=eba_TR:x24";C_17.01.a;0770;0020;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total direct loss recovery";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"0709#0770";"ASSET MANAGEMENT [AM]#Total direct loss recovery";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x5,ETY=eba_ET:x4,PUE=eba_RF:x54,SOR=eba_MC:x646,TRI=eba_TR:x24";C_17.01.a;0770;0030;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total direct loss recovery";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"0709#0770";"ASSET MANAGEMENT [AM]#Total direct loss recovery";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x5,ETY=eba_ET:x2,PUE=eba_RF:x54,SOR=eba_MC:x646,TRI=eba_TR:x24";C_17.01.a;0770;0040;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total direct loss recovery";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"0709#0770";"ASSET MANAGEMENT [AM]#Total direct loss recovery";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x5,ETY=eba_ET:x3,PUE=eba_RF:x54,SOR=eba_MC:x646,TRI=eba_TR:x24";C_17.01.a;0770;0050;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total direct loss recovery";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"0709#0770";"ASSET MANAGEMENT [AM]#Total direct loss recovery";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x5,ETY=eba_ET:x1,PUE=eba_RF:x54,SOR=eba_MC:x646,TRI=eba_TR:x24";C_17.01.a;0770;0060;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total direct loss recovery";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"0709#0770";"ASSET MANAGEMENT [AM]#Total direct loss recovery";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x5,ETY=eba_ET:x5,PUE=eba_RF:x54,SOR=eba_MC:x646,TRI=eba_TR:x24";C_17.01.a;0770;0070;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total direct loss recovery";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"0709#0770";"ASSET MANAGEMENT [AM]#Total direct loss recovery";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x5,PUE=eba_RF:x54,SOR=eba_MC:x646";C_17.01.a;0770;0080;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total direct loss recovery";"TOTAL EVENT TYPES";;;;;;;;;;;"0709#0770";"ASSET MANAGEMENT [AM]#Total direct loss recovery";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x5,ETY=eba_ET:x7,PUE=eba_RF:x54,SOR=eba_MC:x647,TRI=eba_TR:x24";C_17.01.a;0780;0010;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total recovery from insurance and other risk transfer mechanisms";"Event types";"INTERNAL FRAUD";;;;;;;;;;"0709#0780";"ASSET MANAGEMENT [AM]#Total recovery from insurance and other risk transfer mechanisms";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x5,ETY=eba_ET:x6,PUE=eba_RF:x54,SOR=eba_MC:x647,TRI=eba_TR:x24";C_17.01.a;0780;0020;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total recovery from insurance and other risk transfer mechanisms";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"0709#0780";"ASSET MANAGEMENT [AM]#Total recovery from insurance and other risk transfer mechanisms";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x5,ETY=eba_ET:x4,PUE=eba_RF:x54,SOR=eba_MC:x647,TRI=eba_TR:x24";C_17.01.a;0780;0030;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total recovery from insurance and other risk transfer mechanisms";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"0709#0780";"ASSET MANAGEMENT [AM]#Total recovery from insurance and other risk transfer mechanisms";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x5,ETY=eba_ET:x2,PUE=eba_RF:x54,SOR=eba_MC:x647,TRI=eba_TR:x24";C_17.01.a;0780;0040;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total recovery from insurance and other risk transfer mechanisms";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"0709#0780";"ASSET MANAGEMENT [AM]#Total recovery from insurance and other risk transfer mechanisms";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x5,ETY=eba_ET:x3,PUE=eba_RF:x54,SOR=eba_MC:x647,TRI=eba_TR:x24";C_17.01.a;0780;0050;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total recovery from insurance and other risk transfer mechanisms";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"0709#0780";"ASSET MANAGEMENT [AM]#Total recovery from insurance and other risk transfer mechanisms";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x5,ETY=eba_ET:x1,PUE=eba_RF:x54,SOR=eba_MC:x647,TRI=eba_TR:x24";C_17.01.a;0780;0060;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total recovery from insurance and other risk transfer mechanisms";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"0709#0780";"ASSET MANAGEMENT [AM]#Total recovery from insurance and other risk transfer mechanisms";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x5,ETY=eba_ET:x5,PUE=eba_RF:x54,SOR=eba_MC:x647,TRI=eba_TR:x24";C_17.01.a;0780;0070;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total recovery from insurance and other risk transfer mechanisms";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"0709#0780";"ASSET MANAGEMENT [AM]#Total recovery from insurance and other risk transfer mechanisms";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id176,BAS=eba_BA:x17,BLI=eba_TA:x13,ETY=eba_ET:x7,PUE=eba_RF:x52,TRI=eba_TR:x24";C_17.01.a;0810;0010;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events (new events)";"Event types";"INTERNAL FRAUD";;;;;;;;;;"0809#0810";"CORPORATE ITEMS [CI]#Number of events (new events)";"Event types#INTERNAL FRAUD";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md519,BAS=eba_BA:x17,BLI=eba_TA:x13,ETY=eba_ET:x2,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0840;0040;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Loss adjustments relating to previous reporting periods";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"0809#0840";"CORPORATE ITEMS [CI]#Loss adjustments relating to previous reporting periods";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md519,BAS=eba_BA:x17,BLI=eba_TA:x13,PUE=eba_RF:x53";C_17.01.a;0840;0080;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Loss adjustments relating to previous reporting periods";"TOTAL EVENT TYPES";;;;;;;;;;;"0809#0840";"CORPORATE ITEMS [CI]#Loss adjustments relating to previous reporting periods";"TOTAL EVENT TYPES";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x13,ETY=eba_ET:x2,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0850;0040;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Maximum single loss";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"0809#0850";"CORPORATE ITEMS [CI]#Maximum single loss";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x13,ETY=eba_ET:x3,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0850;0050;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Maximum single loss";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"0809#0850";"CORPORATE ITEMS [CI]#Maximum single loss";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x13,ETY=eba_ET:x1,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0850;0060;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Maximum single loss";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"0809#0850";"CORPORATE ITEMS [CI]#Maximum single loss";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x13,ETY=eba_ET:x5,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0850;0070;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Maximum single loss";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"0809#0850";"CORPORATE ITEMS [CI]#Maximum single loss";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md165,BAS=eba_BA:x17,BLI=eba_TA:x13,PUE=eba_RF:x54";C_17.01.a;0850;0080;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Maximum single loss";"TOTAL EVENT TYPES";;;;;;;;;;;"0809#0850";"CORPORATE ITEMS [CI]#Maximum single loss";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x13,ETY=eba_ET:x7,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0860;0010;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"INTERNAL FRAUD";;;;;;;;;;"0809#0860";"CORPORATE ITEMS [CI]#Sum of the five largest losses";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x13,ETY=eba_ET:x6,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0860;0020;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"0809#0860";"CORPORATE ITEMS [CI]#Sum of the five largest losses";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x13,ETY=eba_ET:x4,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0860;0030;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"0809#0860";"CORPORATE ITEMS [CI]#Sum of the five largest losses";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x13,ETY=eba_ET:x2,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0860;0040;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"0809#0860";"CORPORATE ITEMS [CI]#Sum of the five largest losses";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x13,ETY=eba_ET:x3,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0860;0050;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"0809#0860";"CORPORATE ITEMS [CI]#Sum of the five largest losses";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x13,ETY=eba_ET:x1,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0860;0060;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"0809#0860";"CORPORATE ITEMS [CI]#Sum of the five largest losses";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x13,ETY=eba_ET:x5,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0860;0070;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"0809#0860";"CORPORATE ITEMS [CI]#Sum of the five largest losses";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md226,BAS=eba_BA:x17,BLI=eba_TA:x13,PUE=eba_RF:x54";C_17.01.a;0860;0080;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"TOTAL EVENT TYPES";;;;;;;;;;;"0809#0860";"CORPORATE ITEMS [CI]#Sum of the five largest losses";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x13,ETY=eba_ET:x7,PUE=eba_RF:x54,SOR=eba_MC:x646,TRI=eba_TR:x24";C_17.01.a;0870;0010;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total direct loss recovery";"Event types";"INTERNAL FRAUD";;;;;;;;;;"0809#0870";"CORPORATE ITEMS [CI]#Total direct loss recovery";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x13,ETY=eba_ET:x6,PUE=eba_RF:x54,SOR=eba_MC:x646,TRI=eba_TR:x24";C_17.01.a;0870;0020;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total direct loss recovery";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"0809#0870";"CORPORATE ITEMS [CI]#Total direct loss recovery";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x13,ETY=eba_ET:x4,PUE=eba_RF:x54,SOR=eba_MC:x646,TRI=eba_TR:x24";C_17.01.a;0870;0030;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total direct loss recovery";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"0809#0870";"CORPORATE ITEMS [CI]#Total direct loss recovery";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x13,ETY=eba_ET:x2,PUE=eba_RF:x54,SOR=eba_MC:x646,TRI=eba_TR:x24";C_17.01.a;0870;0040;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total direct loss recovery";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"0809#0870";"CORPORATE ITEMS [CI]#Total direct loss recovery";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x13,ETY=eba_ET:x3,PUE=eba_RF:x54,SOR=eba_MC:x646,TRI=eba_TR:x24";C_17.01.a;0870;0050;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total direct loss recovery";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"0809#0870";"CORPORATE ITEMS [CI]#Total direct loss recovery";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x13,ETY=eba_ET:x1,PUE=eba_RF:x54,SOR=eba_MC:x646,TRI=eba_TR:x24";C_17.01.a;0870;0060;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total direct loss recovery";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"0809#0870";"CORPORATE ITEMS [CI]#Total direct loss recovery";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x13,ETY=eba_ET:x5,PUE=eba_RF:x54,SOR=eba_MC:x646,TRI=eba_TR:x24";C_17.01.a;0870;0070;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total direct loss recovery";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"0809#0870";"CORPORATE ITEMS [CI]#Total direct loss recovery";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x13,PUE=eba_RF:x54,SOR=eba_MC:x646";C_17.01.a;0870;0080;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total direct loss recovery";"TOTAL EVENT TYPES";;;;;;;;;;;"0809#0870";"CORPORATE ITEMS [CI]#Total direct loss recovery";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x13,ETY=eba_ET:x7,PUE=eba_RF:x54,SOR=eba_MC:x647,TRI=eba_TR:x24";C_17.01.a;0880;0010;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total recovery from insurance and other risk transfer mechanisms";"Event types";"INTERNAL FRAUD";;;;;;;;;;"0809#0880";"CORPORATE ITEMS [CI]#Total recovery from insurance and other risk transfer mechanisms";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x13,ETY=eba_ET:x6,PUE=eba_RF:x54,SOR=eba_MC:x647,TRI=eba_TR:x24";C_17.01.a;0880;0020;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total recovery from insurance and other risk transfer mechanisms";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"0809#0880";"CORPORATE ITEMS [CI]#Total recovery from insurance and other risk transfer mechanisms";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x13,ETY=eba_ET:x4,PUE=eba_RF:x54,SOR=eba_MC:x647,TRI=eba_TR:x24";C_17.01.a;0880;0030;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total recovery from insurance and other risk transfer mechanisms";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"0809#0880";"CORPORATE ITEMS [CI]#Total recovery from insurance and other risk transfer mechanisms";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x13,ETY=eba_ET:x2,PUE=eba_RF:x54,SOR=eba_MC:x647,TRI=eba_TR:x24";C_17.01.a;0880;0040;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total recovery from insurance and other risk transfer mechanisms";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"0809#0880";"CORPORATE ITEMS [CI]#Total recovery from insurance and other risk transfer mechanisms";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x13,ETY=eba_ET:x3,PUE=eba_RF:x54,SOR=eba_MC:x647,TRI=eba_TR:x24";C_17.01.a;0880;0050;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total recovery from insurance and other risk transfer mechanisms";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"0809#0880";"CORPORATE ITEMS [CI]#Total recovery from insurance and other risk transfer mechanisms";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x13,ETY=eba_ET:x1,PUE=eba_RF:x54,SOR=eba_MC:x647,TRI=eba_TR:x24";C_17.01.a;0880;0060;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total recovery from insurance and other risk transfer mechanisms";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"0809#0880";"CORPORATE ITEMS [CI]#Total recovery from insurance and other risk transfer mechanisms";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x13,ETY=eba_ET:x5,PUE=eba_RF:x54,SOR=eba_MC:x647,TRI=eba_TR:x24";C_17.01.a;0880;0070;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total recovery from insurance and other risk transfer mechanisms";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"0809#0880";"CORPORATE ITEMS [CI]#Total recovery from insurance and other risk transfer mechanisms";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md338,BAS=eba_BA:x17,BLI=eba_TA:x13,PUE=eba_RF:x54,SOR=eba_MC:x647";C_17.01.a;0880;0080;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total recovery from insurance and other risk transfer mechanisms";"TOTAL EVENT TYPES";;;;;;;;;;;"0809#0880";"CORPORATE ITEMS [CI]#Total recovery from insurance and other risk transfer mechanisms";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id176,BAS=eba_BA:x17,ETY=eba_ET:x7,PUE=eba_RF:x52,TRI=eba_TR:x24";C_17.01.a;0910;0010;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events (new events)";"Event types";"INTERNAL FRAUD";;;;;;;;;;"0909#0910";"TOTAL BUSINESS LINES#Number of events (new events)";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id176,BAS=eba_BA:x17,ETY=eba_ET:x6,PUE=eba_RF:x52,TRI=eba_TR:x24";C_17.01.a;0910;0020;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events (new events)";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"0909#0910";"TOTAL BUSINESS LINES#Number of events (new events)";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id176,BAS=eba_BA:x17,ETY=eba_ET:x4,PUE=eba_RF:x52,TRI=eba_TR:x24";C_17.01.a;0910;0030;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events (new events)";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"0909#0910";"TOTAL BUSINESS LINES#Number of events (new events)";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id176,BAS=eba_BA:x17,ETY=eba_ET:x2,PUE=eba_RF:x52,TRI=eba_TR:x24";C_17.01.a;0910;0040;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events (new events)";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"0909#0910";"TOTAL BUSINESS LINES#Number of events (new events)";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id176,BAS=eba_BA:x17,ETY=eba_ET:x3,PUE=eba_RF:x52,TRI=eba_TR:x24";C_17.01.a;0910;0050;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events (new events)";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"0909#0910";"TOTAL BUSINESS LINES#Number of events (new events)";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id176,BAS=eba_BA:x17,ETY=eba_ET:x1,PUE=eba_RF:x52,TRI=eba_TR:x24";C_17.01.a;0910;0060;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events (new events)";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"0909#0910";"TOTAL BUSINESS LINES#Number of events (new events)";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id176,BAS=eba_BA:x17,ETY=eba_ET:x5,PUE=eba_RF:x52,TRI=eba_TR:x24";C_17.01.a;0910;0070;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events (new events)";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"0909#0910";"TOTAL BUSINESS LINES#Number of events (new events)";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id176,BAS=eba_BA:x17,PUE=eba_RF:x52";C_17.01.a;0910;0080;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events (new events)";"TOTAL EVENT TYPES";;;;;;;;;;;"0909#0910";"TOTAL BUSINESS LINES#Number of events (new events)";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id176,BAS=eba_BA:x17,ETY=eba_ET:x7,PUE=eba_RF:x52,SLO=eba_IA:x1,TRI=eba_TR:x24";C_17.01.a;0911;0010;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"of which related to losses >= 10,000 and < 20,000";"Event types";"INTERNAL FRAUD";;;;;;;;;;"0909#0910#0911";"TOTAL BUSINESS LINES#Number of events (new events)#of which related to losses >= 10,000 and < 20,000";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id176,BAS=eba_BA:x17,ETY=eba_ET:x6,PUE=eba_RF:x52,SLO=eba_IA:x1,TRI=eba_TR:x24";C_17.01.a;0911;0020;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"of which related to losses >= 10,000 and < 20,000";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"0909#0910#0911";"TOTAL BUSINESS LINES#Number of events (new events)#of which related to losses >= 10,000 and < 20,000";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id176,BAS=eba_BA:x17,ETY=eba_ET:x4,PUE=eba_RF:x52,SLO=eba_IA:x1,TRI=eba_TR:x24";C_17.01.a;0911;0030;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"of which related to losses >= 10,000 and < 20,000";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"0909#0910#0911";"TOTAL BUSINESS LINES#Number of events (new events)#of which related to losses >= 10,000 and < 20,000";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id176,BAS=eba_BA:x17,ETY=eba_ET:x2,PUE=eba_RF:x52,SLO=eba_IA:x1,TRI=eba_TR:x24";C_17.01.a;0911;0040;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"of which related to losses >= 10,000 and < 20,000";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"0909#0910#0911";"TOTAL BUSINESS LINES#Number of events (new events)#of which related to losses >= 10,000 and < 20,000";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id176,BAS=eba_BA:x17,ETY=eba_ET:x3,PUE=eba_RF:x52,SLO=eba_IA:x1,TRI=eba_TR:x24";C_17.01.a;0911;0050;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"of which related to losses >= 10,000 and < 20,000";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"0909#0910#0911";"TOTAL BUSINESS LINES#Number of events (new events)#of which related to losses >= 10,000 and < 20,000";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id176,BAS=eba_BA:x17,ETY=eba_ET:x1,PUE=eba_RF:x52,SLO=eba_IA:x1,TRI=eba_TR:x24";C_17.01.a;0911;0060;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"of which related to losses >= 10,000 and < 20,000";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"0909#0910#0911";"TOTAL BUSINESS LINES#Number of events (new events)#of which related to losses >= 10,000 and < 20,000";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id176,BAS=eba_BA:x17,ETY=eba_ET:x5,PUE=eba_RF:x52,SLO=eba_IA:x1,TRI=eba_TR:x24";C_17.01.a;0911;0070;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"of which related to losses >= 10,000 and < 20,000";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"0909#0910#0911";"TOTAL BUSINESS LINES#Number of events (new events)#of which related to losses >= 10,000 and < 20,000";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id176,BAS=eba_BA:x17,PUE=eba_RF:x52,SLO=eba_IA:x1";C_17.01.a;0911;0080;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"of which related to losses >= 10,000 and < 20,000";"TOTAL EVENT TYPES";;;;;;;;;;;"0909#0910#0911";"TOTAL BUSINESS LINES#Number of events (new events)#of which related to losses >= 10,000 and < 20,000";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id176,BAS=eba_BA:x17,ETY=eba_ET:x7,PUE=eba_RF:x52,SLO=eba_IA:x2,TRI=eba_TR:x24";C_17.01.a;0912;0010;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"of which related to losses >= 20,000 and < 100,000";"Event types";"INTERNAL FRAUD";;;;;;;;;;"0909#0910#0912";"TOTAL BUSINESS LINES#Number of events (new events)#of which related to losses >= 20,000 and < 100,000";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id176,BAS=eba_BA:x17,ETY=eba_ET:x6,PUE=eba_RF:x52,SLO=eba_IA:x2,TRI=eba_TR:x24";C_17.01.a;0912;0020;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"of which related to losses >= 20,000 and < 100,000";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"0909#0910#0912";"TOTAL BUSINESS LINES#Number of events (new events)#of which related to losses >= 20,000 and < 100,000";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id176,BAS=eba_BA:x17,ETY=eba_ET:x4,PUE=eba_RF:x52,SLO=eba_IA:x2,TRI=eba_TR:x24";C_17.01.a;0912;0030;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"of which related to losses >= 20,000 and < 100,000";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"0909#0910#0912";"TOTAL BUSINESS LINES#Number of events (new events)#of which related to losses >= 20,000 and < 100,000";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id176,BAS=eba_BA:x17,ETY=eba_ET:x2,PUE=eba_RF:x52,SLO=eba_IA:x2,TRI=eba_TR:x24";C_17.01.a;0912;0040;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"of which related to losses >= 20,000 and < 100,000";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"0909#0910#0912";"TOTAL BUSINESS LINES#Number of events (new events)#of which related to losses >= 20,000 and < 100,000";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id176,BAS=eba_BA:x17,ETY=eba_ET:x3,PUE=eba_RF:x52,SLO=eba_IA:x2,TRI=eba_TR:x24";C_17.01.a;0912;0050;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"of which related to losses >= 20,000 and < 100,000";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"0909#0910#0912";"TOTAL BUSINESS LINES#Number of events (new events)#of which related to losses >= 20,000 and < 100,000";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id176,BAS=eba_BA:x17,ETY=eba_ET:x1,PUE=eba_RF:x52,SLO=eba_IA:x2,TRI=eba_TR:x24";C_17.01.a;0912;0060;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"of which related to losses >= 20,000 and < 100,000";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"0909#0910#0912";"TOTAL BUSINESS LINES#Number of events (new events)#of which related to losses >= 20,000 and < 100,000";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id176,BAS=eba_BA:x17,ETY=eba_ET:x5,PUE=eba_RF:x52,SLO=eba_IA:x2,TRI=eba_TR:x24";C_17.01.a;0912;0070;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"of which related to losses >= 20,000 and < 100,000";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"0909#0910#0912";"TOTAL BUSINESS LINES#Number of events (new events)#of which related to losses >= 20,000 and < 100,000";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id176,BAS=eba_BA:x17,PUE=eba_RF:x52,SLO=eba_IA:x2";C_17.01.a;0912;0080;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"of which related to losses >= 20,000 and < 100,000";"TOTAL EVENT TYPES";;;;;;;;;;;"0909#0910#0912";"TOTAL BUSINESS LINES#Number of events (new events)#of which related to losses >= 20,000 and < 100,000";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id176,BAS=eba_BA:x17,ETY=eba_ET:x7,PUE=eba_RF:x52,SLO=eba_IA:x3,TRI=eba_TR:x24";C_17.01.a;0913;0010;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"of which related to losses >= 100,000 and < 1,000,000";"Event types";"INTERNAL FRAUD";;;;;;;;;;"0909#0910#0913";"TOTAL BUSINESS LINES#Number of events (new events)#of which related to losses >= 100,000 and < 1,000,000";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id176,BAS=eba_BA:x17,ETY=eba_ET:x6,PUE=eba_RF:x52,SLO=eba_IA:x3,TRI=eba_TR:x24";C_17.01.a;0913;0020;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"of which related to losses >= 100,000 and < 1,000,000";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"0909#0910#0913";"TOTAL BUSINESS LINES#Number of events (new events)#of which related to losses >= 100,000 and < 1,000,000";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id176,BAS=eba_BA:x17,ETY=eba_ET:x4,PUE=eba_RF:x52,SLO=eba_IA:x3,TRI=eba_TR:x24";C_17.01.a;0913;0030;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"of which related to losses >= 100,000 and < 1,000,000";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"0909#0910#0913";"TOTAL BUSINESS LINES#Number of events (new events)#of which related to losses >= 100,000 and < 1,000,000";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id176,BAS=eba_BA:x17,ETY=eba_ET:x2,PUE=eba_RF:x52,SLO=eba_IA:x3,TRI=eba_TR:x24";C_17.01.a;0913;0040;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"of which related to losses >= 100,000 and < 1,000,000";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"0909#0910#0913";"TOTAL BUSINESS LINES#Number of events (new events)#of which related to losses >= 100,000 and < 1,000,000";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id176,BAS=eba_BA:x17,ETY=eba_ET:x3,PUE=eba_RF:x52,SLO=eba_IA:x3,TRI=eba_TR:x24";C_17.01.a;0913;0050;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"of which related to losses >= 100,000 and < 1,000,000";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"0909#0910#0913";"TOTAL BUSINESS LINES#Number of events (new events)#of which related to losses >= 100,000 and < 1,000,000";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id176,BAS=eba_BA:x17,ETY=eba_ET:x1,PUE=eba_RF:x52,SLO=eba_IA:x3,TRI=eba_TR:x24";C_17.01.a;0913;0060;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"of which related to losses >= 100,000 and < 1,000,000";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"0909#0910#0913";"TOTAL BUSINESS LINES#Number of events (new events)#of which related to losses >= 100,000 and < 1,000,000";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id176,BAS=eba_BA:x17,ETY=eba_ET:x5,PUE=eba_RF:x52,SLO=eba_IA:x3,TRI=eba_TR:x24";C_17.01.a;0913;0070;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"of which related to losses >= 100,000 and < 1,000,000";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"0909#0910#0913";"TOTAL BUSINESS LINES#Number of events (new events)#of which related to losses >= 100,000 and < 1,000,000";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id176,BAS=eba_BA:x17,PUE=eba_RF:x52,SLO=eba_IA:x3";C_17.01.a;0913;0080;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"of which related to losses >= 100,000 and < 1,000,000";"TOTAL EVENT TYPES";;;;;;;;;;;"0909#0910#0913";"TOTAL BUSINESS LINES#Number of events (new events)#of which related to losses >= 100,000 and < 1,000,000";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id176,BAS=eba_BA:x17,ETY=eba_ET:x7,PUE=eba_RF:x52,SLO=eba_IA:x4,TRI=eba_TR:x24";C_17.01.a;0914;0010;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"of which related to losses >= 1,000,000";"Event types";"INTERNAL FRAUD";;;;;;;;;;"0909#0910#0914";"TOTAL BUSINESS LINES#Number of events (new events)#of which related to losses >= 1,000,000";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id176,BAS=eba_BA:x17,ETY=eba_ET:x6,PUE=eba_RF:x52,SLO=eba_IA:x4,TRI=eba_TR:x24";C_17.01.a;0914;0020;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"of which related to losses >= 1,000,000";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"0909#0910#0914";"TOTAL BUSINESS LINES#Number of events (new events)#of which related to losses >= 1,000,000";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id176,BAS=eba_BA:x17,ETY=eba_ET:x4,PUE=eba_RF:x52,SLO=eba_IA:x4,TRI=eba_TR:x24";C_17.01.a;0914;0030;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"of which related to losses >= 1,000,000";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"0909#0910#0914";"TOTAL BUSINESS LINES#Number of events (new events)#of which related to losses >= 1,000,000";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id176,BAS=eba_BA:x17,ETY=eba_ET:x2,PUE=eba_RF:x52,SLO=eba_IA:x4,TRI=eba_TR:x24";C_17.01.a;0914;0040;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"of which related to losses >= 1,000,000";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"0909#0910#0914";"TOTAL BUSINESS LINES#Number of events (new events)#of which related to losses >= 1,000,000";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id176,BAS=eba_BA:x17,ETY=eba_ET:x3,PUE=eba_RF:x52,SLO=eba_IA:x4,TRI=eba_TR:x24";C_17.01.a;0914;0050;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"of which related to losses >= 1,000,000";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"0909#0910#0914";"TOTAL BUSINESS LINES#Number of events (new events)#of which related to losses >= 1,000,000";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id176,BAS=eba_BA:x17,ETY=eba_ET:x1,PUE=eba_RF:x52,SLO=eba_IA:x4,TRI=eba_TR:x24";C_17.01.a;0914;0060;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"of which related to losses >= 1,000,000";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"0909#0910#0914";"TOTAL BUSINESS LINES#Number of events (new events)#of which related to losses >= 1,000,000";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id176,BAS=eba_BA:x17,ETY=eba_ET:x5,PUE=eba_RF:x52,SLO=eba_IA:x4,TRI=eba_TR:x24";C_17.01.a;0914;0070;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"of which related to losses >= 1,000,000";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"0909#0910#0914";"TOTAL BUSINESS LINES#Number of events (new events)#of which related to losses >= 1,000,000";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id176,BAS=eba_BA:x17,PUE=eba_RF:x52,SLO=eba_IA:x4";C_17.01.a;0914;0080;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"of which related to losses >= 1,000,000";"TOTAL EVENT TYPES";;;;;;;;;;;"0909#0910#0914";"TOTAL BUSINESS LINES#Number of events (new events)#of which related to losses >= 1,000,000";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md234,BAS=eba_BA:x17,ETY=eba_ET:x7,PUE=eba_RF:x52,TRI=eba_TR:x24";C_17.01.a;0920;0010;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Gross loss amount (new events)";"Event types";"INTERNAL FRAUD";;;;;;;;;;"0909#0920";"TOTAL BUSINESS LINES#Gross loss amount (new events)";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md234,BAS=eba_BA:x17,ETY=eba_ET:x6,PUE=eba_RF:x52,TRI=eba_TR:x24";C_17.01.a;0920;0020;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Gross loss amount (new events)";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"0909#0920";"TOTAL BUSINESS LINES#Gross loss amount (new events)";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md234,BAS=eba_BA:x17,ETY=eba_ET:x4,PUE=eba_RF:x52,TRI=eba_TR:x24";C_17.01.a;0920;0030;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Gross loss amount (new events)";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"0909#0920";"TOTAL BUSINESS LINES#Gross loss amount (new events)";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md234,BAS=eba_BA:x17,ETY=eba_ET:x2,PUE=eba_RF:x52,TRI=eba_TR:x24";C_17.01.a;0920;0040;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Gross loss amount (new events)";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"0909#0920";"TOTAL BUSINESS LINES#Gross loss amount (new events)";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md234,BAS=eba_BA:x17,ETY=eba_ET:x3,PUE=eba_RF:x52,TRI=eba_TR:x24";C_17.01.a;0920;0050;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Gross loss amount (new events)";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"0909#0920";"TOTAL BUSINESS LINES#Gross loss amount (new events)";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md234,BAS=eba_BA:x17,ETY=eba_ET:x1,PUE=eba_RF:x52,TRI=eba_TR:x24";C_17.01.a;0920;0060;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Gross loss amount (new events)";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"0909#0920";"TOTAL BUSINESS LINES#Gross loss amount (new events)";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md234,BAS=eba_BA:x17,ETY=eba_ET:x5,PUE=eba_RF:x52,TRI=eba_TR:x24";C_17.01.a;0920;0070;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Gross loss amount (new events)";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"0909#0920";"TOTAL BUSINESS LINES#Gross loss amount (new events)";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md234,BAS=eba_BA:x17,PUE=eba_RF:x52";C_17.01.a;0920;0080;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Gross loss amount (new events)";"TOTAL EVENT TYPES";;;;;;;;;;;"0909#0920";"TOTAL BUSINESS LINES#Gross loss amount (new events)";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md234,BAS=eba_BA:x17,ETY=eba_ET:x7,PUE=eba_RF:x52,SLO=eba_IA:x1,TRI=eba_TR:x24";C_17.01.a;0921;0010;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"of which related to losses >= 10,000 and < 20,000";"Event types";"INTERNAL FRAUD";;;;;;;;;;"0909#0920#0921";"TOTAL BUSINESS LINES#Gross loss amount (new events)#of which related to losses >= 10,000 and < 20,000";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md234,BAS=eba_BA:x17,ETY=eba_ET:x6,PUE=eba_RF:x52,SLO=eba_IA:x1,TRI=eba_TR:x24";C_17.01.a;0921;0020;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"of which related to losses >= 10,000 and < 20,000";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"0909#0920#0921";"TOTAL BUSINESS LINES#Gross loss amount (new events)#of which related to losses >= 10,000 and < 20,000";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md234,BAS=eba_BA:x17,ETY=eba_ET:x4,PUE=eba_RF:x52,SLO=eba_IA:x1,TRI=eba_TR:x24";C_17.01.a;0921;0030;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"of which related to losses >= 10,000 and < 20,000";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"0909#0920#0921";"TOTAL BUSINESS LINES#Gross loss amount (new events)#of which related to losses >= 10,000 and < 20,000";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md234,BAS=eba_BA:x17,ETY=eba_ET:x2,PUE=eba_RF:x52,SLO=eba_IA:x1,TRI=eba_TR:x24";C_17.01.a;0921;0040;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"of which related to losses >= 10,000 and < 20,000";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"0909#0920#0921";"TOTAL BUSINESS LINES#Gross loss amount (new events)#of which related to losses >= 10,000 and < 20,000";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md234,BAS=eba_BA:x17,ETY=eba_ET:x3,PUE=eba_RF:x52,SLO=eba_IA:x1,TRI=eba_TR:x24";C_17.01.a;0921;0050;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"of which related to losses >= 10,000 and < 20,000";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"0909#0920#0921";"TOTAL BUSINESS LINES#Gross loss amount (new events)#of which related to losses >= 10,000 and < 20,000";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md234,BAS=eba_BA:x17,ETY=eba_ET:x1,PUE=eba_RF:x52,SLO=eba_IA:x1,TRI=eba_TR:x24";C_17.01.a;0921;0060;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"of which related to losses >= 10,000 and < 20,000";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"0909#0920#0921";"TOTAL BUSINESS LINES#Gross loss amount (new events)#of which related to losses >= 10,000 and < 20,000";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md234,BAS=eba_BA:x17,ETY=eba_ET:x5,PUE=eba_RF:x52,SLO=eba_IA:x1,TRI=eba_TR:x24";C_17.01.a;0921;0070;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"of which related to losses >= 10,000 and < 20,000";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"0909#0920#0921";"TOTAL BUSINESS LINES#Gross loss amount (new events)#of which related to losses >= 10,000 and < 20,000";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md234,BAS=eba_BA:x17,PUE=eba_RF:x52,SLO=eba_IA:x1";C_17.01.a;0921;0080;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"of which related to losses >= 10,000 and < 20,000";"TOTAL EVENT TYPES";;;;;;;;;;;"0909#0920#0921";"TOTAL BUSINESS LINES#Gross loss amount (new events)#of which related to losses >= 10,000 and < 20,000";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md234,BAS=eba_BA:x17,ETY=eba_ET:x7,PUE=eba_RF:x52,SLO=eba_IA:x2,TRI=eba_TR:x24";C_17.01.a;0922;0010;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"of which related to losses >= 20,000 and < 100,000";"Event types";"INTERNAL FRAUD";;;;;;;;;;"0909#0920#0922";"TOTAL BUSINESS LINES#Gross loss amount (new events)#of which related to losses >= 20,000 and < 100,000";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md234,BAS=eba_BA:x17,ETY=eba_ET:x6,PUE=eba_RF:x52,SLO=eba_IA:x2,TRI=eba_TR:x24";C_17.01.a;0922;0020;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"of which related to losses >= 20,000 and < 100,000";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"0909#0920#0922";"TOTAL BUSINESS LINES#Gross loss amount (new events)#of which related to losses >= 20,000 and < 100,000";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md234,BAS=eba_BA:x17,ETY=eba_ET:x4,PUE=eba_RF:x52,SLO=eba_IA:x2,TRI=eba_TR:x24";C_17.01.a;0922;0030;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"of which related to losses >= 20,000 and < 100,000";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"0909#0920#0922";"TOTAL BUSINESS LINES#Gross loss amount (new events)#of which related to losses >= 20,000 and < 100,000";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md234,BAS=eba_BA:x17,ETY=eba_ET:x2,PUE=eba_RF:x52,SLO=eba_IA:x2,TRI=eba_TR:x24";C_17.01.a;0922;0040;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"of which related to losses >= 20,000 and < 100,000";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"0909#0920#0922";"TOTAL BUSINESS LINES#Gross loss amount (new events)#of which related to losses >= 20,000 and < 100,000";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md234,BAS=eba_BA:x17,ETY=eba_ET:x3,PUE=eba_RF:x52,SLO=eba_IA:x2,TRI=eba_TR:x24";C_17.01.a;0922;0050;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"of which related to losses >= 20,000 and < 100,000";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"0909#0920#0922";"TOTAL BUSINESS LINES#Gross loss amount (new events)#of which related to losses >= 20,000 and < 100,000";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md234,BAS=eba_BA:x17,ETY=eba_ET:x1,PUE=eba_RF:x52,SLO=eba_IA:x2,TRI=eba_TR:x24";C_17.01.a;0922;0060;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"of which related to losses >= 20,000 and < 100,000";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"0909#0920#0922";"TOTAL BUSINESS LINES#Gross loss amount (new events)#of which related to losses >= 20,000 and < 100,000";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md234,BAS=eba_BA:x17,ETY=eba_ET:x5,PUE=eba_RF:x52,SLO=eba_IA:x2,TRI=eba_TR:x24";C_17.01.a;0922;0070;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"of which related to losses >= 20,000 and < 100,000";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"0909#0920#0922";"TOTAL BUSINESS LINES#Gross loss amount (new events)#of which related to losses >= 20,000 and < 100,000";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md234,BAS=eba_BA:x17,PUE=eba_RF:x52,SLO=eba_IA:x2";C_17.01.a;0922;0080;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"of which related to losses >= 20,000 and < 100,000";"TOTAL EVENT TYPES";;;;;;;;;;;"0909#0920#0922";"TOTAL BUSINESS LINES#Gross loss amount (new events)#of which related to losses >= 20,000 and < 100,000";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md234,BAS=eba_BA:x17,ETY=eba_ET:x7,PUE=eba_RF:x52,SLO=eba_IA:x3,TRI=eba_TR:x24";C_17.01.a;0923;0010;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"of which related to losses >= 100,000 and < 1,000,000";"Event types";"INTERNAL FRAUD";;;;;;;;;;"0909#0920#0923";"TOTAL BUSINESS LINES#Gross loss amount (new events)#of which related to losses >= 100,000 and < 1,000,000";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md234,BAS=eba_BA:x17,ETY=eba_ET:x6,PUE=eba_RF:x52,SLO=eba_IA:x3,TRI=eba_TR:x24";C_17.01.a;0923;0020;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"of which related to losses >= 100,000 and < 1,000,000";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"0909#0920#0923";"TOTAL BUSINESS LINES#Gross loss amount (new events)#of which related to losses >= 100,000 and < 1,000,000";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md234,BAS=eba_BA:x17,ETY=eba_ET:x4,PUE=eba_RF:x52,SLO=eba_IA:x3,TRI=eba_TR:x24";C_17.01.a;0923;0030;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"of which related to losses >= 100,000 and < 1,000,000";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"0909#0920#0923";"TOTAL BUSINESS LINES#Gross loss amount (new events)#of which related to losses >= 100,000 and < 1,000,000";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md234,BAS=eba_BA:x17,ETY=eba_ET:x2,PUE=eba_RF:x52,SLO=eba_IA:x3,TRI=eba_TR:x24";C_17.01.a;0923;0040;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"of which related to losses >= 100,000 and < 1,000,000";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"0909#0920#0923";"TOTAL BUSINESS LINES#Gross loss amount (new events)#of which related to losses >= 100,000 and < 1,000,000";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md234,BAS=eba_BA:x17,ETY=eba_ET:x3,PUE=eba_RF:x52,SLO=eba_IA:x3,TRI=eba_TR:x24";C_17.01.a;0923;0050;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"of which related to losses >= 100,000 and < 1,000,000";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"0909#0920#0923";"TOTAL BUSINESS LINES#Gross loss amount (new events)#of which related to losses >= 100,000 and < 1,000,000";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md234,BAS=eba_BA:x17,ETY=eba_ET:x1,PUE=eba_RF:x52,SLO=eba_IA:x3,TRI=eba_TR:x24";C_17.01.a;0923;0060;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"of which related to losses >= 100,000 and < 1,000,000";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"0909#0920#0923";"TOTAL BUSINESS LINES#Gross loss amount (new events)#of which related to losses >= 100,000 and < 1,000,000";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md234,BAS=eba_BA:x17,ETY=eba_ET:x5,PUE=eba_RF:x52,SLO=eba_IA:x3,TRI=eba_TR:x24";C_17.01.a;0923;0070;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"of which related to losses >= 100,000 and < 1,000,000";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"0909#0920#0923";"TOTAL BUSINESS LINES#Gross loss amount (new events)#of which related to losses >= 100,000 and < 1,000,000";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md234,BAS=eba_BA:x17,PUE=eba_RF:x52,SLO=eba_IA:x3";C_17.01.a;0923;0080;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"of which related to losses >= 100,000 and < 1,000,000";"TOTAL EVENT TYPES";;;;;;;;;;;"0909#0920#0923";"TOTAL BUSINESS LINES#Gross loss amount (new events)#of which related to losses >= 100,000 and < 1,000,000";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md234,BAS=eba_BA:x17,ETY=eba_ET:x7,PUE=eba_RF:x52,SLO=eba_IA:x4,TRI=eba_TR:x24";C_17.01.a;0924;0010;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"of which related to losses >= 1,000,000";"Event types";"INTERNAL FRAUD";;;;;;;;;;"0909#0920#0924";"TOTAL BUSINESS LINES#Gross loss amount (new events)#of which related to losses >= 1,000,000";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md234,BAS=eba_BA:x17,ETY=eba_ET:x6,PUE=eba_RF:x52,SLO=eba_IA:x4,TRI=eba_TR:x24";C_17.01.a;0924;0020;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"of which related to losses >= 1,000,000";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"0909#0920#0924";"TOTAL BUSINESS LINES#Gross loss amount (new events)#of which related to losses >= 1,000,000";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md234,BAS=eba_BA:x17,ETY=eba_ET:x4,PUE=eba_RF:x52,SLO=eba_IA:x4,TRI=eba_TR:x24";C_17.01.a;0924;0030;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"of which related to losses >= 1,000,000";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"0909#0920#0924";"TOTAL BUSINESS LINES#Gross loss amount (new events)#of which related to losses >= 1,000,000";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md234,BAS=eba_BA:x17,ETY=eba_ET:x2,PUE=eba_RF:x52,SLO=eba_IA:x4,TRI=eba_TR:x24";C_17.01.a;0924;0040;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"of which related to losses >= 1,000,000";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"0909#0920#0924";"TOTAL BUSINESS LINES#Gross loss amount (new events)#of which related to losses >= 1,000,000";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md234,BAS=eba_BA:x17,ETY=eba_ET:x3,PUE=eba_RF:x52,SLO=eba_IA:x4,TRI=eba_TR:x24";C_17.01.a;0924;0050;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"of which related to losses >= 1,000,000";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"0909#0920#0924";"TOTAL BUSINESS LINES#Gross loss amount (new events)#of which related to losses >= 1,000,000";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md234,BAS=eba_BA:x17,ETY=eba_ET:x1,PUE=eba_RF:x52,SLO=eba_IA:x4,TRI=eba_TR:x24";C_17.01.a;0924;0060;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"of which related to losses >= 1,000,000";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"0909#0920#0924";"TOTAL BUSINESS LINES#Gross loss amount (new events)#of which related to losses >= 1,000,000";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md234,BAS=eba_BA:x17,ETY=eba_ET:x5,PUE=eba_RF:x52,SLO=eba_IA:x4,TRI=eba_TR:x24";C_17.01.a;0924;0070;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"of which related to losses >= 1,000,000";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"0909#0920#0924";"TOTAL BUSINESS LINES#Gross loss amount (new events)#of which related to losses >= 1,000,000";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md234,BAS=eba_BA:x17,PUE=eba_RF:x52,SLO=eba_IA:x4";C_17.01.a;0924;0080;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"of which related to losses >= 1,000,000";"TOTAL EVENT TYPES";;;;;;;;;;;"0909#0920#0924";"TOTAL BUSINESS LINES#Gross loss amount (new events)#of which related to losses >= 1,000,000";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id518,BAS=eba_BA:x17,ETY=eba_ET:x7,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0930;0010;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events subject to loss adjustments";"Event types";"INTERNAL FRAUD";;;;;;;;;;"0909#0930";"TOTAL BUSINESS LINES#Number of events subject to loss adjustments";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id518,BAS=eba_BA:x17,ETY=eba_ET:x6,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0930;0020;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events subject to loss adjustments";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"0909#0930";"TOTAL BUSINESS LINES#Number of events subject to loss adjustments";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id518,BAS=eba_BA:x17,ETY=eba_ET:x4,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0930;0030;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events subject to loss adjustments";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"0909#0930";"TOTAL BUSINESS LINES#Number of events subject to loss adjustments";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id518,BAS=eba_BA:x17,ETY=eba_ET:x2,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0930;0040;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events subject to loss adjustments";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"0909#0930";"TOTAL BUSINESS LINES#Number of events subject to loss adjustments";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id518,BAS=eba_BA:x17,ETY=eba_ET:x3,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0930;0050;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events subject to loss adjustments";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"0909#0930";"TOTAL BUSINESS LINES#Number of events subject to loss adjustments";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id518,BAS=eba_BA:x17,ETY=eba_ET:x1,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0930;0060;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events subject to loss adjustments";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"0909#0930";"TOTAL BUSINESS LINES#Number of events subject to loss adjustments";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id518,BAS=eba_BA:x17,ETY=eba_ET:x5,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0930;0070;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events subject to loss adjustments";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"0909#0930";"TOTAL BUSINESS LINES#Number of events subject to loss adjustments";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id518,BAS=eba_BA:x17,PUE=eba_RF:x53";C_17.01.a;0930;0080;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Number of events subject to loss adjustments";"TOTAL EVENT TYPES";;;;;;;;;;;"0909#0930";"TOTAL BUSINESS LINES#Number of events subject to loss adjustments";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id542,BAS=eba_BA:x17,ETY=eba_ET:x7,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0935;0010;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"of which: number of events with a positive loss adjustment";"Event types";"INTERNAL FRAUD";;;;;;;;;;"0909#0930#0935";"TOTAL BUSINESS LINES#Number of events subject to loss adjustments#of which: number of events with a positive loss adjustment";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id542,BAS=eba_BA:x17,ETY=eba_ET:x6,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0935;0020;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"of which: number of events with a positive loss adjustment";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"0909#0930#0935";"TOTAL BUSINESS LINES#Number of events subject to loss adjustments#of which: number of events with a positive loss adjustment";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id542,BAS=eba_BA:x17,ETY=eba_ET:x4,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0935;0030;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"of which: number of events with a positive loss adjustment";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"0909#0930#0935";"TOTAL BUSINESS LINES#Number of events subject to loss adjustments#of which: number of events with a positive loss adjustment";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id542,BAS=eba_BA:x17,ETY=eba_ET:x2,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0935;0040;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"of which: number of events with a positive loss adjustment";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"0909#0930#0935";"TOTAL BUSINESS LINES#Number of events subject to loss adjustments#of which: number of events with a positive loss adjustment";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id542,BAS=eba_BA:x17,ETY=eba_ET:x3,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0935;0050;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"of which: number of events with a positive loss adjustment";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"0909#0930#0935";"TOTAL BUSINESS LINES#Number of events subject to loss adjustments#of which: number of events with a positive loss adjustment";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id542,BAS=eba_BA:x17,ETY=eba_ET:x1,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0935;0060;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"of which: number of events with a positive loss adjustment";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"0909#0930#0935";"TOTAL BUSINESS LINES#Number of events subject to loss adjustments#of which: number of events with a positive loss adjustment";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id542,BAS=eba_BA:x17,ETY=eba_ET:x5,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0935;0070;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"of which: number of events with a positive loss adjustment";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"0909#0930#0935";"TOTAL BUSINESS LINES#Number of events subject to loss adjustments#of which: number of events with a positive loss adjustment";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id542,BAS=eba_BA:x17,PUE=eba_RF:x53";C_17.01.a;0935;0080;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"of which: number of events with a positive loss adjustment";"TOTAL EVENT TYPES";;;;;;;;;;;"0909#0930#0935";"TOTAL BUSINESS LINES#Number of events subject to loss adjustments#of which: number of events with a positive loss adjustment";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id543,BAS=eba_BA:x17,ETY=eba_ET:x7,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0936;0010;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"of which: number of events with a negative loss adjustment";"Event types";"INTERNAL FRAUD";;;;;;;;;;"0909#0930#0936";"TOTAL BUSINESS LINES#Number of events subject to loss adjustments#of which: number of events with a negative loss adjustment";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id543,BAS=eba_BA:x17,ETY=eba_ET:x6,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0936;0020;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"of which: number of events with a negative loss adjustment";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"0909#0930#0936";"TOTAL BUSINESS LINES#Number of events subject to loss adjustments#of which: number of events with a negative loss adjustment";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id543,BAS=eba_BA:x17,ETY=eba_ET:x4,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0936;0030;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"of which: number of events with a negative loss adjustment";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"0909#0930#0936";"TOTAL BUSINESS LINES#Number of events subject to loss adjustments#of which: number of events with a negative loss adjustment";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id543,BAS=eba_BA:x17,ETY=eba_ET:x2,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0936;0040;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"of which: number of events with a negative loss adjustment";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"0909#0930#0936";"TOTAL BUSINESS LINES#Number of events subject to loss adjustments#of which: number of events with a negative loss adjustment";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id543,BAS=eba_BA:x17,ETY=eba_ET:x3,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0936;0050;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"of which: number of events with a negative loss adjustment";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"0909#0930#0936";"TOTAL BUSINESS LINES#Number of events subject to loss adjustments#of which: number of events with a negative loss adjustment";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id543,BAS=eba_BA:x17,ETY=eba_ET:x1,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0936;0060;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"of which: number of events with a negative loss adjustment";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"0909#0930#0936";"TOTAL BUSINESS LINES#Number of events subject to loss adjustments#of which: number of events with a negative loss adjustment";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id543,BAS=eba_BA:x17,ETY=eba_ET:x5,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0936;0070;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"of which: number of events with a negative loss adjustment";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"0909#0930#0936";"TOTAL BUSINESS LINES#Number of events subject to loss adjustments#of which: number of events with a negative loss adjustment";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:id543,BAS=eba_BA:x17,PUE=eba_RF:x53";C_17.01.a;0936;0080;;integerItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"of which: number of events with a negative loss adjustment";"TOTAL EVENT TYPES";;;;;;;;;;;"0909#0930#0936";"TOTAL BUSINESS LINES#Number of events subject to loss adjustments#of which: number of events with a negative loss adjustment";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md519,BAS=eba_BA:x17,ETY=eba_ET:x7,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0940;0010;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Loss adjustments relating to previous reporting periods";"Event types";"INTERNAL FRAUD";;;;;;;;;;"0909#0940";"TOTAL BUSINESS LINES#Loss adjustments relating to previous reporting periods";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md519,BAS=eba_BA:x17,ETY=eba_ET:x6,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0940;0020;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Loss adjustments relating to previous reporting periods";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"0909#0940";"TOTAL BUSINESS LINES#Loss adjustments relating to previous reporting periods";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md519,BAS=eba_BA:x17,ETY=eba_ET:x4,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0940;0030;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Loss adjustments relating to previous reporting periods";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"0909#0940";"TOTAL BUSINESS LINES#Loss adjustments relating to previous reporting periods";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md519,BAS=eba_BA:x17,ETY=eba_ET:x2,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0940;0040;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Loss adjustments relating to previous reporting periods";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"0909#0940";"TOTAL BUSINESS LINES#Loss adjustments relating to previous reporting periods";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md519,BAS=eba_BA:x17,ETY=eba_ET:x3,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0940;0050;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Loss adjustments relating to previous reporting periods";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"0909#0940";"TOTAL BUSINESS LINES#Loss adjustments relating to previous reporting periods";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md519,BAS=eba_BA:x17,ETY=eba_ET:x1,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0940;0060;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Loss adjustments relating to previous reporting periods";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"0909#0940";"TOTAL BUSINESS LINES#Loss adjustments relating to previous reporting periods";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md519,BAS=eba_BA:x17,ETY=eba_ET:x5,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0940;0070;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Loss adjustments relating to previous reporting periods";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"0909#0940";"TOTAL BUSINESS LINES#Loss adjustments relating to previous reporting periods";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md519,BAS=eba_BA:x17,PUE=eba_RF:x53";C_17.01.a;0940;0080;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Loss adjustments relating to previous reporting periods";"TOTAL EVENT TYPES";;;;;;;;;;;"0909#0940";"TOTAL BUSINESS LINES#Loss adjustments relating to previous reporting periods";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md544,BAS=eba_BA:x17,ETY=eba_ET:x7,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0945;0010;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"of which: (+) positive loss adjustment amounts";"Event types";"INTERNAL FRAUD";;;;;;;;;;"0909#0940#0945";"TOTAL BUSINESS LINES#Loss adjustments relating to previous reporting periods#of which: (+) positive loss adjustment amounts";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md544,BAS=eba_BA:x17,ETY=eba_ET:x6,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0945;0020;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"of which: (+) positive loss adjustment amounts";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"0909#0940#0945";"TOTAL BUSINESS LINES#Loss adjustments relating to previous reporting periods#of which: (+) positive loss adjustment amounts";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md544,BAS=eba_BA:x17,ETY=eba_ET:x4,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0945;0030;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"of which: (+) positive loss adjustment amounts";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"0909#0940#0945";"TOTAL BUSINESS LINES#Loss adjustments relating to previous reporting periods#of which: (+) positive loss adjustment amounts";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md544,BAS=eba_BA:x17,ETY=eba_ET:x2,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0945;0040;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"of which: (+) positive loss adjustment amounts";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"0909#0940#0945";"TOTAL BUSINESS LINES#Loss adjustments relating to previous reporting periods#of which: (+) positive loss adjustment amounts";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md544,BAS=eba_BA:x17,ETY=eba_ET:x3,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0945;0050;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"of which: (+) positive loss adjustment amounts";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"0909#0940#0945";"TOTAL BUSINESS LINES#Loss adjustments relating to previous reporting periods#of which: (+) positive loss adjustment amounts";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md544,BAS=eba_BA:x17,ETY=eba_ET:x1,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0945;0060;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"of which: (+) positive loss adjustment amounts";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"0909#0940#0945";"TOTAL BUSINESS LINES#Loss adjustments relating to previous reporting periods#of which: (+) positive loss adjustment amounts";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md544,BAS=eba_BA:x17,ETY=eba_ET:x5,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0945;0070;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"of which: (+) positive loss adjustment amounts";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"0909#0940#0945";"TOTAL BUSINESS LINES#Loss adjustments relating to previous reporting periods#of which: (+) positive loss adjustment amounts";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md544,BAS=eba_BA:x17,PUE=eba_RF:x53";C_17.01.a;0945;0080;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"of which: (+) positive loss adjustment amounts";"TOTAL EVENT TYPES";;;;;;;;;;;"0909#0940#0945";"TOTAL BUSINESS LINES#Loss adjustments relating to previous reporting periods#of which: (+) positive loss adjustment amounts";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md545,BAS=eba_BA:x17,ETY=eba_ET:x7,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0946;0010;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"of which: (-) negative loss adjustment amounts";"Event types";"INTERNAL FRAUD";;;;;;;;;;"0909#0940#0946";"TOTAL BUSINESS LINES#Loss adjustments relating to previous reporting periods#of which: (-) negative loss adjustment amounts";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md545,BAS=eba_BA:x17,ETY=eba_ET:x6,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0946;0020;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"of which: (-) negative loss adjustment amounts";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"0909#0940#0946";"TOTAL BUSINESS LINES#Loss adjustments relating to previous reporting periods#of which: (-) negative loss adjustment amounts";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md545,BAS=eba_BA:x17,ETY=eba_ET:x4,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0946;0030;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"of which: (-) negative loss adjustment amounts";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"0909#0940#0946";"TOTAL BUSINESS LINES#Loss adjustments relating to previous reporting periods#of which: (-) negative loss adjustment amounts";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md545,BAS=eba_BA:x17,ETY=eba_ET:x2,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0946;0040;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"of which: (-) negative loss adjustment amounts";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"0909#0940#0946";"TOTAL BUSINESS LINES#Loss adjustments relating to previous reporting periods#of which: (-) negative loss adjustment amounts";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md545,BAS=eba_BA:x17,ETY=eba_ET:x3,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0946;0050;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"of which: (-) negative loss adjustment amounts";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"0909#0940#0946";"TOTAL BUSINESS LINES#Loss adjustments relating to previous reporting periods#of which: (-) negative loss adjustment amounts";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md545,BAS=eba_BA:x17,ETY=eba_ET:x1,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0946;0060;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"of which: (-) negative loss adjustment amounts";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"0909#0940#0946";"TOTAL BUSINESS LINES#Loss adjustments relating to previous reporting periods#of which: (-) negative loss adjustment amounts";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md545,BAS=eba_BA:x17,ETY=eba_ET:x5,PUE=eba_RF:x53,TRI=eba_TR:x24";C_17.01.a;0946;0070;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"of which: (-) negative loss adjustment amounts";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"0909#0940#0946";"TOTAL BUSINESS LINES#Loss adjustments relating to previous reporting periods#of which: (-) negative loss adjustment amounts";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md545,BAS=eba_BA:x17,PUE=eba_RF:x53";C_17.01.a;0946;0080;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"of which: (-) negative loss adjustment amounts";"TOTAL EVENT TYPES";;;;;;;;;;;"0909#0940#0946";"TOTAL BUSINESS LINES#Loss adjustments relating to previous reporting periods#of which: (-) negative loss adjustment amounts";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md165,BAS=eba_BA:x17,ETY=eba_ET:x7,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0950;0010;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Maximum single loss";"Event types";"INTERNAL FRAUD";;;;;;;;;;"0909#0950";"TOTAL BUSINESS LINES#Maximum single loss";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md165,BAS=eba_BA:x17,ETY=eba_ET:x6,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0950;0020;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Maximum single loss";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"0909#0950";"TOTAL BUSINESS LINES#Maximum single loss";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md165,BAS=eba_BA:x17,ETY=eba_ET:x4,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0950;0030;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Maximum single loss";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"0909#0950";"TOTAL BUSINESS LINES#Maximum single loss";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md165,BAS=eba_BA:x17,ETY=eba_ET:x2,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0950;0040;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Maximum single loss";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"0909#0950";"TOTAL BUSINESS LINES#Maximum single loss";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md165,BAS=eba_BA:x17,ETY=eba_ET:x3,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0950;0050;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Maximum single loss";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"0909#0950";"TOTAL BUSINESS LINES#Maximum single loss";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md165,BAS=eba_BA:x17,ETY=eba_ET:x1,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0950;0060;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Maximum single loss";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"0909#0950";"TOTAL BUSINESS LINES#Maximum single loss";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md165,BAS=eba_BA:x17,ETY=eba_ET:x5,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0950;0070;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Maximum single loss";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"0909#0950";"TOTAL BUSINESS LINES#Maximum single loss";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md165,BAS=eba_BA:x17,PUE=eba_RF:x54";C_17.01.a;0950;0080;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Maximum single loss";"TOTAL EVENT TYPES";;;;;;;;;;;"0909#0950";"TOTAL BUSINESS LINES#Maximum single loss";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md226,BAS=eba_BA:x17,ETY=eba_ET:x7,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0960;0010;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"INTERNAL FRAUD";;;;;;;;;;"0909#0960";"TOTAL BUSINESS LINES#Sum of the five largest losses";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md226,BAS=eba_BA:x17,ETY=eba_ET:x6,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0960;0020;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"0909#0960";"TOTAL BUSINESS LINES#Sum of the five largest losses";"Event types#EXTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md226,BAS=eba_BA:x17,ETY=eba_ET:x4,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0960;0030;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";;;;;;;;;;"0909#0960";"TOTAL BUSINESS LINES#Sum of the five largest losses";"Event types#EMPLOYMENT PRACTICES AND WORKPLACE SAFETY";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md226,BAS=eba_BA:x17,ETY=eba_ET:x2,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0960;0040;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"CLIENTS, PRODUCTS & BUSINESS PRACTICES";;;;;;;;;;"0909#0960";"TOTAL BUSINESS LINES#Sum of the five largest losses";"Event types#CLIENTS, PRODUCTS & BUSINESS PRACTICES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md226,BAS=eba_BA:x17,ETY=eba_ET:x3,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0960;0050;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"DAMAGE TO PHYSICAL ASSETS";;;;;;;;;;"0909#0960";"TOTAL BUSINESS LINES#Sum of the five largest losses";"Event types#DAMAGE TO PHYSICAL ASSETS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md226,BAS=eba_BA:x17,ETY=eba_ET:x1,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0960;0060;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"BUSINESS DISRUPTION AND SYSTEM FAILURES";;;;;;;;;;"0909#0960";"TOTAL BUSINESS LINES#Sum of the five largest losses";"Event types#BUSINESS DISRUPTION AND SYSTEM FAILURES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md226,BAS=eba_BA:x17,ETY=eba_ET:x5,PUE=eba_RF:x54,TRI=eba_TR:x24";C_17.01.a;0960;0070;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"Event types";"EXECUTION, DELIVERY & PROCESS MANAGEMENT";;;;;;;;;;"0909#0960";"TOTAL BUSINESS LINES#Sum of the five largest losses";"Event types#EXECUTION, DELIVERY & PROCESS MANAGEMENT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md226,BAS=eba_BA:x17,PUE=eba_RF:x54";C_17.01.a;0960;0080;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Sum of the five largest losses";"TOTAL EVENT TYPES";;;;;;;;;;;"0909#0960";"TOTAL BUSINESS LINES#Sum of the five largest losses";"TOTAL EVENT TYPES";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md338,BAS=eba_BA:x17,ETY=eba_ET:x7,SOR=eba_MC:x646,TRI=eba_TR:x24";C_17.01.a;0970;0010;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total direct loss recovery";"Event types";"INTERNAL FRAUD";;;;;;;;;;"0909#0970";"TOTAL BUSINESS LINES#Total direct loss recovery";"Event types#INTERNAL FRAUD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:md338,BAS=eba_BA:x17,ETY=eba_ET:x6,SOR=eba_MC:x646,TRI=eba_TR:x24";C_17.01.a;0970;0020;;monetaryItemType;C 17.01.a (OPR Details) Operational risk: Losses and recoveries by business lines and event types in the last year;"Total direct loss recovery";"Event types";"EXTERNAL FRAUD";;;;;;;;;;"0909#0970";"TOTAL BUSINESS LINES#Total direct loss recovery";"Event types#EXTERNAL FRAUD";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi229,BAS=eba_BA:x17,BLI=eba_TA:x11,TRI=eba_TR:x24";C_17.01.b;0320;0090;;monetaryItemType;C 17.01.b (OPR Details) Operational risk: Thresholds applied in data collections;"Gross loss amount (new events)";"MEMORANDUM ITEM: THRESHOLD APPLIED IN DATA COLLECTION";"LOWEST";;;;;;;;;;"0309#0320";"COMMERCIAL BANKING [CB]#Gross loss amount (new events)";"MEMORANDUM ITEM: THRESHOLD APPLIED IN DATA COLLECTION#LOWEST";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi229,BAS=eba_BA:x17,BLI=eba_TA:x29,TRI=eba_TR:x24";C_17.01.b;0420;0090;;monetaryItemType;C 17.01.b (OPR Details) Operational risk: Thresholds applied in data collections;"Gross loss amount (new events)";"MEMORANDUM ITEM: THRESHOLD APPLIED IN DATA COLLECTION";"LOWEST";;;;;;;;;;"0409#0420";"RETAIL BANKING [RB]#Gross loss amount (new events)";"MEMORANDUM ITEM: THRESHOLD APPLIED IN DATA COLLECTION#LOWEST";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi229,BAS=eba_BA:x17,BLI=eba_TA:x27,TRI=eba_TR:x24";C_17.01.b;0520;0090;;monetaryItemType;C 17.01.b (OPR Details) Operational risk: Thresholds applied in data collections;"Gross loss amount (new events)";"MEMORANDUM ITEM: THRESHOLD APPLIED IN DATA COLLECTION";"LOWEST";;;;;;;;;;"0509#0520";"PAYMENT AND SETTLEMENT [PS]#Gross loss amount (new events)";"MEMORANDUM ITEM: THRESHOLD APPLIED IN DATA COLLECTION#LOWEST";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi229,BAS=eba_BA:x17,BLI=eba_TA:x4,TRI=eba_TR:x24";C_17.01.b;0620;0090;;monetaryItemType;C 17.01.b (OPR Details) Operational risk: Thresholds applied in data collections;"Gross loss amount (new events)";"MEMORANDUM ITEM: THRESHOLD APPLIED IN DATA COLLECTION";"LOWEST";;;;;;;;;;"0609#0620";"AGENCY SERVICES [AS]#Gross loss amount (new events)";"MEMORANDUM ITEM: THRESHOLD APPLIED IN DATA COLLECTION#LOWEST";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi229,BAS=eba_BA:x17,BLI=eba_TA:x5,TRI=eba_TR:x24";C_17.01.b;0720;0090;;monetaryItemType;C 17.01.b (OPR Details) Operational risk: Thresholds applied in data collections;"Gross loss amount (new events)";"MEMORANDUM ITEM: THRESHOLD APPLIED IN DATA COLLECTION";"LOWEST";;;;;;;;;;"0709#0720";"ASSET MANAGEMENT [AM]#Gross loss amount (new events)";"MEMORANDUM ITEM: THRESHOLD APPLIED IN DATA COLLECTION#LOWEST";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x1,TRI=eba_TR:x19";C_18.00;040;030;55443;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"0 <= 1 month";"Positions";"Net positions";"Long";;;;;;;;"Total (001)";"011#020#030#040";"General risk#Maturity-based approach#Zone 1#0 <= 1 month";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x34,TRI=eba_TR:x19";C_18.00;050;030;55443;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 3 months";"Positions";"Net positions";"Long";;;;;;;;"Total (001)";"011#020#030#050";"General risk#Maturity-based approach#Zone 1#> 1 <= 3 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x34,TRI=eba_TR:x19";C_18.00;050;040;55443;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 3 months";"Positions";"Net positions";"Short";;;;;;;;"Total (001)";"011#020#030#050";"General risk#Maturity-based approach#Zone 1#> 1 <= 3 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x36,TRI=eba_TR:x19";C_18.00;060;030;55443;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 6 months";"Positions";"Net positions";"Long";;;;;;;;"Total (001)";"011#020#030#060";"General risk#Maturity-based approach#Zone 1#> 3 <= 6 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x36,TRI=eba_TR:x19";C_18.00;060;040;55443;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 6 months";"Positions";"Net positions";"Short";;;;;;;;"Total (001)";"011#020#030#060";"General risk#Maturity-based approach#Zone 1#> 3 <= 6 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x37,TRI=eba_TR:x19";C_18.00;070;030;55443;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 6 <= 12 months";"Positions";"Net positions";"Long";;;;;;;;"Total (001)";"011#020#030#070";"General risk#Maturity-based approach#Zone 1#> 6 <= 12 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x37,TRI=eba_TR:x19";C_18.00;070;040;55443;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 6 <= 12 months";"Positions";"Net positions";"Short";;;;;;;;"Total (001)";"011#020#030#070";"General risk#Maturity-based approach#Zone 1#> 6 <= 12 months";"Positions#Net positions#Short";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;020;55443;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"All positions";"Short";;;;;;;;"Total (001)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;030;55443;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Long";;;;;;;;"Total (001)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;040;55443;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Short";;;;;;;;"Total (001)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;030;55443;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Total (001)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;040;55443;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Total (001)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;030;55443;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Total (001)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;040;55443;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Total (001)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;030;55443;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Total (001)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;040;55443;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Total (001)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;010;55443;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Long";;;;;;;;"Total (001)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;020;55443;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Short";;;;;;;;"Total (001)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;030;55443;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Long";;;;;;;;"Total (001)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;040;55443;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Short";;;;;;;;"Total (001)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;030;55443;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Total (001)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;040;55443;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Total (001)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x46,TRI=eba_TR:x19";C_18.00;140;030;55443;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Total (001)";"011#020#120#140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x46,TRI=eba_TR:x19";C_18.00;140;040;55443;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Total (001)";"011#020#120#140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x47,TRI=eba_TR:x19";C_18.00;150;030;55443;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Total (001)";"011#020#120#150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x8,BAS=eba_BA:x9,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x7,TRI=eba_TR:x20";C_18.00;320;060;55443;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the fourth category";"Own funds requirements";;;;;;;;;;"Total (001)";"250#251#320";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the fourth category";"Own funds requirements";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EUR,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x36,TRI=eba_TR:x19";C_18.00;060;030;55444;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 6 months";"Positions";"Net positions";"Long";;;;;;;;"Euro (002)";"011#020#030#060";"General risk#Maturity-based approach#Zone 1#> 3 <= 6 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EUR,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x36,TRI=eba_TR:x19";C_18.00;060;040;55444;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 6 months";"Positions";"Net positions";"Short";;;;;;;;"Euro (002)";"011#020#030#060";"General risk#Maturity-based approach#Zone 1#> 3 <= 6 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EUR,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x37,TRI=eba_TR:x19";C_18.00;070;030;55444;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 6 <= 12 months";"Positions";"Net positions";"Long";;;;;;;;"Euro (002)";"011#020#030#070";"General risk#Maturity-based approach#Zone 1#> 6 <= 12 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EUR,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x37,TRI=eba_TR:x19";C_18.00;070;040;55444;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 6 <= 12 months";"Positions";"Net positions";"Short";;;;;;;;"Euro (002)";"011#020#030#070";"General risk#Maturity-based approach#Zone 1#> 6 <= 12 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EUR,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;010;55444;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"All positions";"Long";;;;;;;;"Euro (002)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EUR,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;020;55444;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"All positions";"Short";;;;;;;;"Euro (002)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EUR,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;030;55444;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Long";;;;;;;;"Euro (002)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EUR,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;040;55444;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Short";;;;;;;;"Euro (002)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EUR,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;030;55444;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Euro (002)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EUR,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;040;55444;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Euro (002)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EUR,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;030;55444;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Euro (002)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EUR,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;040;55444;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Euro (002)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EUR,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;030;55444;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Euro (002)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EUR,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;040;55444;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Euro (002)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EUR,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;010;55444;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Long";;;;;;;;"Euro (002)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EUR,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;020;55444;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Short";;;;;;;;"Euro (002)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EUR,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;030;55444;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Long";;;;;;;;"Euro (002)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EUR,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;040;55444;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Short";;;;;;;;"Euro (002)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EUR,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;030;55444;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Euro (002)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EUR,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;040;55444;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Euro (002)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EUR,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x46,TRI=eba_TR:x19";C_18.00;140;030;55444;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Euro (002)";"011#020#120#140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EUR,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x46,TRI=eba_TR:x19";C_18.00;140;040;55444;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Euro (002)";"011#020#120#140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EUR,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x47,TRI=eba_TR:x19";C_18.00;150;030;55444;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Euro (002)";"011#020#120#150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EUR,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x47,TRI=eba_TR:x19";C_18.00;150;040;55444;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Euro (002)";"011#020#120#150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EUR,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x48,TRI=eba_TR:x19";C_18.00;160;030;55444;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Euro (002)";"011#020#120#160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EUR,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x48,TRI=eba_TR:x19";C_18.00;160;040;55444;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Euro (002)";"011#020#120#160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:EUR,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x20";C_18.00;251;040;55444;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Own funds requirement for non-securitisation debt instruments";"Positions";"Net positions";"Short";;;;;;;;"Euro (002)";"250#251";"Specific risk#Own funds requirement for non-securitisation debt instruments";"Positions#Net positions#Short";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi259,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:EUR,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x52,TRI=eba_TR:x20";C_18.00;270;050;55444;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the second category";"Positions";"Positions subject to capital charge";;;;;;;;;"Euro (002)";"250#251#270";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category";"Positions#Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:EUR,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x52,TRI=eba_TR:x20";C_18.00;270;060;55444;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the second category";"Own funds requirements";;;;;;;;;;"Euro (002)";"250#251#270";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category";"Own funds requirements";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:EUR,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x35,TRI=eba_TR:x20";C_18.00;280;020;55444;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With residual term <= 6 months";"Positions";"All positions";"Short";;;;;;;;"Euro (002)";"250#251#270#280";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With residual term <= 6 months";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:EUR,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x35,TRI=eba_TR:x20";C_18.00;280;030;55444;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With residual term <= 6 months";"Positions";"Net positions";"Long";;;;;;;;"Euro (002)";"250#251#270#280";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With residual term <= 6 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:EUR,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x35,TRI=eba_TR:x20";C_18.00;280;040;55444;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With residual term <= 6 months";"Positions";"Net positions";"Short";;;;;;;;"Euro (002)";"250#251#270#280";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With residual term <= 6 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi259,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:EUR,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x35,TRI=eba_TR:x20";C_18.00;280;050;55444;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With residual term <= 6 months";"Positions";"Positions subject to capital charge";;;;;;;;;"Euro (002)";"250#251#270#280";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With residual term <= 6 months";"Positions#Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:EUR,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x35,TRI=eba_TR:x20";C_18.00;280;060;55444;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With residual term <= 6 months";"Own funds requirements";;;;;;;;;;"Euro (002)";"250#251#270#280";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With residual term <= 6 months";"Own funds requirements";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:EUR,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x2,TRI=eba_TR:x20";C_18.00;290;020;55444;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With a residual term > 6 months and <= 24 months";"Positions";"All positions";"Short";;;;;;;;"Euro (002)";"250#251#270#290";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With a residual term > 6 months and <= 24 months";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:EUR,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x2,TRI=eba_TR:x20";C_18.00;290;030;55444;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With a residual term > 6 months and <= 24 months";"Positions";"Net positions";"Long";;;;;;;;"Euro (002)";"250#251#270#290";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With a residual term > 6 months and <= 24 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:EUR,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x2,TRI=eba_TR:x20";C_18.00;290;040;55444;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With a residual term > 6 months and <= 24 months";"Positions";"Net positions";"Short";;;;;;;;"Euro (002)";"250#251#270#290";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With a residual term > 6 months and <= 24 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi259,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:EUR,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x2,TRI=eba_TR:x20";C_18.00;290;050;55444;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With a residual term > 6 months and <= 24 months";"Positions";"Positions subject to capital charge";;;;;;;;;"Euro (002)";"250#251#270#290";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With a residual term > 6 months and <= 24 months";"Positions#Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:EUR,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x2,TRI=eba_TR:x20";C_18.00;290;060;55444;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With a residual term > 6 months and <= 24 months";"Own funds requirements";;;;;;;;;;"Euro (002)";"250#251#270#290";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With a residual term > 6 months and <= 24 months";"Own funds requirements";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:EUR,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x39,TRI=eba_TR:x20";C_18.00;300;020;55444;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With a residual term > 24 months";"Positions";"All positions";"Short";;;;;;;;"Euro (002)";"250#251#270#300";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With a residual term > 24 months";"Positions#All positions#Short";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi259,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:EUR,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x39,TRI=eba_TR:x20";C_18.00;300;050;55444;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With a residual term > 24 months";"Positions";"Positions subject to capital charge";;;;;;;;;"Euro (002)";"250#251#270#300";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With a residual term > 24 months";"Positions#Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:EUR,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x39,TRI=eba_TR:x20";C_18.00;300;060;55444;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With a residual term > 24 months";"Own funds requirements";;;;;;;;;;"Euro (002)";"250#251#270#300";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With a residual term > 24 months";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:EUR,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x20";C_18.00;310;010;55444;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the third category";"Positions";"All positions";"Long";;;;;;;;"Euro (002)";"250#251#310";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the third category";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:EUR,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x20";C_18.00;310;020;55444;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the third category";"Positions";"All positions";"Short";;;;;;;;"Euro (002)";"250#251#310";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the third category";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:EUR,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x20";C_18.00;310;030;55444;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the third category";"Positions";"Net positions";"Long";;;;;;;;"Euro (002)";"250#251#310";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the third category";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:EUR,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x20";C_18.00;310;040;55444;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the third category";"Positions";"Net positions";"Short";;;;;;;;"Euro (002)";"250#251#310";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the third category";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi259,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:EUR,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x20";C_18.00;310;050;55444;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the third category";"Positions";"Positions subject to capital charge";;;;;;;;;"Euro (002)";"250#251#310";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the third category";"Positions#Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:EUR,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x20";C_18.00;310;060;55444;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the third category";"Own funds requirements";;;;;;;;;;"Euro (002)";"250#251#310";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the third category";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:EUR,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x7,TRI=eba_TR:x20";C_18.00;320;010;55444;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the fourth category";"Positions";"All positions";"Long";;;;;;;;"Euro (002)";"250#251#320";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the fourth category";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:EUR,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x7,TRI=eba_TR:x20";C_18.00;320;020;55444;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the fourth category";"Positions";"All positions";"Short";;;;;;;;"Euro (002)";"250#251#320";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the fourth category";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:EUR,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x7,TRI=eba_TR:x20";C_18.00;320;030;55444;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the fourth category";"Positions";"Net positions";"Long";;;;;;;;"Euro (002)";"250#251#320";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the fourth category";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:EUR,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x7,TRI=eba_TR:x20";C_18.00;320;040;55444;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the fourth category";"Positions";"Net positions";"Short";;;;;;;;"Euro (002)";"250#251#320";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the fourth category";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi259,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:EUR,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x7,TRI=eba_TR:x20";C_18.00;320;050;55444;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the fourth category";"Positions";"Positions subject to capital charge";;;;;;;;;"Euro (002)";"250#251#320";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the fourth category";"Positions#Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:EUR,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x7,TRI=eba_TR:x20";C_18.00;320;060;55444;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the fourth category";"Own funds requirements";;;;;;;;;;"Euro (002)";"250#251#320";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the fourth category";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:EUR,EXT=eba_ER:x1,MCY=eba_MC:x244,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x20";C_18.00;321;010;55444;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Rated nth-to default credit derivatives";"Positions";"All positions";"Long";;;;;;;;"Euro (002)";"250#251#321";"Specific risk#Own funds requirement for non-securitisation debt instruments#Rated nth-to default credit derivatives";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:EUR,EXT=eba_ER:x1,MCY=eba_MC:x244,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x20";C_18.00;321;020;55444;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Rated nth-to default credit derivatives";"Positions";"All positions";"Short";;;;;;;;"Euro (002)";"250#251#321";"Specific risk#Own funds requirement for non-securitisation debt instruments#Rated nth-to default credit derivatives";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:EUR,EXT=eba_ER:x1,MCY=eba_MC:x244,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x20";C_18.00;321;030;55444;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Rated nth-to default credit derivatives";"Positions";"Net positions";"Long";;;;;;;;"Euro (002)";"250#251#321";"Specific risk#Own funds requirement for non-securitisation debt instruments#Rated nth-to default credit derivatives";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:EUR,EXT=eba_ER:x1,MCY=eba_MC:x244,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x20";C_18.00;321;040;55444;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Rated nth-to default credit derivatives";"Positions";"Net positions";"Short";;;;;;;;"Euro (002)";"250#251#321";"Specific risk#Own funds requirement for non-securitisation debt instruments#Rated nth-to default credit derivatives";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi259,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:EUR,EXT=eba_ER:x1,MCY=eba_MC:x244,PRP=eba_PL:x51,TRI=eba_TR:x20";C_18.00;321;050;55444;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Rated nth-to default credit derivatives";"Positions";"Positions subject to capital charge";;;;;;;;;"Euro (002)";"250#251#321";"Specific risk#Own funds requirement for non-securitisation debt instruments#Rated nth-to default credit derivatives";"Positions#Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:EUR,EXT=eba_ER:x1,MCY=eba_MC:x244,PRP=eba_PL:x51,TRI=eba_TR:x20";C_18.00;321;060;55444;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Rated nth-to default credit derivatives";"Own funds requirements";;;;;;;;;;"Euro (002)";"250#251#321";"Specific risk#Own funds requirement for non-securitisation debt instruments#Rated nth-to default credit derivatives";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x9,BAS=eba_BA:x9,CUE=eba_CU:EUR,MCY=eba_MC:x19,PRP=eba_PL:x51,TRI=eba_TR:x22";C_18.00;325;060;55444;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Own funds requirement for securitisation instruments";"Own funds requirements";;;;;;;;;;"Euro (002)";"250#325";"Specific risk#Own funds requirement for securitisation instruments";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x6,BAS=eba_BA:x9,CUE=eba_CU:EUR,MCY=eba_MC:x189,PRP=eba_PL:x51,TRI=eba_TR:x21";C_18.00;330;060;55444;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Own funds requirement for the correlation trading portfolio";"Own funds requirements";;;;;;;;;;"Euro (002)";"250#330";"Specific risk#Own funds requirement for the correlation trading portfolio";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x11,BAS=eba_BA:x9,CUE=eba_CU:EUR,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;350;060;55444;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Additional requirements for options (non-delta risks)";"Own funds requirements";;;;;;;;;;"Euro (002)";"350";"Additional requirements for options (non-delta risks)";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x61,BAS=eba_BA:x9,CUE=eba_CU:EUR,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;360;060;55444;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Simplified method";"Own funds requirements";;;;;;;;;;"Euro (002)";"350#360";"Additional requirements for options (non-delta risks)#Simplified method";"Own funds requirements";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ALL,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x37,TRI=eba_TR:x19";C_18.00;070;040;55445;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 6 <= 12 months";"Positions";"Net positions";"Short";;;;;;;;"Lek (003)";"011#020#030#070";"General risk#Maturity-based approach#Zone 1#> 6 <= 12 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ALL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;010;55445;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"All positions";"Long";;;;;;;;"Lek (003)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ALL,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;020;55445;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"All positions";"Short";;;;;;;;"Lek (003)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ALL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;030;55445;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Long";;;;;;;;"Lek (003)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ALL,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;040;55445;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Short";;;;;;;;"Lek (003)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ALL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;030;55445;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Lek (003)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ALL,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;040;55445;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Lek (003)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ALL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;030;55445;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Lek (003)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ALL,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;040;55445;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Lek (003)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ALL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;030;55445;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Lek (003)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ALL,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;040;55445;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Lek (003)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ALL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;010;55445;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Long";;;;;;;;"Lek (003)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ALL,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;020;55445;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Short";;;;;;;;"Lek (003)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ALL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;030;55445;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Long";;;;;;;;"Lek (003)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ALL,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;040;55445;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Short";;;;;;;;"Lek (003)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ALL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;030;55445;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Lek (003)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ALL,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;040;55445;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Lek (003)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ALL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x46,TRI=eba_TR:x19";C_18.00;140;030;55445;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Lek (003)";"011#020#120#140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ALL,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x46,TRI=eba_TR:x19";C_18.00;140;040;55445;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Lek (003)";"011#020#120#140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ALL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x47,TRI=eba_TR:x19";C_18.00;150;030;55445;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Lek (003)";"011#020#120#150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ALL,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x47,TRI=eba_TR:x19";C_18.00;150;040;55445;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Lek (003)";"011#020#120#150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ALL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x48,TRI=eba_TR:x19";C_18.00;160;030;55445;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Lek (003)";"011#020#120#160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ALL,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x48,TRI=eba_TR:x19";C_18.00;160;040;55445;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Lek (003)";"011#020#120#160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ALL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x50,TRI=eba_TR:x19";C_18.00;170;030;55445;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Lek (003)";"011#020#120#170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ALL,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x50,TRI=eba_TR:x19";C_18.00;170;040;55445;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Lek (003)";"011#020#120#170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:ALL,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x35,TRI=eba_TR:x20";C_18.00;280;020;55445;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With residual term <= 6 months";"Positions";"All positions";"Short";;;;;;;;"Lek (003)";"250#251#270#280";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With residual term <= 6 months";"Positions#All positions#Short";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi259,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:ALL,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x35,TRI=eba_TR:x20";C_18.00;280;050;55445;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With residual term <= 6 months";"Positions";"Positions subject to capital charge";;;;;;;;;"Lek (003)";"250#251#270#280";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With residual term <= 6 months";"Positions#Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:ALL,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x35,TRI=eba_TR:x20";C_18.00;280;060;55445;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With residual term <= 6 months";"Own funds requirements";;;;;;;;;;"Lek (003)";"250#251#270#280";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With residual term <= 6 months";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:ALL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x2,TRI=eba_TR:x20";C_18.00;290;010;55445;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With a residual term > 6 months and <= 24 months";"Positions";"All positions";"Long";;;;;;;;"Lek (003)";"250#251#270#290";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With a residual term > 6 months and <= 24 months";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:ALL,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x2,TRI=eba_TR:x20";C_18.00;290;020;55445;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With a residual term > 6 months and <= 24 months";"Positions";"All positions";"Short";;;;;;;;"Lek (003)";"250#251#270#290";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With a residual term > 6 months and <= 24 months";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:ALL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x2,TRI=eba_TR:x20";C_18.00;290;030;55445;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With a residual term > 6 months and <= 24 months";"Positions";"Net positions";"Long";;;;;;;;"Lek (003)";"250#251#270#290";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With a residual term > 6 months and <= 24 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:ALL,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x2,TRI=eba_TR:x20";C_18.00;290;040;55445;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With a residual term > 6 months and <= 24 months";"Positions";"Net positions";"Short";;;;;;;;"Lek (003)";"250#251#270#290";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With a residual term > 6 months and <= 24 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi259,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:ALL,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x2,TRI=eba_TR:x20";C_18.00;290;050;55445;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With a residual term > 6 months and <= 24 months";"Positions";"Positions subject to capital charge";;;;;;;;;"Lek (003)";"250#251#270#290";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With a residual term > 6 months and <= 24 months";"Positions#Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:ALL,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x2,TRI=eba_TR:x20";C_18.00;290;060;55445;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With a residual term > 6 months and <= 24 months";"Own funds requirements";;;;;;;;;;"Lek (003)";"250#251#270#290";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With a residual term > 6 months and <= 24 months";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:ALL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x39,TRI=eba_TR:x20";C_18.00;300;010;55445;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With a residual term > 24 months";"Positions";"All positions";"Long";;;;;;;;"Lek (003)";"250#251#270#300";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With a residual term > 24 months";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:ALL,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x39,TRI=eba_TR:x20";C_18.00;300;020;55445;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With a residual term > 24 months";"Positions";"All positions";"Short";;;;;;;;"Lek (003)";"250#251#270#300";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With a residual term > 24 months";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:ALL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x39,TRI=eba_TR:x20";C_18.00;300;030;55445;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With a residual term > 24 months";"Positions";"Net positions";"Long";;;;;;;;"Lek (003)";"250#251#270#300";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With a residual term > 24 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:ALL,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x39,TRI=eba_TR:x20";C_18.00;300;040;55445;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With a residual term > 24 months";"Positions";"Net positions";"Short";;;;;;;;"Lek (003)";"250#251#270#300";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With a residual term > 24 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi259,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:ALL,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x39,TRI=eba_TR:x20";C_18.00;300;050;55445;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With a residual term > 24 months";"Positions";"Positions subject to capital charge";;;;;;;;;"Lek (003)";"250#251#270#300";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With a residual term > 24 months";"Positions#Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:ALL,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x39,TRI=eba_TR:x20";C_18.00;300;060;55445;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With a residual term > 24 months";"Own funds requirements";;;;;;;;;;"Lek (003)";"250#251#270#300";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With a residual term > 24 months";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:ALL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x20";C_18.00;310;010;55445;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the third category";"Positions";"All positions";"Long";;;;;;;;"Lek (003)";"250#251#310";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the third category";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:ALL,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x20";C_18.00;310;020;55445;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the third category";"Positions";"All positions";"Short";;;;;;;;"Lek (003)";"250#251#310";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the third category";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:ALL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x20";C_18.00;310;030;55445;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the third category";"Positions";"Net positions";"Long";;;;;;;;"Lek (003)";"250#251#310";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the third category";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:ALL,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x20";C_18.00;310;040;55445;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the third category";"Positions";"Net positions";"Short";;;;;;;;"Lek (003)";"250#251#310";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the third category";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi259,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:ALL,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x20";C_18.00;310;050;55445;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the third category";"Positions";"Positions subject to capital charge";;;;;;;;;"Lek (003)";"250#251#310";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the third category";"Positions#Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:ALL,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x20";C_18.00;310;060;55445;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the third category";"Own funds requirements";;;;;;;;;;"Lek (003)";"250#251#310";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the third category";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:ALL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x7,TRI=eba_TR:x20";C_18.00;320;010;55445;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the fourth category";"Positions";"All positions";"Long";;;;;;;;"Lek (003)";"250#251#320";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the fourth category";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:ALL,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x7,TRI=eba_TR:x20";C_18.00;320;020;55445;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the fourth category";"Positions";"All positions";"Short";;;;;;;;"Lek (003)";"250#251#320";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the fourth category";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:ALL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x7,TRI=eba_TR:x20";C_18.00;320;030;55445;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the fourth category";"Positions";"Net positions";"Long";;;;;;;;"Lek (003)";"250#251#320";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the fourth category";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:ALL,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x7,TRI=eba_TR:x20";C_18.00;320;040;55445;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the fourth category";"Positions";"Net positions";"Short";;;;;;;;"Lek (003)";"250#251#320";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the fourth category";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi259,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:ALL,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x7,TRI=eba_TR:x20";C_18.00;320;050;55445;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the fourth category";"Positions";"Positions subject to capital charge";;;;;;;;;"Lek (003)";"250#251#320";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the fourth category";"Positions#Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:ALL,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x7,TRI=eba_TR:x20";C_18.00;320;060;55445;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the fourth category";"Own funds requirements";;;;;;;;;;"Lek (003)";"250#251#320";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the fourth category";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:ALL,EXT=eba_ER:x1,MCY=eba_MC:x244,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x20";C_18.00;321;010;55445;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Rated nth-to default credit derivatives";"Positions";"All positions";"Long";;;;;;;;"Lek (003)";"250#251#321";"Specific risk#Own funds requirement for non-securitisation debt instruments#Rated nth-to default credit derivatives";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:ALL,EXT=eba_ER:x1,MCY=eba_MC:x244,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x20";C_18.00;321;020;55445;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Rated nth-to default credit derivatives";"Positions";"All positions";"Short";;;;;;;;"Lek (003)";"250#251#321";"Specific risk#Own funds requirement for non-securitisation debt instruments#Rated nth-to default credit derivatives";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:ALL,EXT=eba_ER:x1,MCY=eba_MC:x244,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x20";C_18.00;321;030;55445;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Rated nth-to default credit derivatives";"Positions";"Net positions";"Long";;;;;;;;"Lek (003)";"250#251#321";"Specific risk#Own funds requirement for non-securitisation debt instruments#Rated nth-to default credit derivatives";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:ALL,EXT=eba_ER:x1,MCY=eba_MC:x244,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x20";C_18.00;321;040;55445;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Rated nth-to default credit derivatives";"Positions";"Net positions";"Short";;;;;;;;"Lek (003)";"250#251#321";"Specific risk#Own funds requirement for non-securitisation debt instruments#Rated nth-to default credit derivatives";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi259,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:ALL,EXT=eba_ER:x1,MCY=eba_MC:x244,PRP=eba_PL:x51,TRI=eba_TR:x20";C_18.00;321;050;55445;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Rated nth-to default credit derivatives";"Positions";"Positions subject to capital charge";;;;;;;;;"Lek (003)";"250#251#321";"Specific risk#Own funds requirement for non-securitisation debt instruments#Rated nth-to default credit derivatives";"Positions#Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:ALL,EXT=eba_ER:x1,MCY=eba_MC:x244,PRP=eba_PL:x51,TRI=eba_TR:x20";C_18.00;321;060;55445;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Rated nth-to default credit derivatives";"Own funds requirements";;;;;;;;;;"Lek (003)";"250#251#321";"Specific risk#Own funds requirement for non-securitisation debt instruments#Rated nth-to default credit derivatives";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x9,BAS=eba_BA:x9,CUE=eba_CU:ALL,MCY=eba_MC:x19,PRP=eba_PL:x51,TRI=eba_TR:x22";C_18.00;325;060;55445;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Own funds requirement for securitisation instruments";"Own funds requirements";;;;;;;;;;"Lek (003)";"250#325";"Specific risk#Own funds requirement for securitisation instruments";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x6,BAS=eba_BA:x9,CUE=eba_CU:ALL,MCY=eba_MC:x189,PRP=eba_PL:x51,TRI=eba_TR:x21";C_18.00;330;060;55445;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Own funds requirement for the correlation trading portfolio";"Own funds requirements";;;;;;;;;;"Lek (003)";"250#330";"Specific risk#Own funds requirement for the correlation trading portfolio";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x11,BAS=eba_BA:x9,CUE=eba_CU:ALL,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;350;060;55445;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Additional requirements for options (non-delta risks)";"Own funds requirements";;;;;;;;;;"Lek (003)";"350";"Additional requirements for options (non-delta risks)";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x61,BAS=eba_BA:x9,CUE=eba_CU:ALL,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;360;060;55445;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Simplified method";"Own funds requirements";;;;;;;;;;"Lek (003)";"350#360";"Additional requirements for options (non-delta risks)#Simplified method";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x62,BAS=eba_BA:x9,CUE=eba_CU:ALL,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;370;060;55445;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Delta plus approach - additional requirements for gamma risk";"Own funds requirements";;;;;;;;;;"Lek (003)";"350#370";"Additional requirements for options (non-delta risks)#Delta plus approach - additional requirements for gamma risk";"Own funds requirements";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:BGN,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;040;55446;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Short";;;;;;;;"Bulgarian Lev (004)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:BGN,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;030;55446;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Bulgarian Lev (004)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:BGN,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;040;55446;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Bulgarian Lev (004)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:BGN,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;030;55446;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Bulgarian Lev (004)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:BGN,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;040;55446;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Bulgarian Lev (004)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:BGN,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;030;55446;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Bulgarian Lev (004)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:BGN,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;040;55446;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Bulgarian Lev (004)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:BGN,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;010;55446;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Long";;;;;;;;"Bulgarian Lev (004)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:BGN,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;020;55446;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Short";;;;;;;;"Bulgarian Lev (004)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:BGN,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;030;55446;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Long";;;;;;;;"Bulgarian Lev (004)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:BGN,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;040;55446;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Short";;;;;;;;"Bulgarian Lev (004)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:BGN,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;030;55446;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Bulgarian Lev (004)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:BGN,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;040;55446;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Bulgarian Lev (004)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:BGN,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x46,TRI=eba_TR:x19";C_18.00;140;030;55446;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Bulgarian Lev (004)";"011#020#120#140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:BGN,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x46,TRI=eba_TR:x19";C_18.00;140;040;55446;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Bulgarian Lev (004)";"011#020#120#140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:BGN,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x47,TRI=eba_TR:x19";C_18.00;150;030;55446;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Bulgarian Lev (004)";"011#020#120#150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:BGN,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x47,TRI=eba_TR:x19";C_18.00;150;040;55446;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Bulgarian Lev (004)";"011#020#120#150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:BGN,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x48,TRI=eba_TR:x19";C_18.00;160;030;55446;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Bulgarian Lev (004)";"011#020#120#160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:BGN,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x48,TRI=eba_TR:x19";C_18.00;160;040;55446;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Bulgarian Lev (004)";"011#020#120#160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:BGN,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x50,TRI=eba_TR:x19";C_18.00;170;030;55446;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Bulgarian Lev (004)";"011#020#120#170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:BGN,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x50,TRI=eba_TR:x19";C_18.00;170;040;55446;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Bulgarian Lev (004)";"011#020#120#170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:BGN,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x4,TRI=eba_TR:x19";C_18.00;180;030;55446;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Bulgarian Lev (004)";"011#020#120#180";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:BGN,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x4,TRI=eba_TR:x19";C_18.00;180;040;55446;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Bulgarian Lev (004)";"011#020#120#180";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:BGN,EXT=eba_ER:x1,MCY=eba_MC:x244,PRP=eba_PL:x51,TRI=eba_TR:x20";C_18.00;321;060;55446;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Rated nth-to default credit derivatives";"Own funds requirements";;;;;;;;;;"Bulgarian Lev (004)";"250#251#321";"Specific risk#Own funds requirement for non-securitisation debt instruments#Rated nth-to default credit derivatives";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x9,BAS=eba_BA:x9,CUE=eba_CU:BGN,MCY=eba_MC:x19,PRP=eba_PL:x51,TRI=eba_TR:x22";C_18.00;325;060;55446;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Own funds requirement for securitisation instruments";"Own funds requirements";;;;;;;;;;"Bulgarian Lev (004)";"250#325";"Specific risk#Own funds requirement for securitisation instruments";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x6,BAS=eba_BA:x9,CUE=eba_CU:BGN,MCY=eba_MC:x189,PRP=eba_PL:x51,TRI=eba_TR:x21";C_18.00;330;060;55446;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Own funds requirement for the correlation trading portfolio";"Own funds requirements";;;;;;;;;;"Bulgarian Lev (004)";"250#330";"Specific risk#Own funds requirement for the correlation trading portfolio";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x11,BAS=eba_BA:x9,CUE=eba_CU:BGN,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;350;060;55446;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Additional requirements for options (non-delta risks)";"Own funds requirements";;;;;;;;;;"Bulgarian Lev (004)";"350";"Additional requirements for options (non-delta risks)";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x61,BAS=eba_BA:x9,CUE=eba_CU:BGN,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;360;060;55446;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Simplified method";"Own funds requirements";;;;;;;;;;"Bulgarian Lev (004)";"350#360";"Additional requirements for options (non-delta risks)#Simplified method";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x62,BAS=eba_BA:x9,CUE=eba_CU:BGN,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;370;060;55446;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Delta plus approach - additional requirements for gamma risk";"Own funds requirements";;;;;;;;;;"Bulgarian Lev (004)";"350#370";"Additional requirements for options (non-delta risks)#Delta plus approach - additional requirements for gamma risk";"Own funds requirements";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CZK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;030;55447;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Long";;;;;;;;"Czech Koruna (005)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CZK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;040;55447;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Short";;;;;;;;"Czech Koruna (005)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CZK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;030;55447;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Czech Koruna (005)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CZK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;040;55447;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Czech Koruna (005)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CZK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;030;55447;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Czech Koruna (005)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CZK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;040;55447;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Czech Koruna (005)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CZK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;030;55447;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Czech Koruna (005)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CZK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;040;55447;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Czech Koruna (005)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CZK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;010;55447;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Long";;;;;;;;"Czech Koruna (005)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CZK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;020;55447;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Short";;;;;;;;"Czech Koruna (005)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CZK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;030;55447;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Long";;;;;;;;"Czech Koruna (005)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CZK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;040;55447;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Short";;;;;;;;"Czech Koruna (005)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CZK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;030;55447;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Czech Koruna (005)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CZK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;040;55447;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Czech Koruna (005)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CZK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x46,TRI=eba_TR:x19";C_18.00;140;030;55447;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Czech Koruna (005)";"011#020#120#140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CZK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x46,TRI=eba_TR:x19";C_18.00;140;040;55447;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Czech Koruna (005)";"011#020#120#140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CZK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x47,TRI=eba_TR:x19";C_18.00;150;030;55447;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Czech Koruna (005)";"011#020#120#150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CZK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x47,TRI=eba_TR:x19";C_18.00;150;040;55447;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Czech Koruna (005)";"011#020#120#150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CZK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x48,TRI=eba_TR:x19";C_18.00;160;030;55447;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Czech Koruna (005)";"011#020#120#160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CZK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x48,TRI=eba_TR:x19";C_18.00;160;040;55447;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Czech Koruna (005)";"011#020#120#160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CZK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x50,TRI=eba_TR:x19";C_18.00;170;030;55447;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Czech Koruna (005)";"011#020#120#170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CZK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x50,TRI=eba_TR:x19";C_18.00;170;040;55447;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Czech Koruna (005)";"011#020#120#170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CZK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x4,TRI=eba_TR:x19";C_18.00;180;030;55447;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Czech Koruna (005)";"011#020#120#180";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CZK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x4,TRI=eba_TR:x19";C_18.00;180;040;55447;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Czech Koruna (005)";"011#020#120#180";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:CZK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x7,TRI=eba_TR:x20";C_18.00;320;030;55447;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the fourth category";"Positions";"Net positions";"Long";;;;;;;;"Czech Koruna (005)";"250#251#320";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the fourth category";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:CZK,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x7,TRI=eba_TR:x20";C_18.00;320;060;55447;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the fourth category";"Own funds requirements";;;;;;;;;;"Czech Koruna (005)";"250#251#320";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the fourth category";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:CZK,EXT=eba_ER:x1,MCY=eba_MC:x244,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x20";C_18.00;321;010;55447;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Rated nth-to default credit derivatives";"Positions";"All positions";"Long";;;;;;;;"Czech Koruna (005)";"250#251#321";"Specific risk#Own funds requirement for non-securitisation debt instruments#Rated nth-to default credit derivatives";"Positions#All positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:CZK,EXT=eba_ER:x1,MCY=eba_MC:x244,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x20";C_18.00;321;030;55447;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Rated nth-to default credit derivatives";"Positions";"Net positions";"Long";;;;;;;;"Czech Koruna (005)";"250#251#321";"Specific risk#Own funds requirement for non-securitisation debt instruments#Rated nth-to default credit derivatives";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi259,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:CZK,EXT=eba_ER:x1,MCY=eba_MC:x244,PRP=eba_PL:x51,TRI=eba_TR:x20";C_18.00;321;050;55447;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Rated nth-to default credit derivatives";"Positions";"Positions subject to capital charge";;;;;;;;;"Czech Koruna (005)";"250#251#321";"Specific risk#Own funds requirement for non-securitisation debt instruments#Rated nth-to default credit derivatives";"Positions#Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:CZK,EXT=eba_ER:x1,MCY=eba_MC:x244,PRP=eba_PL:x51,TRI=eba_TR:x20";C_18.00;321;060;55447;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Rated nth-to default credit derivatives";"Own funds requirements";;;;;;;;;;"Czech Koruna (005)";"250#251#321";"Specific risk#Own funds requirement for non-securitisation debt instruments#Rated nth-to default credit derivatives";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x9,BAS=eba_BA:x9,CUE=eba_CU:CZK,MCY=eba_MC:x19,PRP=eba_PL:x51,TRI=eba_TR:x22";C_18.00;325;060;55447;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Own funds requirement for securitisation instruments";"Own funds requirements";;;;;;;;;;"Czech Koruna (005)";"250#325";"Specific risk#Own funds requirement for securitisation instruments";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x6,BAS=eba_BA:x9,CUE=eba_CU:CZK,MCY=eba_MC:x189,PRP=eba_PL:x51,TRI=eba_TR:x21";C_18.00;330;060;55447;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Own funds requirement for the correlation trading portfolio";"Own funds requirements";;;;;;;;;;"Czech Koruna (005)";"250#330";"Specific risk#Own funds requirement for the correlation trading portfolio";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x11,BAS=eba_BA:x9,CUE=eba_CU:CZK,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;350;060;55447;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Additional requirements for options (non-delta risks)";"Own funds requirements";;;;;;;;;;"Czech Koruna (005)";"350";"Additional requirements for options (non-delta risks)";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x61,BAS=eba_BA:x9,CUE=eba_CU:CZK,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;360;060;55447;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Simplified method";"Own funds requirements";;;;;;;;;;"Czech Koruna (005)";"350#360";"Additional requirements for options (non-delta risks)#Simplified method";"Own funds requirements";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:DKK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;020;55448;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"All positions";"Short";;;;;;;;"Danish Krone (006)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:DKK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;030;55448;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Long";;;;;;;;"Danish Krone (006)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:DKK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;040;55448;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Short";;;;;;;;"Danish Krone (006)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:DKK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;030;55448;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Danish Krone (006)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:DKK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;040;55448;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Danish Krone (006)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:DKK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;030;55448;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Danish Krone (006)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:DKK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;040;55448;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Danish Krone (006)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:DKK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;030;55448;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Danish Krone (006)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:DKK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;040;55448;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Danish Krone (006)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:DKK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;010;55448;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Long";;;;;;;;"Danish Krone (006)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:DKK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;020;55448;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Short";;;;;;;;"Danish Krone (006)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:DKK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;030;55448;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Long";;;;;;;;"Danish Krone (006)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:DKK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;040;55448;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Short";;;;;;;;"Danish Krone (006)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:DKK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;030;55448;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Danish Krone (006)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:DKK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;040;55448;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Danish Krone (006)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:DKK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x46,TRI=eba_TR:x19";C_18.00;140;030;55448;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Danish Krone (006)";"011#020#120#140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:DKK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x46,TRI=eba_TR:x19";C_18.00;140;040;55448;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Danish Krone (006)";"011#020#120#140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:DKK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x47,TRI=eba_TR:x19";C_18.00;150;030;55448;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Danish Krone (006)";"011#020#120#150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:DKK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x47,TRI=eba_TR:x19";C_18.00;150;040;55448;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Danish Krone (006)";"011#020#120#150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:DKK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x48,TRI=eba_TR:x19";C_18.00;160;030;55448;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Danish Krone (006)";"011#020#120#160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:DKK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x48,TRI=eba_TR:x19";C_18.00;160;040;55448;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Danish Krone (006)";"011#020#120#160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:DKK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x50,TRI=eba_TR:x19";C_18.00;170;030;55448;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Danish Krone (006)";"011#020#120#170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:DKK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x50,TRI=eba_TR:x19";C_18.00;170;040;55448;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Danish Krone (006)";"011#020#120#170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:DKK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x4,TRI=eba_TR:x19";C_18.00;180;030;55448;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Danish Krone (006)";"011#020#120#180";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:DKK,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x35,TRI=eba_TR:x20";C_18.00;280;060;55448;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With residual term <= 6 months";"Own funds requirements";;;;;;;;;;"Danish Krone (006)";"250#251#270#280";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With residual term <= 6 months";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:DKK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x2,TRI=eba_TR:x20";C_18.00;290;010;55448;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With a residual term > 6 months and <= 24 months";"Positions";"All positions";"Long";;;;;;;;"Danish Krone (006)";"250#251#270#290";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With a residual term > 6 months and <= 24 months";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:DKK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x2,TRI=eba_TR:x20";C_18.00;290;020;55448;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With a residual term > 6 months and <= 24 months";"Positions";"All positions";"Short";;;;;;;;"Danish Krone (006)";"250#251#270#290";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With a residual term > 6 months and <= 24 months";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:DKK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x2,TRI=eba_TR:x20";C_18.00;290;030;55448;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With a residual term > 6 months and <= 24 months";"Positions";"Net positions";"Long";;;;;;;;"Danish Krone (006)";"250#251#270#290";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With a residual term > 6 months and <= 24 months";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi259,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:DKK,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x2,TRI=eba_TR:x20";C_18.00;290;050;55448;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With a residual term > 6 months and <= 24 months";"Positions";"Positions subject to capital charge";;;;;;;;;"Danish Krone (006)";"250#251#270#290";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With a residual term > 6 months and <= 24 months";"Positions#Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:DKK,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x2,TRI=eba_TR:x20";C_18.00;290;060;55448;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With a residual term > 6 months and <= 24 months";"Own funds requirements";;;;;;;;;;"Danish Krone (006)";"250#251#270#290";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With a residual term > 6 months and <= 24 months";"Own funds requirements";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:DKK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x7,TRI=eba_TR:x20";C_18.00;320;030;55448;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the fourth category";"Positions";"Net positions";"Long";;;;;;;;"Danish Krone (006)";"250#251#320";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the fourth category";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:DKK,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x7,TRI=eba_TR:x20";C_18.00;320;060;55448;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the fourth category";"Own funds requirements";;;;;;;;;;"Danish Krone (006)";"250#251#320";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the fourth category";"Own funds requirements";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:DKK,EXT=eba_ER:x1,MCY=eba_MC:x244,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x20";C_18.00;321;030;55448;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Rated nth-to default credit derivatives";"Positions";"Net positions";"Long";;;;;;;;"Danish Krone (006)";"250#251#321";"Specific risk#Own funds requirement for non-securitisation debt instruments#Rated nth-to default credit derivatives";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi259,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:DKK,EXT=eba_ER:x1,MCY=eba_MC:x244,PRP=eba_PL:x51,TRI=eba_TR:x20";C_18.00;321;050;55448;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Rated nth-to default credit derivatives";"Positions";"Positions subject to capital charge";;;;;;;;;"Danish Krone (006)";"250#251#321";"Specific risk#Own funds requirement for non-securitisation debt instruments#Rated nth-to default credit derivatives";"Positions#Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:DKK,EXT=eba_ER:x1,MCY=eba_MC:x244,PRP=eba_PL:x51,TRI=eba_TR:x20";C_18.00;321;060;55448;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Rated nth-to default credit derivatives";"Own funds requirements";;;;;;;;;;"Danish Krone (006)";"250#251#321";"Specific risk#Own funds requirement for non-securitisation debt instruments#Rated nth-to default credit derivatives";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x9,BAS=eba_BA:x9,CUE=eba_CU:DKK,MCY=eba_MC:x19,PRP=eba_PL:x51,TRI=eba_TR:x22";C_18.00;325;060;55448;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Own funds requirement for securitisation instruments";"Own funds requirements";;;;;;;;;;"Danish Krone (006)";"250#325";"Specific risk#Own funds requirement for securitisation instruments";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x6,BAS=eba_BA:x9,CUE=eba_CU:DKK,MCY=eba_MC:x189,PRP=eba_PL:x51,TRI=eba_TR:x21";C_18.00;330;060;55448;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Own funds requirement for the correlation trading portfolio";"Own funds requirements";;;;;;;;;;"Danish Krone (006)";"250#330";"Specific risk#Own funds requirement for the correlation trading portfolio";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x11,BAS=eba_BA:x9,CUE=eba_CU:DKK,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;350;060;55448;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Additional requirements for options (non-delta risks)";"Own funds requirements";;;;;;;;;;"Danish Krone (006)";"350";"Additional requirements for options (non-delta risks)";"Own funds requirements";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:GBP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x37,TRI=eba_TR:x19";C_18.00;070;040;55449;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 6 <= 12 months";"Positions";"Net positions";"Short";;;;;;;;"Pound Sterling (007)";"011#020#030#070";"General risk#Maturity-based approach#Zone 1#> 6 <= 12 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:GBP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;010;55449;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"All positions";"Long";;;;;;;;"Pound Sterling (007)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:GBP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;020;55449;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"All positions";"Short";;;;;;;;"Pound Sterling (007)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:GBP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;030;55449;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Long";;;;;;;;"Pound Sterling (007)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:GBP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;040;55449;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Short";;;;;;;;"Pound Sterling (007)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:GBP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;030;55449;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Pound Sterling (007)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:GBP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;040;55449;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Pound Sterling (007)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:GBP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;030;55449;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Pound Sterling (007)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:GBP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;040;55449;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Pound Sterling (007)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:GBP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;030;55449;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Pound Sterling (007)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:GBP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;040;55449;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Pound Sterling (007)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:GBP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;010;55449;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Long";;;;;;;;"Pound Sterling (007)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:GBP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;020;55449;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Short";;;;;;;;"Pound Sterling (007)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:GBP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;030;55449;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Long";;;;;;;;"Pound Sterling (007)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:GBP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;040;55449;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Short";;;;;;;;"Pound Sterling (007)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:GBP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;030;55449;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Pound Sterling (007)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:GBP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;040;55449;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Pound Sterling (007)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:GBP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x46,TRI=eba_TR:x19";C_18.00;140;030;55449;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Pound Sterling (007)";"011#020#120#140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:GBP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x46,TRI=eba_TR:x19";C_18.00;140;040;55449;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Pound Sterling (007)";"011#020#120#140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:GBP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x47,TRI=eba_TR:x19";C_18.00;150;030;55449;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Pound Sterling (007)";"011#020#120#150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:GBP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x47,TRI=eba_TR:x19";C_18.00;150;040;55449;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Pound Sterling (007)";"011#020#120#150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:GBP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x48,TRI=eba_TR:x19";C_18.00;160;030;55449;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Pound Sterling (007)";"011#020#120#160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:GBP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x48,TRI=eba_TR:x19";C_18.00;160;040;55449;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Pound Sterling (007)";"011#020#120#160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:GBP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x50,TRI=eba_TR:x19";C_18.00;170;030;55449;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Pound Sterling (007)";"011#020#120#170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:GBP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x50,TRI=eba_TR:x19";C_18.00;170;040;55449;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Pound Sterling (007)";"011#020#120#170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:GBP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x20";C_18.00;310;030;55449;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the third category";"Positions";"Net positions";"Long";;;;;;;;"Pound Sterling (007)";"250#251#310";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the third category";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:GBP,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x20";C_18.00;310;060;55449;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the third category";"Own funds requirements";;;;;;;;;;"Pound Sterling (007)";"250#251#310";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the third category";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:GBP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x7,TRI=eba_TR:x20";C_18.00;320;010;55449;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the fourth category";"Positions";"All positions";"Long";;;;;;;;"Pound Sterling (007)";"250#251#320";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the fourth category";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:GBP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x7,TRI=eba_TR:x20";C_18.00;320;020;55449;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the fourth category";"Positions";"All positions";"Short";;;;;;;;"Pound Sterling (007)";"250#251#320";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the fourth category";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:GBP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x7,TRI=eba_TR:x20";C_18.00;320;030;55449;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the fourth category";"Positions";"Net positions";"Long";;;;;;;;"Pound Sterling (007)";"250#251#320";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the fourth category";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:GBP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x7,TRI=eba_TR:x20";C_18.00;320;040;55449;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the fourth category";"Positions";"Net positions";"Short";;;;;;;;"Pound Sterling (007)";"250#251#320";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the fourth category";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi259,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:GBP,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x7,TRI=eba_TR:x20";C_18.00;320;050;55449;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the fourth category";"Positions";"Positions subject to capital charge";;;;;;;;;"Pound Sterling (007)";"250#251#320";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the fourth category";"Positions#Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:GBP,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x7,TRI=eba_TR:x20";C_18.00;320;060;55449;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the fourth category";"Own funds requirements";;;;;;;;;;"Pound Sterling (007)";"250#251#320";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the fourth category";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:GBP,EXT=eba_ER:x1,MCY=eba_MC:x244,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x20";C_18.00;321;010;55449;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Rated nth-to default credit derivatives";"Positions";"All positions";"Long";;;;;;;;"Pound Sterling (007)";"250#251#321";"Specific risk#Own funds requirement for non-securitisation debt instruments#Rated nth-to default credit derivatives";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:GBP,EXT=eba_ER:x1,MCY=eba_MC:x244,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x20";C_18.00;321;020;55449;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Rated nth-to default credit derivatives";"Positions";"All positions";"Short";;;;;;;;"Pound Sterling (007)";"250#251#321";"Specific risk#Own funds requirement for non-securitisation debt instruments#Rated nth-to default credit derivatives";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:GBP,EXT=eba_ER:x1,MCY=eba_MC:x244,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x20";C_18.00;321;030;55449;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Rated nth-to default credit derivatives";"Positions";"Net positions";"Long";;;;;;;;"Pound Sterling (007)";"250#251#321";"Specific risk#Own funds requirement for non-securitisation debt instruments#Rated nth-to default credit derivatives";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:GBP,EXT=eba_ER:x1,MCY=eba_MC:x244,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x20";C_18.00;321;040;55449;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Rated nth-to default credit derivatives";"Positions";"Net positions";"Short";;;;;;;;"Pound Sterling (007)";"250#251#321";"Specific risk#Own funds requirement for non-securitisation debt instruments#Rated nth-to default credit derivatives";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi259,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:GBP,EXT=eba_ER:x1,MCY=eba_MC:x244,PRP=eba_PL:x51,TRI=eba_TR:x20";C_18.00;321;050;55449;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Rated nth-to default credit derivatives";"Positions";"Positions subject to capital charge";;;;;;;;;"Pound Sterling (007)";"250#251#321";"Specific risk#Own funds requirement for non-securitisation debt instruments#Rated nth-to default credit derivatives";"Positions#Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:GBP,EXT=eba_ER:x1,MCY=eba_MC:x244,PRP=eba_PL:x51,TRI=eba_TR:x20";C_18.00;321;060;55449;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Rated nth-to default credit derivatives";"Own funds requirements";;;;;;;;;;"Pound Sterling (007)";"250#251#321";"Specific risk#Own funds requirement for non-securitisation debt instruments#Rated nth-to default credit derivatives";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x9,BAS=eba_BA:x9,CUE=eba_CU:GBP,MCY=eba_MC:x19,PRP=eba_PL:x51,TRI=eba_TR:x22";C_18.00;325;060;55449;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Own funds requirement for securitisation instruments";"Own funds requirements";;;;;;;;;;"Pound Sterling (007)";"250#325";"Specific risk#Own funds requirement for securitisation instruments";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x6,BAS=eba_BA:x9,CUE=eba_CU:GBP,MCY=eba_MC:x189,PRP=eba_PL:x51,TRI=eba_TR:x21";C_18.00;330;060;55449;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Own funds requirement for the correlation trading portfolio";"Own funds requirements";;;;;;;;;;"Pound Sterling (007)";"250#330";"Specific risk#Own funds requirement for the correlation trading portfolio";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x11,BAS=eba_BA:x9,CUE=eba_CU:GBP,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;350;060;55449;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Additional requirements for options (non-delta risks)";"Own funds requirements";;;;;;;;;;"Pound Sterling (007)";"350";"Additional requirements for options (non-delta risks)";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x61,BAS=eba_BA:x9,CUE=eba_CU:GBP,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;360;060;55449;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Simplified method";"Own funds requirements";;;;;;;;;;"Pound Sterling (007)";"350#360";"Additional requirements for options (non-delta risks)#Simplified method";"Own funds requirements";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:HUF,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;030;55450;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Long";;;;;;;;"Forint (008)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:HUF,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;040;55450;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Short";;;;;;;;"Forint (008)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:HUF,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;030;55450;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Forint (008)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:HUF,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;040;55450;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Forint (008)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:HUF,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;030;55450;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Forint (008)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:HUF,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;040;55450;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Forint (008)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:HUF,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;030;55450;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Forint (008)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:HUF,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;040;55450;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Forint (008)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:HUF,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;010;55450;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Long";;;;;;;;"Forint (008)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:HUF,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;020;55450;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Short";;;;;;;;"Forint (008)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:HUF,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;030;55450;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Long";;;;;;;;"Forint (008)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:HUF,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;040;55450;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Short";;;;;;;;"Forint (008)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:HUF,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;030;55450;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Forint (008)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:HUF,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;040;55450;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Forint (008)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:HUF,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x46,TRI=eba_TR:x19";C_18.00;140;030;55450;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Forint (008)";"011#020#120#140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:HUF,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x46,TRI=eba_TR:x19";C_18.00;140;040;55450;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Forint (008)";"011#020#120#140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:HUF,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x47,TRI=eba_TR:x19";C_18.00;150;030;55450;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Forint (008)";"011#020#120#150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:HUF,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x47,TRI=eba_TR:x19";C_18.00;150;040;55450;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Forint (008)";"011#020#120#150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:HUF,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x48,TRI=eba_TR:x19";C_18.00;160;030;55450;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Forint (008)";"011#020#120#160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:HUF,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x48,TRI=eba_TR:x19";C_18.00;160;040;55450;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Forint (008)";"011#020#120#160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:HUF,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x50,TRI=eba_TR:x19";C_18.00;170;030;55450;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Forint (008)";"011#020#120#170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:HUF,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x50,TRI=eba_TR:x19";C_18.00;170;040;55450;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Forint (008)";"011#020#120#170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:HUF,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x4,TRI=eba_TR:x19";C_18.00;180;030;55450;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Forint (008)";"011#020#120#180";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:HUF,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x7,TRI=eba_TR:x20";C_18.00;320;010;55450;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the fourth category";"Positions";"All positions";"Long";;;;;;;;"Forint (008)";"250#251#320";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the fourth category";"Positions#All positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:HUF,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x7,TRI=eba_TR:x20";C_18.00;320;030;55450;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the fourth category";"Positions";"Net positions";"Long";;;;;;;;"Forint (008)";"250#251#320";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the fourth category";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:HUF,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x7,TRI=eba_TR:x20";C_18.00;320;040;55450;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the fourth category";"Positions";"Net positions";"Short";;;;;;;;"Forint (008)";"250#251#320";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the fourth category";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi259,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:HUF,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x7,TRI=eba_TR:x20";C_18.00;320;050;55450;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the fourth category";"Positions";"Positions subject to capital charge";;;;;;;;;"Forint (008)";"250#251#320";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the fourth category";"Positions#Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:HUF,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x7,TRI=eba_TR:x20";C_18.00;320;060;55450;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the fourth category";"Own funds requirements";;;;;;;;;;"Forint (008)";"250#251#320";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the fourth category";"Own funds requirements";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:HUF,EXT=eba_ER:x1,MCY=eba_MC:x244,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x20";C_18.00;321;030;55450;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Rated nth-to default credit derivatives";"Positions";"Net positions";"Long";;;;;;;;"Forint (008)";"250#251#321";"Specific risk#Own funds requirement for non-securitisation debt instruments#Rated nth-to default credit derivatives";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:HUF,EXT=eba_ER:x1,MCY=eba_MC:x244,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x20";C_18.00;321;040;55450;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Rated nth-to default credit derivatives";"Positions";"Net positions";"Short";;;;;;;;"Forint (008)";"250#251#321";"Specific risk#Own funds requirement for non-securitisation debt instruments#Rated nth-to default credit derivatives";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi259,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:HUF,EXT=eba_ER:x1,MCY=eba_MC:x244,PRP=eba_PL:x51,TRI=eba_TR:x20";C_18.00;321;050;55450;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Rated nth-to default credit derivatives";"Positions";"Positions subject to capital charge";;;;;;;;;"Forint (008)";"250#251#321";"Specific risk#Own funds requirement for non-securitisation debt instruments#Rated nth-to default credit derivatives";"Positions#Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:HUF,EXT=eba_ER:x1,MCY=eba_MC:x244,PRP=eba_PL:x51,TRI=eba_TR:x20";C_18.00;321;060;55450;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Rated nth-to default credit derivatives";"Own funds requirements";;;;;;;;;;"Forint (008)";"250#251#321";"Specific risk#Own funds requirement for non-securitisation debt instruments#Rated nth-to default credit derivatives";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x9,BAS=eba_BA:x9,CUE=eba_CU:HUF,MCY=eba_MC:x19,PRP=eba_PL:x51,TRI=eba_TR:x22";C_18.00;325;060;55450;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Own funds requirement for securitisation instruments";"Own funds requirements";;;;;;;;;;"Forint (008)";"250#325";"Specific risk#Own funds requirement for securitisation instruments";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x6,BAS=eba_BA:x9,CUE=eba_CU:HUF,MCY=eba_MC:x189,PRP=eba_PL:x51,TRI=eba_TR:x21";C_18.00;330;060;55450;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Own funds requirement for the correlation trading portfolio";"Own funds requirements";;;;;;;;;;"Forint (008)";"250#330";"Specific risk#Own funds requirement for the correlation trading portfolio";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x11,BAS=eba_BA:x9,CUE=eba_CU:HUF,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;350;060;55450;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Additional requirements for options (non-delta risks)";"Own funds requirements";;;;;;;;;;"Forint (008)";"350";"Additional requirements for options (non-delta risks)";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x61,BAS=eba_BA:x9,CUE=eba_CU:HUF,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;360;060;55450;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Simplified method";"Own funds requirements";;;;;;;;;;"Forint (008)";"350#360";"Additional requirements for options (non-delta risks)#Simplified method";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x62,BAS=eba_BA:x9,CUE=eba_CU:HUF,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;370;060;55450;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Delta plus approach - additional requirements for gamma risk";"Own funds requirements";;;;;;;;;;"Forint (008)";"350#370";"Additional requirements for options (non-delta risks)#Delta plus approach - additional requirements for gamma risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x63,BAS=eba_BA:x9,CUE=eba_CU:HUF,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;380;060;55450;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Delta plus approach - additional requirements for vega risk";"Own funds requirements";;;;;;;;;;"Forint (008)";"350#380";"Additional requirements for options (non-delta risks)#Delta plus approach - additional requirements for vega risk";"Own funds requirements";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:JPY,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;030;55451;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Yen (009)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:JPY,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;040;55451;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Yen (009)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:JPY,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;030;55451;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Yen (009)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:JPY,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;040;55451;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Yen (009)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:JPY,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;030;55451;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Yen (009)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:JPY,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;040;55451;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Yen (009)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:JPY,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;010;55451;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Long";;;;;;;;"Yen (009)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:JPY,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;020;55451;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Short";;;;;;;;"Yen (009)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:JPY,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;030;55451;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Long";;;;;;;;"Yen (009)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:JPY,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;040;55451;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Short";;;;;;;;"Yen (009)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:JPY,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;030;55451;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Yen (009)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:JPY,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;040;55451;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Yen (009)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:JPY,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x46,TRI=eba_TR:x19";C_18.00;140;030;55451;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Yen (009)";"011#020#120#140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:JPY,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x46,TRI=eba_TR:x19";C_18.00;140;040;55451;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Yen (009)";"011#020#120#140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:JPY,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x47,TRI=eba_TR:x19";C_18.00;150;030;55451;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Yen (009)";"011#020#120#150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:JPY,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x47,TRI=eba_TR:x19";C_18.00;150;040;55451;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Yen (009)";"011#020#120#150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:JPY,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x48,TRI=eba_TR:x19";C_18.00;160;030;55451;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Yen (009)";"011#020#120#160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:JPY,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x48,TRI=eba_TR:x19";C_18.00;160;040;55451;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Yen (009)";"011#020#120#160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:JPY,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x50,TRI=eba_TR:x19";C_18.00;170;030;55451;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Yen (009)";"011#020#120#170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:JPY,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x50,TRI=eba_TR:x19";C_18.00;170;040;55451;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Yen (009)";"011#020#120#170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:JPY,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x4,TRI=eba_TR:x19";C_18.00;180;030;55451;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Yen (009)";"011#020#120#180";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:JPY,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x4,TRI=eba_TR:x19";C_18.00;180;040;55451;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Yen (009)";"011#020#120#180";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:JPY,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x19";C_18.00;190;030;55451;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Yen (009)";"011#020#120#190";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:JPY,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x2,TRI=eba_TR:x20";C_18.00;290;020;55451;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With a residual term > 6 months and <= 24 months";"Positions";"All positions";"Short";;;;;;;;"Yen (009)";"250#251#270#290";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With a residual term > 6 months and <= 24 months";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:JPY,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x2,TRI=eba_TR:x20";C_18.00;290;030;55451;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With a residual term > 6 months and <= 24 months";"Positions";"Net positions";"Long";;;;;;;;"Yen (009)";"250#251#270#290";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With a residual term > 6 months and <= 24 months";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi259,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:JPY,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x2,TRI=eba_TR:x20";C_18.00;290;050;55451;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With a residual term > 6 months and <= 24 months";"Positions";"Positions subject to capital charge";;;;;;;;;"Yen (009)";"250#251#270#290";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With a residual term > 6 months and <= 24 months";"Positions#Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:JPY,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x2,TRI=eba_TR:x20";C_18.00;290;060;55451;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With a residual term > 6 months and <= 24 months";"Own funds requirements";;;;;;;;;;"Yen (009)";"250#251#270#290";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With a residual term > 6 months and <= 24 months";"Own funds requirements";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:JPY,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x39,TRI=eba_TR:x20";C_18.00;300;040;55451;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With a residual term > 24 months";"Positions";"Net positions";"Short";;;;;;;;"Yen (009)";"250#251#270#300";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With a residual term > 24 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi259,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:JPY,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x39,TRI=eba_TR:x20";C_18.00;300;050;55451;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With a residual term > 24 months";"Positions";"Positions subject to capital charge";;;;;;;;;"Yen (009)";"250#251#270#300";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With a residual term > 24 months";"Positions#Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:JPY,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x39,TRI=eba_TR:x20";C_18.00;300;060;55451;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With a residual term > 24 months";"Own funds requirements";;;;;;;;;;"Yen (009)";"250#251#270#300";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With a residual term > 24 months";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:JPY,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x20";C_18.00;310;010;55451;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the third category";"Positions";"All positions";"Long";;;;;;;;"Yen (009)";"250#251#310";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the third category";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:JPY,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x20";C_18.00;310;020;55451;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the third category";"Positions";"All positions";"Short";;;;;;;;"Yen (009)";"250#251#310";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the third category";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:JPY,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x20";C_18.00;310;030;55451;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the third category";"Positions";"Net positions";"Long";;;;;;;;"Yen (009)";"250#251#310";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the third category";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:JPY,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x20";C_18.00;310;040;55451;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the third category";"Positions";"Net positions";"Short";;;;;;;;"Yen (009)";"250#251#310";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the third category";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi259,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:JPY,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x20";C_18.00;310;050;55451;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the third category";"Positions";"Positions subject to capital charge";;;;;;;;;"Yen (009)";"250#251#310";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the third category";"Positions#Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:JPY,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x20";C_18.00;310;060;55451;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the third category";"Own funds requirements";;;;;;;;;;"Yen (009)";"250#251#310";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the third category";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:JPY,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x7,TRI=eba_TR:x20";C_18.00;320;010;55451;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the fourth category";"Positions";"All positions";"Long";;;;;;;;"Yen (009)";"250#251#320";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the fourth category";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:JPY,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x7,TRI=eba_TR:x20";C_18.00;320;020;55451;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the fourth category";"Positions";"All positions";"Short";;;;;;;;"Yen (009)";"250#251#320";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the fourth category";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:JPY,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x7,TRI=eba_TR:x20";C_18.00;320;030;55451;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the fourth category";"Positions";"Net positions";"Long";;;;;;;;"Yen (009)";"250#251#320";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the fourth category";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:JPY,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x7,TRI=eba_TR:x20";C_18.00;320;040;55451;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the fourth category";"Positions";"Net positions";"Short";;;;;;;;"Yen (009)";"250#251#320";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the fourth category";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi259,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:JPY,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x7,TRI=eba_TR:x20";C_18.00;320;050;55451;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the fourth category";"Positions";"Positions subject to capital charge";;;;;;;;;"Yen (009)";"250#251#320";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the fourth category";"Positions#Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:JPY,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x7,TRI=eba_TR:x20";C_18.00;320;060;55451;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the fourth category";"Own funds requirements";;;;;;;;;;"Yen (009)";"250#251#320";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the fourth category";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:JPY,EXT=eba_ER:x1,MCY=eba_MC:x244,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x20";C_18.00;321;010;55451;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Rated nth-to default credit derivatives";"Positions";"All positions";"Long";;;;;;;;"Yen (009)";"250#251#321";"Specific risk#Own funds requirement for non-securitisation debt instruments#Rated nth-to default credit derivatives";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:JPY,EXT=eba_ER:x1,MCY=eba_MC:x244,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x20";C_18.00;321;020;55451;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Rated nth-to default credit derivatives";"Positions";"All positions";"Short";;;;;;;;"Yen (009)";"250#251#321";"Specific risk#Own funds requirement for non-securitisation debt instruments#Rated nth-to default credit derivatives";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:JPY,EXT=eba_ER:x1,MCY=eba_MC:x244,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x20";C_18.00;321;030;55451;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Rated nth-to default credit derivatives";"Positions";"Net positions";"Long";;;;;;;;"Yen (009)";"250#251#321";"Specific risk#Own funds requirement for non-securitisation debt instruments#Rated nth-to default credit derivatives";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:JPY,EXT=eba_ER:x1,MCY=eba_MC:x244,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x20";C_18.00;321;040;55451;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Rated nth-to default credit derivatives";"Positions";"Net positions";"Short";;;;;;;;"Yen (009)";"250#251#321";"Specific risk#Own funds requirement for non-securitisation debt instruments#Rated nth-to default credit derivatives";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi259,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:JPY,EXT=eba_ER:x1,MCY=eba_MC:x244,PRP=eba_PL:x51,TRI=eba_TR:x20";C_18.00;321;050;55451;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Rated nth-to default credit derivatives";"Positions";"Positions subject to capital charge";;;;;;;;;"Yen (009)";"250#251#321";"Specific risk#Own funds requirement for non-securitisation debt instruments#Rated nth-to default credit derivatives";"Positions#Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:JPY,EXT=eba_ER:x1,MCY=eba_MC:x244,PRP=eba_PL:x51,TRI=eba_TR:x20";C_18.00;321;060;55451;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Rated nth-to default credit derivatives";"Own funds requirements";;;;;;;;;;"Yen (009)";"250#251#321";"Specific risk#Own funds requirement for non-securitisation debt instruments#Rated nth-to default credit derivatives";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x9,BAS=eba_BA:x9,CUE=eba_CU:JPY,MCY=eba_MC:x19,PRP=eba_PL:x51,TRI=eba_TR:x22";C_18.00;325;060;55451;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Own funds requirement for securitisation instruments";"Own funds requirements";;;;;;;;;;"Yen (009)";"250#325";"Specific risk#Own funds requirement for securitisation instruments";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x6,BAS=eba_BA:x9,CUE=eba_CU:JPY,MCY=eba_MC:x189,PRP=eba_PL:x51,TRI=eba_TR:x21";C_18.00;330;060;55451;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Own funds requirement for the correlation trading portfolio";"Own funds requirements";;;;;;;;;;"Yen (009)";"250#330";"Specific risk#Own funds requirement for the correlation trading portfolio";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x11,BAS=eba_BA:x9,CUE=eba_CU:JPY,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;350;060;55451;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Additional requirements for options (non-delta risks)";"Own funds requirements";;;;;;;;;;"Yen (009)";"350";"Additional requirements for options (non-delta risks)";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x61,BAS=eba_BA:x9,CUE=eba_CU:JPY,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;360;060;55451;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Simplified method";"Own funds requirements";;;;;;;;;;"Yen (009)";"350#360";"Additional requirements for options (non-delta risks)#Simplified method";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x62,BAS=eba_BA:x9,CUE=eba_CU:JPY,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;370;060;55451;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Delta plus approach - additional requirements for gamma risk";"Own funds requirements";;;;;;;;;;"Yen (009)";"350#370";"Additional requirements for options (non-delta risks)#Delta plus approach - additional requirements for gamma risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x63,BAS=eba_BA:x9,CUE=eba_CU:JPY,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;380;060;55451;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Delta plus approach - additional requirements for vega risk";"Own funds requirements";;;;;;;;;;"Yen (009)";"350#380";"Additional requirements for options (non-delta risks)#Delta plus approach - additional requirements for vega risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x115,BAS=eba_BA:x9,CUE=eba_CU:JPY,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;385;060;55451;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Delta plus approach - non-continuous options and warrants";"Own funds requirements";;;;;;;;;;"Yen (009)";"350#385";"Additional requirements for options (non-delta risks)#Delta plus approach - non-continuous options and warrants";"Own funds requirements";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x47,BAS=eba_BA:x9,CUE=eba_CU:MKD,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;010;060;55452;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"TRADED DEBT INSTRUMENTS IN TRADING BOOK";"Own funds requirements";;;;;;;;;;"Denar (012)";"010";"TRADED DEBT INSTRUMENTS IN TRADING BOOK";"Own funds requirements";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:MKD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;040;55452;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Short";;;;;;;;"Denar (012)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:MKD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;030;55452;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Denar (012)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:MKD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;040;55452;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Denar (012)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:MKD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;030;55452;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Denar (012)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:MKD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;040;55452;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Denar (012)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:MKD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;030;55452;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Denar (012)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:MKD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;040;55452;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Denar (012)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:MKD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;010;55452;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Long";;;;;;;;"Denar (012)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:MKD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;020;55452;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Short";;;;;;;;"Denar (012)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:MKD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;030;55452;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Long";;;;;;;;"Denar (012)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:MKD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;040;55452;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Short";;;;;;;;"Denar (012)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:MKD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;030;55452;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Denar (012)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:MKD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;040;55452;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Denar (012)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:MKD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x46,TRI=eba_TR:x19";C_18.00;140;030;55452;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Denar (012)";"011#020#120#140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:MKD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x46,TRI=eba_TR:x19";C_18.00;140;040;55452;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Denar (012)";"011#020#120#140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:MKD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x47,TRI=eba_TR:x19";C_18.00;150;030;55452;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Denar (012)";"011#020#120#150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:MKD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x47,TRI=eba_TR:x19";C_18.00;150;040;55452;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Denar (012)";"011#020#120#150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:MKD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x48,TRI=eba_TR:x19";C_18.00;160;030;55452;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Denar (012)";"011#020#120#160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:MKD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x48,TRI=eba_TR:x19";C_18.00;160;040;55452;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Denar (012)";"011#020#120#160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:MKD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x50,TRI=eba_TR:x19";C_18.00;170;030;55452;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Denar (012)";"011#020#120#170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:MKD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x50,TRI=eba_TR:x19";C_18.00;170;040;55452;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Denar (012)";"011#020#120#170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:MKD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x4,TRI=eba_TR:x19";C_18.00;180;030;55452;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Denar (012)";"011#020#120#180";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:MKD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x4,TRI=eba_TR:x19";C_18.00;180;040;55452;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Denar (012)";"011#020#120#180";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:MKD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x19";C_18.00;190;030;55452;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Denar (012)";"011#020#120#190";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:MKD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x19";C_18.00;190;040;55452;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Denar (012)";"011#020#120#190";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi259,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:MKD,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x2,TRI=eba_TR:x20";C_18.00;290;050;55452;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With a residual term > 6 months and <= 24 months";"Positions";"Positions subject to capital charge";;;;;;;;;"Denar (012)";"250#251#270#290";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With a residual term > 6 months and <= 24 months";"Positions#Positions subject to capital charge";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:MKD,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x39,TRI=eba_TR:x20";C_18.00;300;060;55452;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With a residual term > 24 months";"Own funds requirements";;;;;;;;;;"Denar (012)";"250#251#270#300";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With a residual term > 24 months";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:MKD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x20";C_18.00;310;010;55452;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the third category";"Positions";"All positions";"Long";;;;;;;;"Denar (012)";"250#251#310";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the third category";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:MKD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x20";C_18.00;310;020;55452;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the third category";"Positions";"All positions";"Short";;;;;;;;"Denar (012)";"250#251#310";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the third category";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:MKD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x20";C_18.00;310;030;55452;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the third category";"Positions";"Net positions";"Long";;;;;;;;"Denar (012)";"250#251#310";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the third category";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:MKD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x20";C_18.00;310;040;55452;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the third category";"Positions";"Net positions";"Short";;;;;;;;"Denar (012)";"250#251#310";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the third category";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi259,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:MKD,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x20";C_18.00;310;050;55452;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the third category";"Positions";"Positions subject to capital charge";;;;;;;;;"Denar (012)";"250#251#310";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the third category";"Positions#Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:MKD,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x20";C_18.00;310;060;55452;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the third category";"Own funds requirements";;;;;;;;;;"Denar (012)";"250#251#310";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the third category";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:MKD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x7,TRI=eba_TR:x20";C_18.00;320;010;55452;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the fourth category";"Positions";"All positions";"Long";;;;;;;;"Denar (012)";"250#251#320";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the fourth category";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:MKD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x7,TRI=eba_TR:x20";C_18.00;320;020;55452;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the fourth category";"Positions";"All positions";"Short";;;;;;;;"Denar (012)";"250#251#320";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the fourth category";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:MKD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x7,TRI=eba_TR:x20";C_18.00;320;030;55452;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the fourth category";"Positions";"Net positions";"Long";;;;;;;;"Denar (012)";"250#251#320";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the fourth category";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:MKD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x7,TRI=eba_TR:x20";C_18.00;320;040;55452;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the fourth category";"Positions";"Net positions";"Short";;;;;;;;"Denar (012)";"250#251#320";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the fourth category";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi259,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:MKD,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x7,TRI=eba_TR:x20";C_18.00;320;050;55452;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the fourth category";"Positions";"Positions subject to capital charge";;;;;;;;;"Denar (012)";"250#251#320";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the fourth category";"Positions#Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:MKD,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x7,TRI=eba_TR:x20";C_18.00;320;060;55452;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the fourth category";"Own funds requirements";;;;;;;;;;"Denar (012)";"250#251#320";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the fourth category";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:MKD,EXT=eba_ER:x1,MCY=eba_MC:x244,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x20";C_18.00;321;010;55452;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Rated nth-to default credit derivatives";"Positions";"All positions";"Long";;;;;;;;"Denar (012)";"250#251#321";"Specific risk#Own funds requirement for non-securitisation debt instruments#Rated nth-to default credit derivatives";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:MKD,EXT=eba_ER:x1,MCY=eba_MC:x244,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x20";C_18.00;321;020;55452;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Rated nth-to default credit derivatives";"Positions";"All positions";"Short";;;;;;;;"Denar (012)";"250#251#321";"Specific risk#Own funds requirement for non-securitisation debt instruments#Rated nth-to default credit derivatives";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:MKD,EXT=eba_ER:x1,MCY=eba_MC:x244,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x20";C_18.00;321;030;55452;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Rated nth-to default credit derivatives";"Positions";"Net positions";"Long";;;;;;;;"Denar (012)";"250#251#321";"Specific risk#Own funds requirement for non-securitisation debt instruments#Rated nth-to default credit derivatives";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:MKD,EXT=eba_ER:x1,MCY=eba_MC:x244,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x20";C_18.00;321;040;55452;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Rated nth-to default credit derivatives";"Positions";"Net positions";"Short";;;;;;;;"Denar (012)";"250#251#321";"Specific risk#Own funds requirement for non-securitisation debt instruments#Rated nth-to default credit derivatives";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi259,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:MKD,EXT=eba_ER:x1,MCY=eba_MC:x244,PRP=eba_PL:x51,TRI=eba_TR:x20";C_18.00;321;050;55452;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Rated nth-to default credit derivatives";"Positions";"Positions subject to capital charge";;;;;;;;;"Denar (012)";"250#251#321";"Specific risk#Own funds requirement for non-securitisation debt instruments#Rated nth-to default credit derivatives";"Positions#Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:MKD,EXT=eba_ER:x1,MCY=eba_MC:x244,PRP=eba_PL:x51,TRI=eba_TR:x20";C_18.00;321;060;55452;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Rated nth-to default credit derivatives";"Own funds requirements";;;;;;;;;;"Denar (012)";"250#251#321";"Specific risk#Own funds requirement for non-securitisation debt instruments#Rated nth-to default credit derivatives";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x9,BAS=eba_BA:x9,CUE=eba_CU:MKD,MCY=eba_MC:x19,PRP=eba_PL:x51,TRI=eba_TR:x22";C_18.00;325;060;55452;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Own funds requirement for securitisation instruments";"Own funds requirements";;;;;;;;;;"Denar (012)";"250#325";"Specific risk#Own funds requirement for securitisation instruments";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x6,BAS=eba_BA:x9,CUE=eba_CU:MKD,MCY=eba_MC:x189,PRP=eba_PL:x51,TRI=eba_TR:x21";C_18.00;330;060;55452;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Own funds requirement for the correlation trading portfolio";"Own funds requirements";;;;;;;;;;"Denar (012)";"250#330";"Specific risk#Own funds requirement for the correlation trading portfolio";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x11,BAS=eba_BA:x9,CUE=eba_CU:MKD,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;350;060;55452;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Additional requirements for options (non-delta risks)";"Own funds requirements";;;;;;;;;;"Denar (012)";"350";"Additional requirements for options (non-delta risks)";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x61,BAS=eba_BA:x9,CUE=eba_CU:MKD,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;360;060;55452;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Simplified method";"Own funds requirements";;;;;;;;;;"Denar (012)";"350#360";"Additional requirements for options (non-delta risks)#Simplified method";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x62,BAS=eba_BA:x9,CUE=eba_CU:MKD,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;370;060;55452;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Delta plus approach - additional requirements for gamma risk";"Own funds requirements";;;;;;;;;;"Denar (012)";"350#370";"Additional requirements for options (non-delta risks)#Delta plus approach - additional requirements for gamma risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x63,BAS=eba_BA:x9,CUE=eba_CU:MKD,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;380;060;55452;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Delta plus approach - additional requirements for vega risk";"Own funds requirements";;;;;;;;;;"Denar (012)";"350#380";"Additional requirements for options (non-delta risks)#Delta plus approach - additional requirements for vega risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x115,BAS=eba_BA:x9,CUE=eba_CU:MKD,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;385;060;55452;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Delta plus approach - non-continuous options and warrants";"Own funds requirements";;;;;;;;;;"Denar (012)";"350#385";"Additional requirements for options (non-delta risks)#Delta plus approach - non-continuous options and warrants";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x64,BAS=eba_BA:x9,CUE=eba_CU:MKD,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;390;060;55452;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Scenario matrix approach";"Own funds requirements";;;;;;;;;;"Denar (012)";"350#390";"Additional requirements for options (non-delta risks)#Scenario matrix approach";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x47,BAS=eba_BA:x9,CUE=eba_CU:PLN,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;010;060;55453;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"TRADED DEBT INSTRUMENTS IN TRADING BOOK";"Own funds requirements";;;;;;;;;;"Zloty (013)";"010";"TRADED DEBT INSTRUMENTS IN TRADING BOOK";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi235,APR=eba_AP:x47,BAS=eba_BA:x9,CUE=eba_CU:PLN,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;010;070;55453;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"TRADED DEBT INSTRUMENTS IN TRADING BOOK";"Total risk exposure amount";;;;;;;;;;"Zloty (013)";"010";"TRADED DEBT INSTRUMENTS IN TRADING BOOK";"Total risk exposure amount";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:PLN,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;030;55453;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Zloty (013)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:PLN,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;040;55453;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Zloty (013)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:PLN,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;030;55453;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Zloty (013)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:PLN,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;040;55453;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Zloty (013)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:PLN,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;030;55453;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Zloty (013)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:PLN,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;040;55453;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Zloty (013)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:PLN,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;010;55453;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Long";;;;;;;;"Zloty (013)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:PLN,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;020;55453;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Short";;;;;;;;"Zloty (013)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:PLN,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;030;55453;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Long";;;;;;;;"Zloty (013)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:PLN,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;040;55453;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Short";;;;;;;;"Zloty (013)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:PLN,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;030;55453;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Zloty (013)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:PLN,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;040;55453;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Zloty (013)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:PLN,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x46,TRI=eba_TR:x19";C_18.00;140;030;55453;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Zloty (013)";"011#020#120#140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:PLN,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x46,TRI=eba_TR:x19";C_18.00;140;040;55453;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Zloty (013)";"011#020#120#140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:PLN,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x47,TRI=eba_TR:x19";C_18.00;150;030;55453;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Zloty (013)";"011#020#120#150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:PLN,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x47,TRI=eba_TR:x19";C_18.00;150;040;55453;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Zloty (013)";"011#020#120#150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:PLN,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x48,TRI=eba_TR:x19";C_18.00;160;030;55453;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Zloty (013)";"011#020#120#160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:PLN,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x48,TRI=eba_TR:x19";C_18.00;160;040;55453;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Zloty (013)";"011#020#120#160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:PLN,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x50,TRI=eba_TR:x19";C_18.00;170;030;55453;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Zloty (013)";"011#020#120#170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:PLN,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x50,TRI=eba_TR:x19";C_18.00;170;040;55453;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Zloty (013)";"011#020#120#170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:PLN,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x4,TRI=eba_TR:x19";C_18.00;180;030;55453;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Zloty (013)";"011#020#120#180";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:PLN,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x4,TRI=eba_TR:x19";C_18.00;180;040;55453;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Zloty (013)";"011#020#120#180";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:PLN,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x19";C_18.00;190;030;55453;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Zloty (013)";"011#020#120#190";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:PLN,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x19";C_18.00;190;040;55453;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Zloty (013)";"011#020#120#190";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:PLN,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x42,TRI=eba_TR:x19";C_18.00;200;030;55453;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 20 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Zloty (013)";"011#020#120#200";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 20 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:PLN,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x1,TRI=eba_TR:x20";C_18.00;260;060;55453;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the first category";"Own funds requirements";;;;;;;;;;"Zloty (013)";"250#251#260";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the first category";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:PLN,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x52,TRI=eba_TR:x20";C_18.00;270;010;55453;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the second category";"Positions";"All positions";"Long";;;;;;;;"Zloty (013)";"250#251#270";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:PLN,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x52,TRI=eba_TR:x20";C_18.00;270;020;55453;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the second category";"Positions";"All positions";"Short";;;;;;;;"Zloty (013)";"250#251#270";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category";"Positions#All positions#Short";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:PLN,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x52,TRI=eba_TR:x20";C_18.00;270;060;55453;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the second category";"Own funds requirements";;;;;;;;;;"Zloty (013)";"250#251#270";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category";"Own funds requirements";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:PLN,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x35,TRI=eba_TR:x20";C_18.00;280;040;55453;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With residual term <= 6 months";"Positions";"Net positions";"Short";;;;;;;;"Zloty (013)";"250#251#270#280";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With residual term <= 6 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi259,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:PLN,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x35,TRI=eba_TR:x20";C_18.00;280;050;55453;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With residual term <= 6 months";"Positions";"Positions subject to capital charge";;;;;;;;;"Zloty (013)";"250#251#270#280";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With residual term <= 6 months";"Positions#Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:PLN,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x35,TRI=eba_TR:x20";C_18.00;280;060;55453;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With residual term <= 6 months";"Own funds requirements";;;;;;;;;;"Zloty (013)";"250#251#270#280";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With residual term <= 6 months";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:PLN,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x2,TRI=eba_TR:x20";C_18.00;290;010;55453;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With a residual term > 6 months and <= 24 months";"Positions";"All positions";"Long";;;;;;;;"Zloty (013)";"250#251#270#290";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With a residual term > 6 months and <= 24 months";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:PLN,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x2,TRI=eba_TR:x20";C_18.00;290;020;55453;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With a residual term > 6 months and <= 24 months";"Positions";"All positions";"Short";;;;;;;;"Zloty (013)";"250#251#270#290";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With a residual term > 6 months and <= 24 months";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:PLN,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x2,TRI=eba_TR:x20";C_18.00;290;030;55453;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With a residual term > 6 months and <= 24 months";"Positions";"Net positions";"Long";;;;;;;;"Zloty (013)";"250#251#270#290";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With a residual term > 6 months and <= 24 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:PLN,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x2,TRI=eba_TR:x20";C_18.00;290;040;55453;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With a residual term > 6 months and <= 24 months";"Positions";"Net positions";"Short";;;;;;;;"Zloty (013)";"250#251#270#290";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With a residual term > 6 months and <= 24 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi259,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:PLN,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x2,TRI=eba_TR:x20";C_18.00;290;050;55453;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With a residual term > 6 months and <= 24 months";"Positions";"Positions subject to capital charge";;;;;;;;;"Zloty (013)";"250#251#270#290";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With a residual term > 6 months and <= 24 months";"Positions#Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:PLN,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x2,TRI=eba_TR:x20";C_18.00;290;060;55453;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With a residual term > 6 months and <= 24 months";"Own funds requirements";;;;;;;;;;"Zloty (013)";"250#251#270#290";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With a residual term > 6 months and <= 24 months";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:PLN,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x39,TRI=eba_TR:x20";C_18.00;300;010;55453;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With a residual term > 24 months";"Positions";"All positions";"Long";;;;;;;;"Zloty (013)";"250#251#270#300";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With a residual term > 24 months";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:PLN,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x39,TRI=eba_TR:x20";C_18.00;300;020;55453;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With a residual term > 24 months";"Positions";"All positions";"Short";;;;;;;;"Zloty (013)";"250#251#270#300";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With a residual term > 24 months";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:PLN,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x39,TRI=eba_TR:x20";C_18.00;300;030;55453;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With a residual term > 24 months";"Positions";"Net positions";"Long";;;;;;;;"Zloty (013)";"250#251#270#300";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With a residual term > 24 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:PLN,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x39,TRI=eba_TR:x20";C_18.00;300;040;55453;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With a residual term > 24 months";"Positions";"Net positions";"Short";;;;;;;;"Zloty (013)";"250#251#270#300";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With a residual term > 24 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi259,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:PLN,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x39,TRI=eba_TR:x20";C_18.00;300;050;55453;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With a residual term > 24 months";"Positions";"Positions subject to capital charge";;;;;;;;;"Zloty (013)";"250#251#270#300";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With a residual term > 24 months";"Positions#Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:PLN,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x39,TRI=eba_TR:x20";C_18.00;300;060;55453;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With a residual term > 24 months";"Own funds requirements";;;;;;;;;;"Zloty (013)";"250#251#270#300";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With a residual term > 24 months";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:PLN,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x20";C_18.00;310;010;55453;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the third category";"Positions";"All positions";"Long";;;;;;;;"Zloty (013)";"250#251#310";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the third category";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:PLN,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x20";C_18.00;310;020;55453;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the third category";"Positions";"All positions";"Short";;;;;;;;"Zloty (013)";"250#251#310";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the third category";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:PLN,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x20";C_18.00;310;030;55453;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the third category";"Positions";"Net positions";"Long";;;;;;;;"Zloty (013)";"250#251#310";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the third category";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:PLN,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x20";C_18.00;310;040;55453;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the third category";"Positions";"Net positions";"Short";;;;;;;;"Zloty (013)";"250#251#310";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the third category";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi259,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:PLN,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x20";C_18.00;310;050;55453;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the third category";"Positions";"Positions subject to capital charge";;;;;;;;;"Zloty (013)";"250#251#310";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the third category";"Positions#Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:PLN,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x20";C_18.00;310;060;55453;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the third category";"Own funds requirements";;;;;;;;;;"Zloty (013)";"250#251#310";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the third category";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:PLN,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x7,TRI=eba_TR:x20";C_18.00;320;010;55453;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the fourth category";"Positions";"All positions";"Long";;;;;;;;"Zloty (013)";"250#251#320";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the fourth category";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:PLN,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x7,TRI=eba_TR:x20";C_18.00;320;020;55453;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the fourth category";"Positions";"All positions";"Short";;;;;;;;"Zloty (013)";"250#251#320";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the fourth category";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:PLN,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x7,TRI=eba_TR:x20";C_18.00;320;030;55453;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the fourth category";"Positions";"Net positions";"Long";;;;;;;;"Zloty (013)";"250#251#320";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the fourth category";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:PLN,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x7,TRI=eba_TR:x20";C_18.00;320;040;55453;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the fourth category";"Positions";"Net positions";"Short";;;;;;;;"Zloty (013)";"250#251#320";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the fourth category";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi259,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:PLN,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x7,TRI=eba_TR:x20";C_18.00;320;050;55453;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the fourth category";"Positions";"Positions subject to capital charge";;;;;;;;;"Zloty (013)";"250#251#320";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the fourth category";"Positions#Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:PLN,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x7,TRI=eba_TR:x20";C_18.00;320;060;55453;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the fourth category";"Own funds requirements";;;;;;;;;;"Zloty (013)";"250#251#320";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the fourth category";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:PLN,EXT=eba_ER:x1,MCY=eba_MC:x244,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x20";C_18.00;321;010;55453;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Rated nth-to default credit derivatives";"Positions";"All positions";"Long";;;;;;;;"Zloty (013)";"250#251#321";"Specific risk#Own funds requirement for non-securitisation debt instruments#Rated nth-to default credit derivatives";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:PLN,EXT=eba_ER:x1,MCY=eba_MC:x244,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x20";C_18.00;321;020;55453;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Rated nth-to default credit derivatives";"Positions";"All positions";"Short";;;;;;;;"Zloty (013)";"250#251#321";"Specific risk#Own funds requirement for non-securitisation debt instruments#Rated nth-to default credit derivatives";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:PLN,EXT=eba_ER:x1,MCY=eba_MC:x244,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x20";C_18.00;321;030;55453;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Rated nth-to default credit derivatives";"Positions";"Net positions";"Long";;;;;;;;"Zloty (013)";"250#251#321";"Specific risk#Own funds requirement for non-securitisation debt instruments#Rated nth-to default credit derivatives";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:PLN,EXT=eba_ER:x1,MCY=eba_MC:x244,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x20";C_18.00;321;040;55453;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Rated nth-to default credit derivatives";"Positions";"Net positions";"Short";;;;;;;;"Zloty (013)";"250#251#321";"Specific risk#Own funds requirement for non-securitisation debt instruments#Rated nth-to default credit derivatives";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi259,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:PLN,EXT=eba_ER:x1,MCY=eba_MC:x244,PRP=eba_PL:x51,TRI=eba_TR:x20";C_18.00;321;050;55453;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Rated nth-to default credit derivatives";"Positions";"Positions subject to capital charge";;;;;;;;;"Zloty (013)";"250#251#321";"Specific risk#Own funds requirement for non-securitisation debt instruments#Rated nth-to default credit derivatives";"Positions#Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:PLN,EXT=eba_ER:x1,MCY=eba_MC:x244,PRP=eba_PL:x51,TRI=eba_TR:x20";C_18.00;321;060;55453;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Rated nth-to default credit derivatives";"Own funds requirements";;;;;;;;;;"Zloty (013)";"250#251#321";"Specific risk#Own funds requirement for non-securitisation debt instruments#Rated nth-to default credit derivatives";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x9,BAS=eba_BA:x9,CUE=eba_CU:PLN,MCY=eba_MC:x19,PRP=eba_PL:x51,TRI=eba_TR:x22";C_18.00;325;060;55453;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Own funds requirement for securitisation instruments";"Own funds requirements";;;;;;;;;;"Zloty (013)";"250#325";"Specific risk#Own funds requirement for securitisation instruments";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x6,BAS=eba_BA:x9,CUE=eba_CU:PLN,MCY=eba_MC:x189,PRP=eba_PL:x51,TRI=eba_TR:x21";C_18.00;330;060;55453;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Own funds requirement for the correlation trading portfolio";"Own funds requirements";;;;;;;;;;"Zloty (013)";"250#330";"Specific risk#Own funds requirement for the correlation trading portfolio";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x11,BAS=eba_BA:x9,CUE=eba_CU:PLN,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;350;060;55453;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Additional requirements for options (non-delta risks)";"Own funds requirements";;;;;;;;;;"Zloty (013)";"350";"Additional requirements for options (non-delta risks)";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x61,BAS=eba_BA:x9,CUE=eba_CU:PLN,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;360;060;55453;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Simplified method";"Own funds requirements";;;;;;;;;;"Zloty (013)";"350#360";"Additional requirements for options (non-delta risks)#Simplified method";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x62,BAS=eba_BA:x9,CUE=eba_CU:PLN,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;370;060;55453;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Delta plus approach - additional requirements for gamma risk";"Own funds requirements";;;;;;;;;;"Zloty (013)";"350#370";"Additional requirements for options (non-delta risks)#Delta plus approach - additional requirements for gamma risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x63,BAS=eba_BA:x9,CUE=eba_CU:PLN,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;380;060;55453;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Delta plus approach - additional requirements for vega risk";"Own funds requirements";;;;;;;;;;"Zloty (013)";"350#380";"Additional requirements for options (non-delta risks)#Delta plus approach - additional requirements for vega risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x115,BAS=eba_BA:x9,CUE=eba_CU:PLN,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;385;060;55453;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Delta plus approach - non-continuous options and warrants";"Own funds requirements";;;;;;;;;;"Zloty (013)";"350#385";"Additional requirements for options (non-delta risks)#Delta plus approach - non-continuous options and warrants";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x64,BAS=eba_BA:x9,CUE=eba_CU:PLN,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;390;060;55453;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Scenario matrix approach";"Own funds requirements";;;;;;;;;;"Zloty (013)";"350#390";"Additional requirements for options (non-delta risks)#Scenario matrix approach";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x47,BAS=eba_BA:x9,CUE=eba_CU:RON,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;010;060;55454;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"TRADED DEBT INSTRUMENTS IN TRADING BOOK";"Own funds requirements";;;;;;;;;;"Romanian Leu (014)";"010";"TRADED DEBT INSTRUMENTS IN TRADING BOOK";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi235,APR=eba_AP:x47,BAS=eba_BA:x9,CUE=eba_CU:RON,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;010;070;55454;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"TRADED DEBT INSTRUMENTS IN TRADING BOOK";"Total risk exposure amount";;;;;;;;;;"Romanian Leu (014)";"010";"TRADED DEBT INSTRUMENTS IN TRADING BOOK";"Total risk exposure amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x10,BAS=eba_BA:x9,CUE=eba_CU:RON,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;011;060;55454;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"General risk";"Own funds requirements";;;;;;;;;;"Romanian Leu (014)";"011";"General risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x10,BAS=eba_BA:x17,CUE=eba_CU:RON,MCY=eba_MC:x99,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;012;010;55454;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Derivatives";"Positions";"All positions";"Long";;;;;;;;"Romanian Leu (014)";"011#012";"General risk#Derivatives";"Positions#All positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RON,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x34,TRI=eba_TR:x19";C_18.00;050;030;55454;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 3 months";"Positions";"Net positions";"Long";;;;;;;;"Romanian Leu (014)";"011#020#030#050";"General risk#Maturity-based approach#Zone 1#> 1 <= 3 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RON,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x34,TRI=eba_TR:x19";C_18.00;050;040;55454;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 3 months";"Positions";"Net positions";"Short";;;;;;;;"Romanian Leu (014)";"011#020#030#050";"General risk#Maturity-based approach#Zone 1#> 1 <= 3 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RON,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x36,TRI=eba_TR:x19";C_18.00;060;030;55454;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 6 months";"Positions";"Net positions";"Long";;;;;;;;"Romanian Leu (014)";"011#020#030#060";"General risk#Maturity-based approach#Zone 1#> 3 <= 6 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RON,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x36,TRI=eba_TR:x19";C_18.00;060;040;55454;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 6 months";"Positions";"Net positions";"Short";;;;;;;;"Romanian Leu (014)";"011#020#030#060";"General risk#Maturity-based approach#Zone 1#> 3 <= 6 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RON,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x37,TRI=eba_TR:x19";C_18.00;070;030;55454;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 6 <= 12 months";"Positions";"Net positions";"Long";;;;;;;;"Romanian Leu (014)";"011#020#030#070";"General risk#Maturity-based approach#Zone 1#> 6 <= 12 months";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RON,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;030;55454;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Romanian Leu (014)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RON,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;040;55454;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Romanian Leu (014)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RON,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;030;55454;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Romanian Leu (014)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RON,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;040;55454;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Romanian Leu (014)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RON,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;030;55454;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Romanian Leu (014)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RON,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;040;55454;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Romanian Leu (014)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RON,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;010;55454;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Long";;;;;;;;"Romanian Leu (014)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RON,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;020;55454;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Short";;;;;;;;"Romanian Leu (014)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RON,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;030;55454;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Long";;;;;;;;"Romanian Leu (014)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RON,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;040;55454;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Short";;;;;;;;"Romanian Leu (014)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RON,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;030;55454;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Romanian Leu (014)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RON,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;040;55454;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Romanian Leu (014)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RON,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x46,TRI=eba_TR:x19";C_18.00;140;030;55454;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Romanian Leu (014)";"011#020#120#140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RON,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x46,TRI=eba_TR:x19";C_18.00;140;040;55454;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Romanian Leu (014)";"011#020#120#140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RON,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x47,TRI=eba_TR:x19";C_18.00;150;030;55454;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Romanian Leu (014)";"011#020#120#150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RON,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x47,TRI=eba_TR:x19";C_18.00;150;040;55454;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Romanian Leu (014)";"011#020#120#150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RON,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x48,TRI=eba_TR:x19";C_18.00;160;030;55454;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Romanian Leu (014)";"011#020#120#160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RON,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x48,TRI=eba_TR:x19";C_18.00;160;040;55454;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Romanian Leu (014)";"011#020#120#160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RON,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x50,TRI=eba_TR:x19";C_18.00;170;030;55454;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Romanian Leu (014)";"011#020#120#170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RON,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x50,TRI=eba_TR:x19";C_18.00;170;040;55454;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Romanian Leu (014)";"011#020#120#170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RON,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x4,TRI=eba_TR:x19";C_18.00;180;030;55454;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Romanian Leu (014)";"011#020#120#180";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RON,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x4,TRI=eba_TR:x19";C_18.00;180;040;55454;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Romanian Leu (014)";"011#020#120#180";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RON,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x19";C_18.00;190;030;55454;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Romanian Leu (014)";"011#020#120#190";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RON,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x19";C_18.00;190;040;55454;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Romanian Leu (014)";"011#020#120#190";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RON,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x42,TRI=eba_TR:x19";C_18.00;200;030;55454;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 20 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Romanian Leu (014)";"011#020#120#200";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 20 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RON,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x42,TRI=eba_TR:x19";C_18.00;200;040;55454;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 20 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Romanian Leu (014)";"011#020#120#200";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 20 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:RON,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x52,TRI=eba_TR:x20";C_18.00;270;020;55454;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the second category";"Positions";"All positions";"Short";;;;;;;;"Romanian Leu (014)";"250#251#270";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category";"Positions#All positions#Short";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:RON,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x2,TRI=eba_TR:x20";C_18.00;290;020;55454;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With a residual term > 6 months and <= 24 months";"Positions";"All positions";"Short";;;;;;;;"Romanian Leu (014)";"250#251#270#290";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With a residual term > 6 months and <= 24 months";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:RON,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x2,TRI=eba_TR:x20";C_18.00;290;030;55454;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With a residual term > 6 months and <= 24 months";"Positions";"Net positions";"Long";;;;;;;;"Romanian Leu (014)";"250#251#270#290";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With a residual term > 6 months and <= 24 months";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi259,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:RON,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x2,TRI=eba_TR:x20";C_18.00;290;050;55454;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With a residual term > 6 months and <= 24 months";"Positions";"Positions subject to capital charge";;;;;;;;;"Romanian Leu (014)";"250#251#270#290";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With a residual term > 6 months and <= 24 months";"Positions#Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:RON,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x2,TRI=eba_TR:x20";C_18.00;290;060;55454;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With a residual term > 6 months and <= 24 months";"Own funds requirements";;;;;;;;;;"Romanian Leu (014)";"250#251#270#290";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With a residual term > 6 months and <= 24 months";"Own funds requirements";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi259,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:RON,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x39,TRI=eba_TR:x20";C_18.00;300;050;55454;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With a residual term > 24 months";"Positions";"Positions subject to capital charge";;;;;;;;;"Romanian Leu (014)";"250#251#270#300";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With a residual term > 24 months";"Positions#Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:RON,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x39,TRI=eba_TR:x20";C_18.00;300;060;55454;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With a residual term > 24 months";"Own funds requirements";;;;;;;;;;"Romanian Leu (014)";"250#251#270#300";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With a residual term > 24 months";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:RON,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x20";C_18.00;310;010;55454;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the third category";"Positions";"All positions";"Long";;;;;;;;"Romanian Leu (014)";"250#251#310";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the third category";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:RON,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x20";C_18.00;310;020;55454;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the third category";"Positions";"All positions";"Short";;;;;;;;"Romanian Leu (014)";"250#251#310";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the third category";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:RON,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x20";C_18.00;310;030;55454;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the third category";"Positions";"Net positions";"Long";;;;;;;;"Romanian Leu (014)";"250#251#310";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the third category";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:RON,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x20";C_18.00;310;040;55454;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the third category";"Positions";"Net positions";"Short";;;;;;;;"Romanian Leu (014)";"250#251#310";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the third category";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi259,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:RON,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x20";C_18.00;310;050;55454;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the third category";"Positions";"Positions subject to capital charge";;;;;;;;;"Romanian Leu (014)";"250#251#310";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the third category";"Positions#Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:RON,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x20";C_18.00;310;060;55454;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the third category";"Own funds requirements";;;;;;;;;;"Romanian Leu (014)";"250#251#310";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the third category";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:RON,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x7,TRI=eba_TR:x20";C_18.00;320;010;55454;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the fourth category";"Positions";"All positions";"Long";;;;;;;;"Romanian Leu (014)";"250#251#320";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the fourth category";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:RON,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x7,TRI=eba_TR:x20";C_18.00;320;020;55454;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the fourth category";"Positions";"All positions";"Short";;;;;;;;"Romanian Leu (014)";"250#251#320";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the fourth category";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:RON,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x7,TRI=eba_TR:x20";C_18.00;320;030;55454;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the fourth category";"Positions";"Net positions";"Long";;;;;;;;"Romanian Leu (014)";"250#251#320";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the fourth category";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:RON,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x7,TRI=eba_TR:x20";C_18.00;320;040;55454;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the fourth category";"Positions";"Net positions";"Short";;;;;;;;"Romanian Leu (014)";"250#251#320";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the fourth category";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi259,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:RON,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x7,TRI=eba_TR:x20";C_18.00;320;050;55454;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the fourth category";"Positions";"Positions subject to capital charge";;;;;;;;;"Romanian Leu (014)";"250#251#320";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the fourth category";"Positions#Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:RON,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x7,TRI=eba_TR:x20";C_18.00;320;060;55454;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the fourth category";"Own funds requirements";;;;;;;;;;"Romanian Leu (014)";"250#251#320";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the fourth category";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:RON,EXT=eba_ER:x1,MCY=eba_MC:x244,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x20";C_18.00;321;010;55454;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Rated nth-to default credit derivatives";"Positions";"All positions";"Long";;;;;;;;"Romanian Leu (014)";"250#251#321";"Specific risk#Own funds requirement for non-securitisation debt instruments#Rated nth-to default credit derivatives";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:RON,EXT=eba_ER:x1,MCY=eba_MC:x244,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x20";C_18.00;321;020;55454;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Rated nth-to default credit derivatives";"Positions";"All positions";"Short";;;;;;;;"Romanian Leu (014)";"250#251#321";"Specific risk#Own funds requirement for non-securitisation debt instruments#Rated nth-to default credit derivatives";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:RON,EXT=eba_ER:x1,MCY=eba_MC:x244,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x20";C_18.00;321;030;55454;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Rated nth-to default credit derivatives";"Positions";"Net positions";"Long";;;;;;;;"Romanian Leu (014)";"250#251#321";"Specific risk#Own funds requirement for non-securitisation debt instruments#Rated nth-to default credit derivatives";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:RON,EXT=eba_ER:x1,MCY=eba_MC:x244,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x20";C_18.00;321;040;55454;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Rated nth-to default credit derivatives";"Positions";"Net positions";"Short";;;;;;;;"Romanian Leu (014)";"250#251#321";"Specific risk#Own funds requirement for non-securitisation debt instruments#Rated nth-to default credit derivatives";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi259,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:RON,EXT=eba_ER:x1,MCY=eba_MC:x244,PRP=eba_PL:x51,TRI=eba_TR:x20";C_18.00;321;050;55454;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Rated nth-to default credit derivatives";"Positions";"Positions subject to capital charge";;;;;;;;;"Romanian Leu (014)";"250#251#321";"Specific risk#Own funds requirement for non-securitisation debt instruments#Rated nth-to default credit derivatives";"Positions#Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:RON,EXT=eba_ER:x1,MCY=eba_MC:x244,PRP=eba_PL:x51,TRI=eba_TR:x20";C_18.00;321;060;55454;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Rated nth-to default credit derivatives";"Own funds requirements";;;;;;;;;;"Romanian Leu (014)";"250#251#321";"Specific risk#Own funds requirement for non-securitisation debt instruments#Rated nth-to default credit derivatives";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x9,BAS=eba_BA:x9,CUE=eba_CU:RON,MCY=eba_MC:x19,PRP=eba_PL:x51,TRI=eba_TR:x22";C_18.00;325;060;55454;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Own funds requirement for securitisation instruments";"Own funds requirements";;;;;;;;;;"Romanian Leu (014)";"250#325";"Specific risk#Own funds requirement for securitisation instruments";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x6,BAS=eba_BA:x9,CUE=eba_CU:RON,MCY=eba_MC:x189,PRP=eba_PL:x51,TRI=eba_TR:x21";C_18.00;330;060;55454;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Own funds requirement for the correlation trading portfolio";"Own funds requirements";;;;;;;;;;"Romanian Leu (014)";"250#330";"Specific risk#Own funds requirement for the correlation trading portfolio";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x11,BAS=eba_BA:x9,CUE=eba_CU:RON,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;350;060;55454;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Additional requirements for options (non-delta risks)";"Own funds requirements";;;;;;;;;;"Romanian Leu (014)";"350";"Additional requirements for options (non-delta risks)";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x61,BAS=eba_BA:x9,CUE=eba_CU:RON,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;360;060;55454;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Simplified method";"Own funds requirements";;;;;;;;;;"Romanian Leu (014)";"350#360";"Additional requirements for options (non-delta risks)#Simplified method";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x62,BAS=eba_BA:x9,CUE=eba_CU:RON,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;370;060;55454;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Delta plus approach - additional requirements for gamma risk";"Own funds requirements";;;;;;;;;;"Romanian Leu (014)";"350#370";"Additional requirements for options (non-delta risks)#Delta plus approach - additional requirements for gamma risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x63,BAS=eba_BA:x9,CUE=eba_CU:RON,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;380;060;55454;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Delta plus approach - additional requirements for vega risk";"Own funds requirements";;;;;;;;;;"Romanian Leu (014)";"350#380";"Additional requirements for options (non-delta risks)#Delta plus approach - additional requirements for vega risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x115,BAS=eba_BA:x9,CUE=eba_CU:RON,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;385;060;55454;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Delta plus approach - non-continuous options and warrants";"Own funds requirements";;;;;;;;;;"Romanian Leu (014)";"350#385";"Additional requirements for options (non-delta risks)#Delta plus approach - non-continuous options and warrants";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x64,BAS=eba_BA:x9,CUE=eba_CU:RON,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;390;060;55454;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Scenario matrix approach";"Own funds requirements";;;;;;;;;;"Romanian Leu (014)";"350#390";"Additional requirements for options (non-delta risks)#Scenario matrix approach";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x47,BAS=eba_BA:x9,CUE=eba_CU:RUB,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;010;060;55455;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"TRADED DEBT INSTRUMENTS IN TRADING BOOK";"Own funds requirements";;;;;;;;;;"Russian Ruble (015)";"010";"TRADED DEBT INSTRUMENTS IN TRADING BOOK";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi235,APR=eba_AP:x47,BAS=eba_BA:x9,CUE=eba_CU:RUB,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;010;070;55455;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"TRADED DEBT INSTRUMENTS IN TRADING BOOK";"Total risk exposure amount";;;;;;;;;;"Russian Ruble (015)";"010";"TRADED DEBT INSTRUMENTS IN TRADING BOOK";"Total risk exposure amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x10,BAS=eba_BA:x9,CUE=eba_CU:RUB,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;011;060;55455;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"General risk";"Own funds requirements";;;;;;;;;;"Russian Ruble (015)";"011";"General risk";"Own funds requirements";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x10,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x99,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;012;020;55455;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Derivatives";"Positions";"All positions";"Short";;;;;;;;"Russian Ruble (015)";"011#012";"General risk#Derivatives";"Positions#All positions#Short";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x34,TRI=eba_TR:x19";C_18.00;050;030;55455;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 3 months";"Positions";"Net positions";"Long";;;;;;;;"Russian Ruble (015)";"011#020#030#050";"General risk#Maturity-based approach#Zone 1#> 1 <= 3 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x34,TRI=eba_TR:x19";C_18.00;050;040;55455;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 3 months";"Positions";"Net positions";"Short";;;;;;;;"Russian Ruble (015)";"011#020#030#050";"General risk#Maturity-based approach#Zone 1#> 1 <= 3 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x36,TRI=eba_TR:x19";C_18.00;060;030;55455;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 6 months";"Positions";"Net positions";"Long";;;;;;;;"Russian Ruble (015)";"011#020#030#060";"General risk#Maturity-based approach#Zone 1#> 3 <= 6 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x36,TRI=eba_TR:x19";C_18.00;060;040;55455;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 6 months";"Positions";"Net positions";"Short";;;;;;;;"Russian Ruble (015)";"011#020#030#060";"General risk#Maturity-based approach#Zone 1#> 3 <= 6 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x37,TRI=eba_TR:x19";C_18.00;070;030;55455;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 6 <= 12 months";"Positions";"Net positions";"Long";;;;;;;;"Russian Ruble (015)";"011#020#030#070";"General risk#Maturity-based approach#Zone 1#> 6 <= 12 months";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;030;55455;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Long";;;;;;;;"Russian Ruble (015)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x66,TRI=eba_TR:x19";C_18.00;080;040;55455;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Short";;;;;;;;"Russian Ruble (015)";"011#020#080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;030;55455;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Russian Ruble (015)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;040;55455;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Russian Ruble (015)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;030;55455;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Russian Ruble (015)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;040;55455;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Russian Ruble (015)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;030;55455;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Russian Ruble (015)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;040;55455;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Russian Ruble (015)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;010;55455;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Long";;;;;;;;"Russian Ruble (015)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;020;55455;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Short";;;;;;;;"Russian Ruble (015)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;030;55455;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Long";;;;;;;;"Russian Ruble (015)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;040;55455;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Short";;;;;;;;"Russian Ruble (015)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;030;55455;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Russian Ruble (015)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;040;55455;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Russian Ruble (015)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x46,TRI=eba_TR:x19";C_18.00;140;030;55455;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Russian Ruble (015)";"011#020#120#140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x46,TRI=eba_TR:x19";C_18.00;140;040;55455;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Russian Ruble (015)";"011#020#120#140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x47,TRI=eba_TR:x19";C_18.00;150;030;55455;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Russian Ruble (015)";"011#020#120#150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x47,TRI=eba_TR:x19";C_18.00;150;040;55455;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Russian Ruble (015)";"011#020#120#150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x48,TRI=eba_TR:x19";C_18.00;160;030;55455;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Russian Ruble (015)";"011#020#120#160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x48,TRI=eba_TR:x19";C_18.00;160;040;55455;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Russian Ruble (015)";"011#020#120#160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x50,TRI=eba_TR:x19";C_18.00;170;030;55455;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Russian Ruble (015)";"011#020#120#170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x50,TRI=eba_TR:x19";C_18.00;170;040;55455;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Russian Ruble (015)";"011#020#120#170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x4,TRI=eba_TR:x19";C_18.00;180;030;55455;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Russian Ruble (015)";"011#020#120#180";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x4,TRI=eba_TR:x19";C_18.00;180;040;55455;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Russian Ruble (015)";"011#020#120#180";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x19";C_18.00;190;030;55455;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Russian Ruble (015)";"011#020#120#190";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x19";C_18.00;190;040;55455;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Russian Ruble (015)";"011#020#120#190";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x42,TRI=eba_TR:x19";C_18.00;200;030;55455;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 20 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Russian Ruble (015)";"011#020#120#200";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 20 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x42,TRI=eba_TR:x19";C_18.00;200;040;55455;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 20 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Russian Ruble (015)";"011#020#120#200";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 20 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x22,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;210;010;55455;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Duration-based approach";"Positions";"All positions";"Long";;;;;;;;"Russian Ruble (015)";"011#210";"General risk#Duration-based approach";"Positions#All positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x52,TRI=eba_TR:x20";C_18.00;270;020;55455;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the second category";"Positions";"All positions";"Short";;;;;;;;"Russian Ruble (015)";"250#251#270";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x52,TRI=eba_TR:x20";C_18.00;270;030;55455;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the second category";"Positions";"Net positions";"Long";;;;;;;;"Russian Ruble (015)";"250#251#270";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi259,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:RUB,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x52,TRI=eba_TR:x20";C_18.00;270;050;55455;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the second category";"Positions";"Positions subject to capital charge";;;;;;;;;"Russian Ruble (015)";"250#251#270";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category";"Positions#Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:RUB,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x52,TRI=eba_TR:x20";C_18.00;270;060;55455;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the second category";"Own funds requirements";;;;;;;;;;"Russian Ruble (015)";"250#251#270";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category";"Own funds requirements";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x35,TRI=eba_TR:x20";C_18.00;280;040;55455;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With residual term <= 6 months";"Positions";"Net positions";"Short";;;;;;;;"Russian Ruble (015)";"250#251#270#280";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With residual term <= 6 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi259,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:RUB,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x35,TRI=eba_TR:x20";C_18.00;280;050;55455;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With residual term <= 6 months";"Positions";"Positions subject to capital charge";;;;;;;;;"Russian Ruble (015)";"250#251#270#280";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With residual term <= 6 months";"Positions#Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:RUB,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x35,TRI=eba_TR:x20";C_18.00;280;060;55455;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With residual term <= 6 months";"Own funds requirements";;;;;;;;;;"Russian Ruble (015)";"250#251#270#280";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With residual term <= 6 months";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x2,TRI=eba_TR:x20";C_18.00;290;010;55455;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With a residual term > 6 months and <= 24 months";"Positions";"All positions";"Long";;;;;;;;"Russian Ruble (015)";"250#251#270#290";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With a residual term > 6 months and <= 24 months";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x2,TRI=eba_TR:x20";C_18.00;290;020;55455;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With a residual term > 6 months and <= 24 months";"Positions";"All positions";"Short";;;;;;;;"Russian Ruble (015)";"250#251#270#290";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With a residual term > 6 months and <= 24 months";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x2,TRI=eba_TR:x20";C_18.00;290;030;55455;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With a residual term > 6 months and <= 24 months";"Positions";"Net positions";"Long";;;;;;;;"Russian Ruble (015)";"250#251#270#290";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With a residual term > 6 months and <= 24 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x2,TRI=eba_TR:x20";C_18.00;290;040;55455;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With a residual term > 6 months and <= 24 months";"Positions";"Net positions";"Short";;;;;;;;"Russian Ruble (015)";"250#251#270#290";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With a residual term > 6 months and <= 24 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi259,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:RUB,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x2,TRI=eba_TR:x20";C_18.00;290;050;55455;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With a residual term > 6 months and <= 24 months";"Positions";"Positions subject to capital charge";;;;;;;;;"Russian Ruble (015)";"250#251#270#290";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With a residual term > 6 months and <= 24 months";"Positions#Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:RUB,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x2,TRI=eba_TR:x20";C_18.00;290;060;55455;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With a residual term > 6 months and <= 24 months";"Own funds requirements";;;;;;;;;;"Russian Ruble (015)";"250#251#270#290";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With a residual term > 6 months and <= 24 months";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x39,TRI=eba_TR:x20";C_18.00;300;010;55455;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With a residual term > 24 months";"Positions";"All positions";"Long";;;;;;;;"Russian Ruble (015)";"250#251#270#300";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With a residual term > 24 months";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x39,TRI=eba_TR:x20";C_18.00;300;020;55455;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With a residual term > 24 months";"Positions";"All positions";"Short";;;;;;;;"Russian Ruble (015)";"250#251#270#300";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With a residual term > 24 months";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x39,TRI=eba_TR:x20";C_18.00;300;030;55455;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With a residual term > 24 months";"Positions";"Net positions";"Long";;;;;;;;"Russian Ruble (015)";"250#251#270#300";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With a residual term > 24 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x39,TRI=eba_TR:x20";C_18.00;300;040;55455;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With a residual term > 24 months";"Positions";"Net positions";"Short";;;;;;;;"Russian Ruble (015)";"250#251#270#300";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With a residual term > 24 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi259,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:RUB,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x39,TRI=eba_TR:x20";C_18.00;300;050;55455;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With a residual term > 24 months";"Positions";"Positions subject to capital charge";;;;;;;;;"Russian Ruble (015)";"250#251#270#300";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With a residual term > 24 months";"Positions#Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:RUB,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x39,TRI=eba_TR:x20";C_18.00;300;060;55455;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With a residual term > 24 months";"Own funds requirements";;;;;;;;;;"Russian Ruble (015)";"250#251#270#300";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With a residual term > 24 months";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x20";C_18.00;310;010;55455;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the third category";"Positions";"All positions";"Long";;;;;;;;"Russian Ruble (015)";"250#251#310";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the third category";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x20";C_18.00;310;020;55455;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the third category";"Positions";"All positions";"Short";;;;;;;;"Russian Ruble (015)";"250#251#310";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the third category";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x20";C_18.00;310;030;55455;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the third category";"Positions";"Net positions";"Long";;;;;;;;"Russian Ruble (015)";"250#251#310";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the third category";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x20";C_18.00;310;040;55455;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the third category";"Positions";"Net positions";"Short";;;;;;;;"Russian Ruble (015)";"250#251#310";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the third category";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi259,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:RUB,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x20";C_18.00;310;050;55455;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the third category";"Positions";"Positions subject to capital charge";;;;;;;;;"Russian Ruble (015)";"250#251#310";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the third category";"Positions#Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:RUB,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x20";C_18.00;310;060;55455;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the third category";"Own funds requirements";;;;;;;;;;"Russian Ruble (015)";"250#251#310";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the third category";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x7,TRI=eba_TR:x20";C_18.00;320;010;55455;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the fourth category";"Positions";"All positions";"Long";;;;;;;;"Russian Ruble (015)";"250#251#320";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the fourth category";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x7,TRI=eba_TR:x20";C_18.00;320;020;55455;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the fourth category";"Positions";"All positions";"Short";;;;;;;;"Russian Ruble (015)";"250#251#320";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the fourth category";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x7,TRI=eba_TR:x20";C_18.00;320;030;55455;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the fourth category";"Positions";"Net positions";"Long";;;;;;;;"Russian Ruble (015)";"250#251#320";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the fourth category";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:RUB,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x7,TRI=eba_TR:x20";C_18.00;320;040;55455;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the fourth category";"Positions";"Net positions";"Short";;;;;;;;"Russian Ruble (015)";"250#251#320";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the fourth category";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi259,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:RUB,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x7,TRI=eba_TR:x20";C_18.00;320;050;55455;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the fourth category";"Positions";"Positions subject to capital charge";;;;;;;;;"Russian Ruble (015)";"250#251#320";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the fourth category";"Positions#Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:RUB,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x7,TRI=eba_TR:x20";C_18.00;320;060;55455;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the fourth category";"Own funds requirements";;;;;;;;;;"Russian Ruble (015)";"250#251#320";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the fourth category";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:RUB,EXT=eba_ER:x1,MCY=eba_MC:x244,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x20";C_18.00;321;010;55455;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Rated nth-to default credit derivatives";"Positions";"All positions";"Long";;;;;;;;"Russian Ruble (015)";"250#251#321";"Specific risk#Own funds requirement for non-securitisation debt instruments#Rated nth-to default credit derivatives";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:RUB,EXT=eba_ER:x1,MCY=eba_MC:x244,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x20";C_18.00;321;020;55455;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Rated nth-to default credit derivatives";"Positions";"All positions";"Short";;;;;;;;"Russian Ruble (015)";"250#251#321";"Specific risk#Own funds requirement for non-securitisation debt instruments#Rated nth-to default credit derivatives";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:RUB,EXT=eba_ER:x1,MCY=eba_MC:x244,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x20";C_18.00;321;030;55455;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Rated nth-to default credit derivatives";"Positions";"Net positions";"Long";;;;;;;;"Russian Ruble (015)";"250#251#321";"Specific risk#Own funds requirement for non-securitisation debt instruments#Rated nth-to default credit derivatives";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:RUB,EXT=eba_ER:x1,MCY=eba_MC:x244,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x20";C_18.00;321;040;55455;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Rated nth-to default credit derivatives";"Positions";"Net positions";"Short";;;;;;;;"Russian Ruble (015)";"250#251#321";"Specific risk#Own funds requirement for non-securitisation debt instruments#Rated nth-to default credit derivatives";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi259,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:RUB,EXT=eba_ER:x1,MCY=eba_MC:x244,PRP=eba_PL:x51,TRI=eba_TR:x20";C_18.00;321;050;55455;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Rated nth-to default credit derivatives";"Positions";"Positions subject to capital charge";;;;;;;;;"Russian Ruble (015)";"250#251#321";"Specific risk#Own funds requirement for non-securitisation debt instruments#Rated nth-to default credit derivatives";"Positions#Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:RUB,EXT=eba_ER:x1,MCY=eba_MC:x244,PRP=eba_PL:x51,TRI=eba_TR:x20";C_18.00;321;060;55455;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Rated nth-to default credit derivatives";"Own funds requirements";;;;;;;;;;"Russian Ruble (015)";"250#251#321";"Specific risk#Own funds requirement for non-securitisation debt instruments#Rated nth-to default credit derivatives";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x9,BAS=eba_BA:x9,CUE=eba_CU:RUB,MCY=eba_MC:x19,PRP=eba_PL:x51,TRI=eba_TR:x22";C_18.00;325;060;55455;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Own funds requirement for securitisation instruments";"Own funds requirements";;;;;;;;;;"Russian Ruble (015)";"250#325";"Specific risk#Own funds requirement for securitisation instruments";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x6,BAS=eba_BA:x9,CUE=eba_CU:RUB,MCY=eba_MC:x189,PRP=eba_PL:x51,TRI=eba_TR:x21";C_18.00;330;060;55455;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Own funds requirement for the correlation trading portfolio";"Own funds requirements";;;;;;;;;;"Russian Ruble (015)";"250#330";"Specific risk#Own funds requirement for the correlation trading portfolio";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x11,BAS=eba_BA:x9,CUE=eba_CU:RUB,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;350;060;55455;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Additional requirements for options (non-delta risks)";"Own funds requirements";;;;;;;;;;"Russian Ruble (015)";"350";"Additional requirements for options (non-delta risks)";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x61,BAS=eba_BA:x9,CUE=eba_CU:RUB,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;360;060;55455;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Simplified method";"Own funds requirements";;;;;;;;;;"Russian Ruble (015)";"350#360";"Additional requirements for options (non-delta risks)#Simplified method";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x62,BAS=eba_BA:x9,CUE=eba_CU:RUB,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;370;060;55455;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Delta plus approach - additional requirements for gamma risk";"Own funds requirements";;;;;;;;;;"Russian Ruble (015)";"350#370";"Additional requirements for options (non-delta risks)#Delta plus approach - additional requirements for gamma risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x63,BAS=eba_BA:x9,CUE=eba_CU:RUB,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;380;060;55455;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Delta plus approach - additional requirements for vega risk";"Own funds requirements";;;;;;;;;;"Russian Ruble (015)";"350#380";"Additional requirements for options (non-delta risks)#Delta plus approach - additional requirements for vega risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x115,BAS=eba_BA:x9,CUE=eba_CU:RUB,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;385;060;55455;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Delta plus approach - non-continuous options and warrants";"Own funds requirements";;;;;;;;;;"Russian Ruble (015)";"350#385";"Additional requirements for options (non-delta risks)#Delta plus approach - non-continuous options and warrants";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x64,BAS=eba_BA:x9,CUE=eba_CU:RUB,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;390;060;55455;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Scenario matrix approach";"Own funds requirements";;;;;;;;;;"Russian Ruble (015)";"350#390";"Additional requirements for options (non-delta risks)#Scenario matrix approach";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x47,BAS=eba_BA:x9,CUE=eba_CU:RSD,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;010;060;55456;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"TRADED DEBT INSTRUMENTS IN TRADING BOOK";"Own funds requirements";;;;;;;;;;"Serbian Dinar (016)";"010";"TRADED DEBT INSTRUMENTS IN TRADING BOOK";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi235,APR=eba_AP:x47,BAS=eba_BA:x9,CUE=eba_CU:RSD,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;010;070;55456;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"TRADED DEBT INSTRUMENTS IN TRADING BOOK";"Total risk exposure amount";;;;;;;;;;"Serbian Dinar (016)";"010";"TRADED DEBT INSTRUMENTS IN TRADING BOOK";"Total risk exposure amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x10,BAS=eba_BA:x9,CUE=eba_CU:RSD,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;011;060;55456;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"General risk";"Own funds requirements";;;;;;;;;;"Serbian Dinar (016)";"011";"General risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x10,BAS=eba_BA:x17,CUE=eba_CU:RSD,MCY=eba_MC:x99,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;012;010;55456;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Derivatives";"Positions";"All positions";"Long";;;;;;;;"Serbian Dinar (016)";"011#012";"General risk#Derivatives";"Positions#All positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x10,BAS=eba_BA:x17,CUE=eba_CU:RSD,MCY=eba_MC:x157,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;013;010;55456;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Other assets and liabilities";"Positions";"All positions";"Long";;;;;;;;"Serbian Dinar (016)";"011#013";"General risk#Other assets and liabilities";"Positions#All positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RSD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x34,TRI=eba_TR:x19";C_18.00;050;030;55456;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 3 months";"Positions";"Net positions";"Long";;;;;;;;"Serbian Dinar (016)";"011#020#030#050";"General risk#Maturity-based approach#Zone 1#> 1 <= 3 months";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RSD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;030;55456;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Serbian Dinar (016)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RSD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;040;55456;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Serbian Dinar (016)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RSD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;030;55456;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Serbian Dinar (016)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RSD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;040;55456;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Serbian Dinar (016)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RSD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;030;55456;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Serbian Dinar (016)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RSD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;040;55456;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Serbian Dinar (016)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RSD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;030;55456;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Long";;;;;;;;"Serbian Dinar (016)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RSD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;040;55456;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Short";;;;;;;;"Serbian Dinar (016)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RSD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;030;55456;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Serbian Dinar (016)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RSD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;040;55456;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Serbian Dinar (016)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RSD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x46,TRI=eba_TR:x19";C_18.00;140;030;55456;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Serbian Dinar (016)";"011#020#120#140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RSD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x46,TRI=eba_TR:x19";C_18.00;140;040;55456;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Serbian Dinar (016)";"011#020#120#140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RSD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x47,TRI=eba_TR:x19";C_18.00;150;030;55456;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Serbian Dinar (016)";"011#020#120#150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RSD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x47,TRI=eba_TR:x19";C_18.00;150;040;55456;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Serbian Dinar (016)";"011#020#120#150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RSD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x48,TRI=eba_TR:x19";C_18.00;160;030;55456;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Serbian Dinar (016)";"011#020#120#160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RSD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x48,TRI=eba_TR:x19";C_18.00;160;040;55456;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Serbian Dinar (016)";"011#020#120#160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RSD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x50,TRI=eba_TR:x19";C_18.00;170;030;55456;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Serbian Dinar (016)";"011#020#120#170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RSD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x50,TRI=eba_TR:x19";C_18.00;170;040;55456;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Serbian Dinar (016)";"011#020#120#170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RSD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x4,TRI=eba_TR:x19";C_18.00;180;030;55456;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Serbian Dinar (016)";"011#020#120#180";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RSD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x4,TRI=eba_TR:x19";C_18.00;180;040;55456;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Serbian Dinar (016)";"011#020#120#180";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RSD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x19";C_18.00;190;030;55456;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Serbian Dinar (016)";"011#020#120#190";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RSD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x19";C_18.00;190;040;55456;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Serbian Dinar (016)";"011#020#120#190";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RSD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x42,TRI=eba_TR:x19";C_18.00;200;030;55456;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 20 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Serbian Dinar (016)";"011#020#120#200";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 20 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:RSD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x42,TRI=eba_TR:x19";C_18.00;200;040;55456;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 20 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Serbian Dinar (016)";"011#020#120#200";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 20 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x22,BAS=eba_BA:x17,CUE=eba_CU:RSD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;210;010;55456;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Duration-based approach";"Positions";"All positions";"Long";;;;;;;;"Serbian Dinar (016)";"011#210";"General risk#Duration-based approach";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x22,BAS=eba_BA:x17,CUE=eba_CU:RSD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;210;020;55456;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Duration-based approach";"Positions";"All positions";"Short";;;;;;;;"Serbian Dinar (016)";"011#210";"General risk#Duration-based approach";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x22,BAS=eba_BA:x17,CUE=eba_CU:RSD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;210;030;55456;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Duration-based approach";"Positions";"Net positions";"Long";;;;;;;;"Serbian Dinar (016)";"011#210";"General risk#Duration-based approach";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:RSD,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x2,TRI=eba_TR:x20";C_18.00;290;060;55456;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With a residual term > 6 months and <= 24 months";"Own funds requirements";;;;;;;;;;"Serbian Dinar (016)";"250#251#270#290";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With a residual term > 6 months and <= 24 months";"Own funds requirements";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi259,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:RSD,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x20";C_18.00;310;050;55456;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the third category";"Positions";"Positions subject to capital charge";;;;;;;;;"Serbian Dinar (016)";"250#251#310";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the third category";"Positions#Positions subject to capital charge";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi259,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:RSD,EXT=eba_ER:x1,MCY=eba_MC:x244,PRP=eba_PL:x51,TRI=eba_TR:x20";C_18.00;321;050;55456;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Rated nth-to default credit derivatives";"Positions";"Positions subject to capital charge";;;;;;;;;"Serbian Dinar (016)";"250#251#321";"Specific risk#Own funds requirement for non-securitisation debt instruments#Rated nth-to default credit derivatives";"Positions#Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:RSD,EXT=eba_ER:x1,MCY=eba_MC:x244,PRP=eba_PL:x51,TRI=eba_TR:x20";C_18.00;321;060;55456;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Rated nth-to default credit derivatives";"Own funds requirements";;;;;;;;;;"Serbian Dinar (016)";"250#251#321";"Specific risk#Own funds requirement for non-securitisation debt instruments#Rated nth-to default credit derivatives";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x9,BAS=eba_BA:x9,CUE=eba_CU:RSD,MCY=eba_MC:x19,PRP=eba_PL:x51,TRI=eba_TR:x22";C_18.00;325;060;55456;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Own funds requirement for securitisation instruments";"Own funds requirements";;;;;;;;;;"Serbian Dinar (016)";"250#325";"Specific risk#Own funds requirement for securitisation instruments";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x6,BAS=eba_BA:x9,CUE=eba_CU:RSD,MCY=eba_MC:x189,PRP=eba_PL:x51,TRI=eba_TR:x21";C_18.00;330;060;55456;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Own funds requirement for the correlation trading portfolio";"Own funds requirements";;;;;;;;;;"Serbian Dinar (016)";"250#330";"Specific risk#Own funds requirement for the correlation trading portfolio";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x11,BAS=eba_BA:x9,CUE=eba_CU:RSD,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;350;060;55456;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Additional requirements for options (non-delta risks)";"Own funds requirements";;;;;;;;;;"Serbian Dinar (016)";"350";"Additional requirements for options (non-delta risks)";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x61,BAS=eba_BA:x9,CUE=eba_CU:RSD,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;360;060;55456;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Simplified method";"Own funds requirements";;;;;;;;;;"Serbian Dinar (016)";"350#360";"Additional requirements for options (non-delta risks)#Simplified method";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x62,BAS=eba_BA:x9,CUE=eba_CU:RSD,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;370;060;55456;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Delta plus approach - additional requirements for gamma risk";"Own funds requirements";;;;;;;;;;"Serbian Dinar (016)";"350#370";"Additional requirements for options (non-delta risks)#Delta plus approach - additional requirements for gamma risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x63,BAS=eba_BA:x9,CUE=eba_CU:RSD,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;380;060;55456;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Delta plus approach - additional requirements for vega risk";"Own funds requirements";;;;;;;;;;"Serbian Dinar (016)";"350#380";"Additional requirements for options (non-delta risks)#Delta plus approach - additional requirements for vega risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x115,BAS=eba_BA:x9,CUE=eba_CU:RSD,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;385;060;55456;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Delta plus approach - non-continuous options and warrants";"Own funds requirements";;;;;;;;;;"Serbian Dinar (016)";"350#385";"Additional requirements for options (non-delta risks)#Delta plus approach - non-continuous options and warrants";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x64,BAS=eba_BA:x9,CUE=eba_CU:RSD,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;390;060;55456;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Scenario matrix approach";"Own funds requirements";;;;;;;;;;"Serbian Dinar (016)";"350#390";"Additional requirements for options (non-delta risks)#Scenario matrix approach";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x47,BAS=eba_BA:x9,CUE=eba_CU:SEK,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;010;060;55457;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"TRADED DEBT INSTRUMENTS IN TRADING BOOK";"Own funds requirements";;;;;;;;;;"Swedish Krona (017)";"010";"TRADED DEBT INSTRUMENTS IN TRADING BOOK";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi235,APR=eba_AP:x47,BAS=eba_BA:x9,CUE=eba_CU:SEK,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;010;070;55457;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"TRADED DEBT INSTRUMENTS IN TRADING BOOK";"Total risk exposure amount";;;;;;;;;;"Swedish Krona (017)";"010";"TRADED DEBT INSTRUMENTS IN TRADING BOOK";"Total risk exposure amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x10,BAS=eba_BA:x9,CUE=eba_CU:SEK,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;011;060;55457;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"General risk";"Own funds requirements";;;;;;;;;;"Swedish Krona (017)";"011";"General risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x10,BAS=eba_BA:x17,CUE=eba_CU:SEK,MCY=eba_MC:x99,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;012;010;55457;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Derivatives";"Positions";"All positions";"Long";;;;;;;;"Swedish Krona (017)";"011#012";"General risk#Derivatives";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x10,BAS=eba_BA:x17,CUE=eba_CU:SEK,MCY=eba_MC:x99,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;012;020;55457;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Derivatives";"Positions";"All positions";"Short";;;;;;;;"Swedish Krona (017)";"011#012";"General risk#Derivatives";"Positions#All positions#Short";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:SEK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;030;55457;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Swedish Krona (017)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:SEK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;040;55457;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Swedish Krona (017)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:SEK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;040;55457;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Swedish Krona (017)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:SEK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;030;55457;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Swedish Krona (017)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:SEK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;040;55457;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Swedish Krona (017)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:SEK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x46,TRI=eba_TR:x19";C_18.00;140;030;55457;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Swedish Krona (017)";"011#020#120#140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:SEK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x47,TRI=eba_TR:x19";C_18.00;150;030;55457;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Swedish Krona (017)";"011#020#120#150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:SEK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x48,TRI=eba_TR:x19";C_18.00;160;030;55457;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Swedish Krona (017)";"011#020#120#160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:SEK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x48,TRI=eba_TR:x19";C_18.00;160;040;55457;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Swedish Krona (017)";"011#020#120#160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:SEK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x50,TRI=eba_TR:x19";C_18.00;170;030;55457;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Swedish Krona (017)";"011#020#120#170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:SEK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x50,TRI=eba_TR:x19";C_18.00;170;040;55457;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Swedish Krona (017)";"011#020#120#170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:SEK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x42,TRI=eba_TR:x19";C_18.00;200;030;55457;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 20 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Swedish Krona (017)";"011#020#120#200";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 20 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:SEK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x42,TRI=eba_TR:x19";C_18.00;200;040;55457;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 20 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Swedish Krona (017)";"011#020#120#200";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 20 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x22,BAS=eba_BA:x17,CUE=eba_CU:SEK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;210;010;55457;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Duration-based approach";"Positions";"All positions";"Long";;;;;;;;"Swedish Krona (017)";"011#210";"General risk#Duration-based approach";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x22,BAS=eba_BA:x17,CUE=eba_CU:SEK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;210;020;55457;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Duration-based approach";"Positions";"All positions";"Short";;;;;;;;"Swedish Krona (017)";"011#210";"General risk#Duration-based approach";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x22,BAS=eba_BA:x17,CUE=eba_CU:SEK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;210;030;55457;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Duration-based approach";"Positions";"Net positions";"Long";;;;;;;;"Swedish Krona (017)";"011#210";"General risk#Duration-based approach";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x9,BAS=eba_BA:x9,CUE=eba_CU:SEK,MCY=eba_MC:x19,PRP=eba_PL:x51,TRI=eba_TR:x22";C_18.00;325;060;55457;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Own funds requirement for securitisation instruments";"Own funds requirements";;;;;;;;;;"Swedish Krona (017)";"250#325";"Specific risk#Own funds requirement for securitisation instruments";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x6,BAS=eba_BA:x9,CUE=eba_CU:SEK,MCY=eba_MC:x189,PRP=eba_PL:x51,TRI=eba_TR:x21";C_18.00;330;060;55457;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Own funds requirement for the correlation trading portfolio";"Own funds requirements";;;;;;;;;;"Swedish Krona (017)";"250#330";"Specific risk#Own funds requirement for the correlation trading portfolio";"Own funds requirements";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x61,BAS=eba_BA:x9,CUE=eba_CU:SEK,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;360;060;55457;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Simplified method";"Own funds requirements";;;;;;;;;;"Swedish Krona (017)";"350#360";"Additional requirements for options (non-delta risks)#Simplified method";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x62,BAS=eba_BA:x9,CUE=eba_CU:SEK,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;370;060;55457;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Delta plus approach - additional requirements for gamma risk";"Own funds requirements";;;;;;;;;;"Swedish Krona (017)";"350#370";"Additional requirements for options (non-delta risks)#Delta plus approach - additional requirements for gamma risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x63,BAS=eba_BA:x9,CUE=eba_CU:SEK,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;380;060;55457;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Delta plus approach - additional requirements for vega risk";"Own funds requirements";;;;;;;;;;"Swedish Krona (017)";"350#380";"Additional requirements for options (non-delta risks)#Delta plus approach - additional requirements for vega risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x115,BAS=eba_BA:x9,CUE=eba_CU:SEK,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;385;060;55457;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Delta plus approach - non-continuous options and warrants";"Own funds requirements";;;;;;;;;;"Swedish Krona (017)";"350#385";"Additional requirements for options (non-delta risks)#Delta plus approach - non-continuous options and warrants";"Own funds requirements";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x47,BAS=eba_BA:x9,CUE=eba_CU:CHF,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;010;060;55458;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"TRADED DEBT INSTRUMENTS IN TRADING BOOK";"Own funds requirements";;;;;;;;;;"Swiss Franc (018)";"010";"TRADED DEBT INSTRUMENTS IN TRADING BOOK";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi235,APR=eba_AP:x47,BAS=eba_BA:x9,CUE=eba_CU:CHF,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;010;070;55458;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"TRADED DEBT INSTRUMENTS IN TRADING BOOK";"Total risk exposure amount";;;;;;;;;;"Swiss Franc (018)";"010";"TRADED DEBT INSTRUMENTS IN TRADING BOOK";"Total risk exposure amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x10,BAS=eba_BA:x9,CUE=eba_CU:CHF,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;011;060;55458;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"General risk";"Own funds requirements";;;;;;;;;;"Swiss Franc (018)";"011";"General risk";"Own funds requirements";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CHF,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x34,TRI=eba_TR:x19";C_18.00;050;030;55458;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 3 months";"Positions";"Net positions";"Long";;;;;;;;"Swiss Franc (018)";"011#020#030#050";"General risk#Maturity-based approach#Zone 1#> 1 <= 3 months";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CHF,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x36,TRI=eba_TR:x19";C_18.00;060;030;55458;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 6 months";"Positions";"Net positions";"Long";;;;;;;;"Swiss Franc (018)";"011#020#030#060";"General risk#Maturity-based approach#Zone 1#> 3 <= 6 months";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CHF,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;030;55458;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Swiss Franc (018)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CHF,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;040;55458;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Swiss Franc (018)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CHF,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;030;55458;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Swiss Franc (018)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CHF,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;040;55458;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Swiss Franc (018)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CHF,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;030;55458;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Swiss Franc (018)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CHF,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;030;55458;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Swiss Franc (018)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CHF,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x46,TRI=eba_TR:x19";C_18.00;140;030;55458;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Swiss Franc (018)";"011#020#120#140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CHF,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x47,TRI=eba_TR:x19";C_18.00;150;030;55458;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Swiss Franc (018)";"011#020#120#150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CHF,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x48,TRI=eba_TR:x19";C_18.00;160;030;55458;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Swiss Franc (018)";"011#020#120#160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CHF,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x50,TRI=eba_TR:x19";C_18.00;170;030;55458;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Swiss Franc (018)";"011#020#120#170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CHF,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x4,TRI=eba_TR:x19";C_18.00;180;030;55458;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Swiss Franc (018)";"011#020#120#180";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:CHF,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x42,TRI=eba_TR:x19";C_18.00;200;040;55458;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 20 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Swiss Franc (018)";"011#020#120#200";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 20 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x22,BAS=eba_BA:x17,CUE=eba_CU:CHF,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;210;010;55458;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Duration-based approach";"Positions";"All positions";"Long";;;;;;;;"Swiss Franc (018)";"011#210";"General risk#Duration-based approach";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x22,BAS=eba_BA:x17,CUE=eba_CU:CHF,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;210;020;55458;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Duration-based approach";"Positions";"All positions";"Short";;;;;;;;"Swiss Franc (018)";"011#210";"General risk#Duration-based approach";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x22,BAS=eba_BA:x17,CUE=eba_CU:CHF,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;210;030;55458;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Duration-based approach";"Positions";"Net positions";"Long";;;;;;;;"Swiss Franc (018)";"011#210";"General risk#Duration-based approach";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x22,BAS=eba_BA:x17,CUE=eba_CU:CHF,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;210;040;55458;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Duration-based approach";"Positions";"Net positions";"Short";;;;;;;;"Swiss Franc (018)";"011#210";"General risk#Duration-based approach";"Positions#Net positions#Short";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi259,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:CHF,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x20";C_18.00;310;050;55458;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the third category";"Positions";"Positions subject to capital charge";;;;;;;;;"Swiss Franc (018)";"250#251#310";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the third category";"Positions#Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:CHF,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x20";C_18.00;310;060;55458;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the third category";"Own funds requirements";;;;;;;;;;"Swiss Franc (018)";"250#251#310";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the third category";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:CHF,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x7,TRI=eba_TR:x20";C_18.00;320;010;55458;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the fourth category";"Positions";"All positions";"Long";;;;;;;;"Swiss Franc (018)";"250#251#320";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the fourth category";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:CHF,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x7,TRI=eba_TR:x20";C_18.00;320;020;55458;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the fourth category";"Positions";"All positions";"Short";;;;;;;;"Swiss Franc (018)";"250#251#320";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the fourth category";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:CHF,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x7,TRI=eba_TR:x20";C_18.00;320;030;55458;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the fourth category";"Positions";"Net positions";"Long";;;;;;;;"Swiss Franc (018)";"250#251#320";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the fourth category";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:CHF,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x7,TRI=eba_TR:x20";C_18.00;320;040;55458;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the fourth category";"Positions";"Net positions";"Short";;;;;;;;"Swiss Franc (018)";"250#251#320";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the fourth category";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi259,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:CHF,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x7,TRI=eba_TR:x20";C_18.00;320;050;55458;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the fourth category";"Positions";"Positions subject to capital charge";;;;;;;;;"Swiss Franc (018)";"250#251#320";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the fourth category";"Positions#Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:CHF,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x7,TRI=eba_TR:x20";C_18.00;320;060;55458;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the fourth category";"Own funds requirements";;;;;;;;;;"Swiss Franc (018)";"250#251#320";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the fourth category";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:CHF,EXT=eba_ER:x1,MCY=eba_MC:x244,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x20";C_18.00;321;010;55458;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Rated nth-to default credit derivatives";"Positions";"All positions";"Long";;;;;;;;"Swiss Franc (018)";"250#251#321";"Specific risk#Own funds requirement for non-securitisation debt instruments#Rated nth-to default credit derivatives";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:CHF,EXT=eba_ER:x1,MCY=eba_MC:x244,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x20";C_18.00;321;020;55458;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Rated nth-to default credit derivatives";"Positions";"All positions";"Short";;;;;;;;"Swiss Franc (018)";"250#251#321";"Specific risk#Own funds requirement for non-securitisation debt instruments#Rated nth-to default credit derivatives";"Positions#All positions#Short";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:CHF,EXT=eba_ER:x1,MCY=eba_MC:x244,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x20";C_18.00;321;040;55458;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Rated nth-to default credit derivatives";"Positions";"Net positions";"Short";;;;;;;;"Swiss Franc (018)";"250#251#321";"Specific risk#Own funds requirement for non-securitisation debt instruments#Rated nth-to default credit derivatives";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi259,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:CHF,EXT=eba_ER:x1,MCY=eba_MC:x244,PRP=eba_PL:x51,TRI=eba_TR:x20";C_18.00;321;050;55458;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Rated nth-to default credit derivatives";"Positions";"Positions subject to capital charge";;;;;;;;;"Swiss Franc (018)";"250#251#321";"Specific risk#Own funds requirement for non-securitisation debt instruments#Rated nth-to default credit derivatives";"Positions#Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:CHF,EXT=eba_ER:x1,MCY=eba_MC:x244,PRP=eba_PL:x51,TRI=eba_TR:x20";C_18.00;321;060;55458;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Rated nth-to default credit derivatives";"Own funds requirements";;;;;;;;;;"Swiss Franc (018)";"250#251#321";"Specific risk#Own funds requirement for non-securitisation debt instruments#Rated nth-to default credit derivatives";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x9,BAS=eba_BA:x9,CUE=eba_CU:CHF,MCY=eba_MC:x19,PRP=eba_PL:x51,TRI=eba_TR:x22";C_18.00;325;060;55458;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Own funds requirement for securitisation instruments";"Own funds requirements";;;;;;;;;;"Swiss Franc (018)";"250#325";"Specific risk#Own funds requirement for securitisation instruments";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x6,BAS=eba_BA:x9,CUE=eba_CU:CHF,MCY=eba_MC:x189,PRP=eba_PL:x51,TRI=eba_TR:x21";C_18.00;330;060;55458;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Own funds requirement for the correlation trading portfolio";"Own funds requirements";;;;;;;;;;"Swiss Franc (018)";"250#330";"Specific risk#Own funds requirement for the correlation trading portfolio";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x11,BAS=eba_BA:x9,CUE=eba_CU:CHF,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;350;060;55458;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Additional requirements for options (non-delta risks)";"Own funds requirements";;;;;;;;;;"Swiss Franc (018)";"350";"Additional requirements for options (non-delta risks)";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x61,BAS=eba_BA:x9,CUE=eba_CU:CHF,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;360;060;55458;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Simplified method";"Own funds requirements";;;;;;;;;;"Swiss Franc (018)";"350#360";"Additional requirements for options (non-delta risks)#Simplified method";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x62,BAS=eba_BA:x9,CUE=eba_CU:CHF,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;370;060;55458;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Delta plus approach - additional requirements for gamma risk";"Own funds requirements";;;;;;;;;;"Swiss Franc (018)";"350#370";"Additional requirements for options (non-delta risks)#Delta plus approach - additional requirements for gamma risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x63,BAS=eba_BA:x9,CUE=eba_CU:CHF,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;380;060;55458;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Delta plus approach - additional requirements for vega risk";"Own funds requirements";;;;;;;;;;"Swiss Franc (018)";"350#380";"Additional requirements for options (non-delta risks)#Delta plus approach - additional requirements for vega risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x115,BAS=eba_BA:x9,CUE=eba_CU:CHF,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;385;060;55458;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Delta plus approach - non-continuous options and warrants";"Own funds requirements";;;;;;;;;;"Swiss Franc (018)";"350#385";"Additional requirements for options (non-delta risks)#Delta plus approach - non-continuous options and warrants";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x64,BAS=eba_BA:x9,CUE=eba_CU:CHF,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;390;060;55458;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Scenario matrix approach";"Own funds requirements";;;;;;;;;;"Swiss Franc (018)";"350#390";"Additional requirements for options (non-delta risks)#Scenario matrix approach";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x47,BAS=eba_BA:x9,CUE=eba_CU:TRY,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;010;060;55459;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"TRADED DEBT INSTRUMENTS IN TRADING BOOK";"Own funds requirements";;;;;;;;;;"Turkish Lira (019)";"010";"TRADED DEBT INSTRUMENTS IN TRADING BOOK";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi235,APR=eba_AP:x47,BAS=eba_BA:x9,CUE=eba_CU:TRY,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;010;070;55459;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"TRADED DEBT INSTRUMENTS IN TRADING BOOK";"Total risk exposure amount";;;;;;;;;;"Turkish Lira (019)";"010";"TRADED DEBT INSTRUMENTS IN TRADING BOOK";"Total risk exposure amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x10,BAS=eba_BA:x9,CUE=eba_CU:TRY,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;011;060;55459;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"General risk";"Own funds requirements";;;;;;;;;;"Turkish Lira (019)";"011";"General risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x10,BAS=eba_BA:x17,CUE=eba_CU:TRY,MCY=eba_MC:x99,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;012;010;55459;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Derivatives";"Positions";"All positions";"Long";;;;;;;;"Turkish Lira (019)";"011#012";"General risk#Derivatives";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x10,BAS=eba_BA:x17,CUE=eba_CU:TRY,MCY=eba_MC:x99,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;012;020;55459;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Derivatives";"Positions";"All positions";"Short";;;;;;;;"Turkish Lira (019)";"011#012";"General risk#Derivatives";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x10,BAS=eba_BA:x17,CUE=eba_CU:TRY,MCY=eba_MC:x157,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;013;010;55459;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Other assets and liabilities";"Positions";"All positions";"Long";;;;;;;;"Turkish Lira (019)";"011#013";"General risk#Other assets and liabilities";"Positions#All positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:TRY,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;020;010;55459;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Maturity-based approach";"Positions";"All positions";"Long";;;;;;;;"Turkish Lira (019)";"011#020";"General risk#Maturity-based approach";"Positions#All positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:TRY,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x34,TRI=eba_TR:x19";C_18.00;050;030;55459;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 3 months";"Positions";"Net positions";"Long";;;;;;;;"Turkish Lira (019)";"011#020#030#050";"General risk#Maturity-based approach#Zone 1#> 1 <= 3 months";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:TRY,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x36,TRI=eba_TR:x19";C_18.00;060;030;55459;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 6 months";"Positions";"Net positions";"Long";;;;;;;;"Turkish Lira (019)";"011#020#030#060";"General risk#Maturity-based approach#Zone 1#> 3 <= 6 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:TRY,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x36,TRI=eba_TR:x19";C_18.00;060;040;55459;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 6 months";"Positions";"Net positions";"Short";;;;;;;;"Turkish Lira (019)";"011#020#030#060";"General risk#Maturity-based approach#Zone 1#> 3 <= 6 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:TRY,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x37,TRI=eba_TR:x19";C_18.00;070;030;55459;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 6 <= 12 months";"Positions";"Net positions";"Long";;;;;;;;"Turkish Lira (019)";"011#020#030#070";"General risk#Maturity-based approach#Zone 1#> 6 <= 12 months";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:TRY,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;030;55459;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Turkish Lira (019)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:TRY,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;040;55459;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Turkish Lira (019)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:TRY,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;030;55459;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Turkish Lira (019)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:TRY,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;040;55459;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Turkish Lira (019)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:TRY,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;030;55459;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Turkish Lira (019)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:TRY,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x46,TRI=eba_TR:x19";C_18.00;140;030;55459;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Turkish Lira (019)";"011#020#120#140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:TRY,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x47,TRI=eba_TR:x19";C_18.00;150;030;55459;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Turkish Lira (019)";"011#020#120#150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:TRY,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x50,TRI=eba_TR:x19";C_18.00;170;030;55459;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Turkish Lira (019)";"011#020#120#170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:TRY,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x4,TRI=eba_TR:x19";C_18.00;180;030;55459;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Turkish Lira (019)";"011#020#120#180";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x22,BAS=eba_BA:x17,CUE=eba_CU:TRY,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;210;010;55459;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Duration-based approach";"Positions";"All positions";"Long";;;;;;;;"Turkish Lira (019)";"011#210";"General risk#Duration-based approach";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x22,BAS=eba_BA:x17,CUE=eba_CU:TRY,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;210;020;55459;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Duration-based approach";"Positions";"All positions";"Short";;;;;;;;"Turkish Lira (019)";"011#210";"General risk#Duration-based approach";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x22,BAS=eba_BA:x17,CUE=eba_CU:TRY,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;210;030;55459;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Duration-based approach";"Positions";"Net positions";"Long";;;;;;;;"Turkish Lira (019)";"011#210";"General risk#Duration-based approach";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x22,BAS=eba_BA:x17,CUE=eba_CU:TRY,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;210;040;55459;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Duration-based approach";"Positions";"Net positions";"Short";;;;;;;;"Turkish Lira (019)";"011#210";"General risk#Duration-based approach";"Positions#Net positions#Short";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi259,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:TRY,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x39,TRI=eba_TR:x20";C_18.00;300;050;55459;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With a residual term > 24 months";"Positions";"Positions subject to capital charge";;;;;;;;;"Turkish Lira (019)";"250#251#270#300";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With a residual term > 24 months";"Positions#Positions subject to capital charge";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi259,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:TRY,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x20";C_18.00;310;050;55459;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the third category";"Positions";"Positions subject to capital charge";;;;;;;;;"Turkish Lira (019)";"250#251#310";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the third category";"Positions#Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:TRY,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x20";C_18.00;310;060;55459;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the third category";"Own funds requirements";;;;;;;;;;"Turkish Lira (019)";"250#251#310";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the third category";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:TRY,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x7,TRI=eba_TR:x20";C_18.00;320;010;55459;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the fourth category";"Positions";"All positions";"Long";;;;;;;;"Turkish Lira (019)";"250#251#320";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the fourth category";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:TRY,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x7,TRI=eba_TR:x20";C_18.00;320;020;55459;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the fourth category";"Positions";"All positions";"Short";;;;;;;;"Turkish Lira (019)";"250#251#320";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the fourth category";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:TRY,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x7,TRI=eba_TR:x20";C_18.00;320;030;55459;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the fourth category";"Positions";"Net positions";"Long";;;;;;;;"Turkish Lira (019)";"250#251#320";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the fourth category";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:TRY,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x7,TRI=eba_TR:x20";C_18.00;320;040;55459;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the fourth category";"Positions";"Net positions";"Short";;;;;;;;"Turkish Lira (019)";"250#251#320";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the fourth category";"Positions#Net positions#Short";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:TRY,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x7,TRI=eba_TR:x20";C_18.00;320;060;55459;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the fourth category";"Own funds requirements";;;;;;;;;;"Turkish Lira (019)";"250#251#320";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the fourth category";"Own funds requirements";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi259,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:TRY,EXT=eba_ER:x1,MCY=eba_MC:x244,PRP=eba_PL:x51,TRI=eba_TR:x20";C_18.00;321;050;55459;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Rated nth-to default credit derivatives";"Positions";"Positions subject to capital charge";;;;;;;;;"Turkish Lira (019)";"250#251#321";"Specific risk#Own funds requirement for non-securitisation debt instruments#Rated nth-to default credit derivatives";"Positions#Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:TRY,EXT=eba_ER:x1,MCY=eba_MC:x244,PRP=eba_PL:x51,TRI=eba_TR:x20";C_18.00;321;060;55459;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Rated nth-to default credit derivatives";"Own funds requirements";;;;;;;;;;"Turkish Lira (019)";"250#251#321";"Specific risk#Own funds requirement for non-securitisation debt instruments#Rated nth-to default credit derivatives";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x9,BAS=eba_BA:x9,CUE=eba_CU:TRY,MCY=eba_MC:x19,PRP=eba_PL:x51,TRI=eba_TR:x22";C_18.00;325;060;55459;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Own funds requirement for securitisation instruments";"Own funds requirements";;;;;;;;;;"Turkish Lira (019)";"250#325";"Specific risk#Own funds requirement for securitisation instruments";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x6,BAS=eba_BA:x9,CUE=eba_CU:TRY,MCY=eba_MC:x189,PRP=eba_PL:x51,TRI=eba_TR:x21";C_18.00;330;060;55459;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Own funds requirement for the correlation trading portfolio";"Own funds requirements";;;;;;;;;;"Turkish Lira (019)";"250#330";"Specific risk#Own funds requirement for the correlation trading portfolio";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x11,BAS=eba_BA:x9,CUE=eba_CU:TRY,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;350;060;55459;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Additional requirements for options (non-delta risks)";"Own funds requirements";;;;;;;;;;"Turkish Lira (019)";"350";"Additional requirements for options (non-delta risks)";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x61,BAS=eba_BA:x9,CUE=eba_CU:TRY,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;360;060;55459;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Simplified method";"Own funds requirements";;;;;;;;;;"Turkish Lira (019)";"350#360";"Additional requirements for options (non-delta risks)#Simplified method";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x62,BAS=eba_BA:x9,CUE=eba_CU:TRY,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;370;060;55459;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Delta plus approach - additional requirements for gamma risk";"Own funds requirements";;;;;;;;;;"Turkish Lira (019)";"350#370";"Additional requirements for options (non-delta risks)#Delta plus approach - additional requirements for gamma risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x63,BAS=eba_BA:x9,CUE=eba_CU:TRY,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;380;060;55459;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Delta plus approach - additional requirements for vega risk";"Own funds requirements";;;;;;;;;;"Turkish Lira (019)";"350#380";"Additional requirements for options (non-delta risks)#Delta plus approach - additional requirements for vega risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x115,BAS=eba_BA:x9,CUE=eba_CU:TRY,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;385;060;55459;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Delta plus approach - non-continuous options and warrants";"Own funds requirements";;;;;;;;;;"Turkish Lira (019)";"350#385";"Additional requirements for options (non-delta risks)#Delta plus approach - non-continuous options and warrants";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x64,BAS=eba_BA:x9,CUE=eba_CU:TRY,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;390;060;55459;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Scenario matrix approach";"Own funds requirements";;;;;;;;;;"Turkish Lira (019)";"350#390";"Additional requirements for options (non-delta risks)#Scenario matrix approach";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x47,BAS=eba_BA:x9,CUE=eba_CU:UAH,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;010;060;55460;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"TRADED DEBT INSTRUMENTS IN TRADING BOOK";"Own funds requirements";;;;;;;;;;"Hryvnia (020)";"010";"TRADED DEBT INSTRUMENTS IN TRADING BOOK";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi235,APR=eba_AP:x47,BAS=eba_BA:x9,CUE=eba_CU:UAH,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;010;070;55460;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"TRADED DEBT INSTRUMENTS IN TRADING BOOK";"Total risk exposure amount";;;;;;;;;;"Hryvnia (020)";"010";"TRADED DEBT INSTRUMENTS IN TRADING BOOK";"Total risk exposure amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x10,BAS=eba_BA:x9,CUE=eba_CU:UAH,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;011;060;55460;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"General risk";"Own funds requirements";;;;;;;;;;"Hryvnia (020)";"011";"General risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x10,BAS=eba_BA:x17,CUE=eba_CU:UAH,MCY=eba_MC:x99,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;012;010;55460;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Derivatives";"Positions";"All positions";"Long";;;;;;;;"Hryvnia (020)";"011#012";"General risk#Derivatives";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x10,BAS=eba_BA:x17,CUE=eba_CU:UAH,MCY=eba_MC:x99,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;012;020;55460;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Derivatives";"Positions";"All positions";"Short";;;;;;;;"Hryvnia (020)";"011#012";"General risk#Derivatives";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x10,BAS=eba_BA:x17,CUE=eba_CU:UAH,MCY=eba_MC:x157,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;013;010;55460;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Other assets and liabilities";"Positions";"All positions";"Long";;;;;;;;"Hryvnia (020)";"011#013";"General risk#Other assets and liabilities";"Positions#All positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:UAH,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x34,TRI=eba_TR:x19";C_18.00;050;030;55460;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 3 months";"Positions";"Net positions";"Long";;;;;;;;"Hryvnia (020)";"011#020#030#050";"General risk#Maturity-based approach#Zone 1#> 1 <= 3 months";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:UAH,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;030;55460;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Hryvnia (020)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:UAH,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;040;55460;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Hryvnia (020)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:UAH,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;030;55460;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Hryvnia (020)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:UAH,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;040;55460;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Hryvnia (020)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:UAH,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;030;55460;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Hryvnia (020)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:UAH,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x4,TRI=eba_TR:x19";C_18.00;180;030;55460;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Hryvnia (020)";"011#020#120#180";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:UAH,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x42,TRI=eba_TR:x19";C_18.00;200;040;55460;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 20 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Hryvnia (020)";"011#020#120#200";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 20 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x22,BAS=eba_BA:x17,CUE=eba_CU:UAH,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;210;010;55460;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Duration-based approach";"Positions";"All positions";"Long";;;;;;;;"Hryvnia (020)";"011#210";"General risk#Duration-based approach";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x22,BAS=eba_BA:x17,CUE=eba_CU:UAH,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;210;020;55460;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Duration-based approach";"Positions";"All positions";"Short";;;;;;;;"Hryvnia (020)";"011#210";"General risk#Duration-based approach";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x22,BAS=eba_BA:x17,CUE=eba_CU:UAH,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;210;030;55460;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Duration-based approach";"Positions";"Net positions";"Long";;;;;;;;"Hryvnia (020)";"011#210";"General risk#Duration-based approach";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x22,BAS=eba_BA:x17,CUE=eba_CU:UAH,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;210;040;55460;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Duration-based approach";"Positions";"Net positions";"Short";;;;;;;;"Hryvnia (020)";"011#210";"General risk#Duration-based approach";"Positions#Net positions#Short";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi259,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:UAH,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x20";C_18.00;310;050;55460;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the third category";"Positions";"Positions subject to capital charge";;;;;;;;;"Hryvnia (020)";"250#251#310";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the third category";"Positions#Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:UAH,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x20";C_18.00;310;060;55460;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the third category";"Own funds requirements";;;;;;;;;;"Hryvnia (020)";"250#251#310";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the third category";"Own funds requirements";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:UAH,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x7,TRI=eba_TR:x20";C_18.00;320;020;55460;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the fourth category";"Positions";"All positions";"Short";;;;;;;;"Hryvnia (020)";"250#251#320";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the fourth category";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:UAH,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x7,TRI=eba_TR:x20";C_18.00;320;030;55460;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the fourth category";"Positions";"Net positions";"Long";;;;;;;;"Hryvnia (020)";"250#251#320";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the fourth category";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi259,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:UAH,EXT=eba_ER:x1,MCY=eba_MC:x244,PRP=eba_PL:x51,TRI=eba_TR:x20";C_18.00;321;050;55460;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Rated nth-to default credit derivatives";"Positions";"Positions subject to capital charge";;;;;;;;;"Hryvnia (020)";"250#251#321";"Specific risk#Own funds requirement for non-securitisation debt instruments#Rated nth-to default credit derivatives";"Positions#Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:UAH,EXT=eba_ER:x1,MCY=eba_MC:x244,PRP=eba_PL:x51,TRI=eba_TR:x20";C_18.00;321;060;55460;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Rated nth-to default credit derivatives";"Own funds requirements";;;;;;;;;;"Hryvnia (020)";"250#251#321";"Specific risk#Own funds requirement for non-securitisation debt instruments#Rated nth-to default credit derivatives";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x9,BAS=eba_BA:x9,CUE=eba_CU:UAH,MCY=eba_MC:x19,PRP=eba_PL:x51,TRI=eba_TR:x22";C_18.00;325;060;55460;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Own funds requirement for securitisation instruments";"Own funds requirements";;;;;;;;;;"Hryvnia (020)";"250#325";"Specific risk#Own funds requirement for securitisation instruments";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x6,BAS=eba_BA:x9,CUE=eba_CU:UAH,MCY=eba_MC:x189,PRP=eba_PL:x51,TRI=eba_TR:x21";C_18.00;330;060;55460;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Own funds requirement for the correlation trading portfolio";"Own funds requirements";;;;;;;;;;"Hryvnia (020)";"250#330";"Specific risk#Own funds requirement for the correlation trading portfolio";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x11,BAS=eba_BA:x9,CUE=eba_CU:UAH,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;350;060;55460;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Additional requirements for options (non-delta risks)";"Own funds requirements";;;;;;;;;;"Hryvnia (020)";"350";"Additional requirements for options (non-delta risks)";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x61,BAS=eba_BA:x9,CUE=eba_CU:UAH,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;360;060;55460;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Simplified method";"Own funds requirements";;;;;;;;;;"Hryvnia (020)";"350#360";"Additional requirements for options (non-delta risks)#Simplified method";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x62,BAS=eba_BA:x9,CUE=eba_CU:UAH,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;370;060;55460;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Delta plus approach - additional requirements for gamma risk";"Own funds requirements";;;;;;;;;;"Hryvnia (020)";"350#370";"Additional requirements for options (non-delta risks)#Delta plus approach - additional requirements for gamma risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x63,BAS=eba_BA:x9,CUE=eba_CU:UAH,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;380;060;55460;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Delta plus approach - additional requirements for vega risk";"Own funds requirements";;;;;;;;;;"Hryvnia (020)";"350#380";"Additional requirements for options (non-delta risks)#Delta plus approach - additional requirements for vega risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x115,BAS=eba_BA:x9,CUE=eba_CU:UAH,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;385;060;55460;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Delta plus approach - non-continuous options and warrants";"Own funds requirements";;;;;;;;;;"Hryvnia (020)";"350#385";"Additional requirements for options (non-delta risks)#Delta plus approach - non-continuous options and warrants";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x64,BAS=eba_BA:x9,CUE=eba_CU:UAH,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;390;060;55460;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Scenario matrix approach";"Own funds requirements";;;;;;;;;;"Hryvnia (020)";"350#390";"Additional requirements for options (non-delta risks)#Scenario matrix approach";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x47,BAS=eba_BA:x9,CUE=eba_CU:USD,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;010;060;55461;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"TRADED DEBT INSTRUMENTS IN TRADING BOOK";"Own funds requirements";;;;;;;;;;"US Dollar (021)";"010";"TRADED DEBT INSTRUMENTS IN TRADING BOOK";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi235,APR=eba_AP:x47,BAS=eba_BA:x9,CUE=eba_CU:USD,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;010;070;55461;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"TRADED DEBT INSTRUMENTS IN TRADING BOOK";"Total risk exposure amount";;;;;;;;;;"US Dollar (021)";"010";"TRADED DEBT INSTRUMENTS IN TRADING BOOK";"Total risk exposure amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x10,BAS=eba_BA:x9,CUE=eba_CU:USD,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;011;060;55461;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"General risk";"Own funds requirements";;;;;;;;;;"US Dollar (021)";"011";"General risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x10,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x99,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;012;010;55461;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Derivatives";"Positions";"All positions";"Long";;;;;;;;"US Dollar (021)";"011#012";"General risk#Derivatives";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x10,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x99,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;012;020;55461;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Derivatives";"Positions";"All positions";"Short";;;;;;;;"US Dollar (021)";"011#012";"General risk#Derivatives";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x10,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x157,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;013;010;55461;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Other assets and liabilities";"Positions";"All positions";"Long";;;;;;;;"US Dollar (021)";"011#013";"General risk#Other assets and liabilities";"Positions#All positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x34,TRI=eba_TR:x19";C_18.00;050;030;55461;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 3 months";"Positions";"Net positions";"Long";;;;;;;;"US Dollar (021)";"011#020#030#050";"General risk#Maturity-based approach#Zone 1#> 1 <= 3 months";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;030;55461;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"US Dollar (021)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;030;55461;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"US Dollar (021)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;040;55461;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"US Dollar (021)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;030;55461;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"US Dollar (021)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;040;55461;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"US Dollar (021)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;030;55461;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"US Dollar (021)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x44,TRI=eba_TR:x19";C_18.00;130;040;55461;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"US Dollar (021)";"011#020#120#130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x46,TRI=eba_TR:x19";C_18.00;140;030;55461;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"US Dollar (021)";"011#020#120#140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x46,TRI=eba_TR:x19";C_18.00;140;040;55461;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"US Dollar (021)";"011#020#120#140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x47,TRI=eba_TR:x19";C_18.00;150;030;55461;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"US Dollar (021)";"011#020#120#150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x47,TRI=eba_TR:x19";C_18.00;150;040;55461;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"US Dollar (021)";"011#020#120#150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x48,TRI=eba_TR:x19";C_18.00;160;030;55461;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"US Dollar (021)";"011#020#120#160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x50,TRI=eba_TR:x19";C_18.00;170;030;55461;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"US Dollar (021)";"011#020#120#170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x50,TRI=eba_TR:x19";C_18.00;170;040;55461;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"US Dollar (021)";"011#020#120#170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x4,TRI=eba_TR:x19";C_18.00;180;030;55461;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"US Dollar (021)";"011#020#120#180";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x4,TRI=eba_TR:x19";C_18.00;180;040;55461;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"US Dollar (021)";"011#020#120#180";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x19";C_18.00;190;030;55461;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"US Dollar (021)";"011#020#120#190";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x19";C_18.00;190;040;55461;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"US Dollar (021)";"011#020#120#190";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x42,TRI=eba_TR:x19";C_18.00;200;030;55461;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 20 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"US Dollar (021)";"011#020#120#200";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 20 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x42,TRI=eba_TR:x19";C_18.00;200;040;55461;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 20 (> 20 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"US Dollar (021)";"011#020#120#200";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 20 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x22,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;210;010;55461;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Duration-based approach";"Positions";"All positions";"Long";;;;;;;;"US Dollar (021)";"011#210";"General risk#Duration-based approach";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x22,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;210;020;55461;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Duration-based approach";"Positions";"All positions";"Short";;;;;;;;"US Dollar (021)";"011#210";"General risk#Duration-based approach";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x22,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;210;030;55461;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Duration-based approach";"Positions";"Net positions";"Long";;;;;;;;"US Dollar (021)";"011#210";"General risk#Duration-based approach";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x22,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;210;040;55461;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Duration-based approach";"Positions";"Net positions";"Short";;;;;;;;"US Dollar (021)";"011#210";"General risk#Duration-based approach";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi259,APR=eba_AP:x22,BAS=eba_BA:x9,CUE=eba_CU:USD,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;210;050;55461;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Duration-based approach";"Positions";"Positions subject to capital charge";;;;;;;;;"US Dollar (021)";"011#210";"General risk#Duration-based approach";"Positions#Positions subject to capital charge";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x22,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x64,TRI=eba_TR:x19";C_18.00;220;010;55461;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Zone 1";"Positions";"All positions";"Long";;;;;;;;"US Dollar (021)";"011#210#220";"General risk#Duration-based approach#Zone 1";"Positions#All positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:USD,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x52,TRI=eba_TR:x20";C_18.00;270;060;55461;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the second category";"Own funds requirements";;;;;;;;;;"US Dollar (021)";"250#251#270";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x35,TRI=eba_TR:x20";C_18.00;280;010;55461;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With residual term <= 6 months";"Positions";"All positions";"Long";;;;;;;;"US Dollar (021)";"250#251#270#280";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With residual term <= 6 months";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x35,TRI=eba_TR:x20";C_18.00;280;020;55461;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With residual term <= 6 months";"Positions";"All positions";"Short";;;;;;;;"US Dollar (021)";"250#251#270#280";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With residual term <= 6 months";"Positions#All positions#Short";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi259,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:USD,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x35,TRI=eba_TR:x20";C_18.00;280;050;55461;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With residual term <= 6 months";"Positions";"Positions subject to capital charge";;;;;;;;;"US Dollar (021)";"250#251#270#280";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With residual term <= 6 months";"Positions#Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:USD,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x35,TRI=eba_TR:x20";C_18.00;280;060;55461;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With residual term <= 6 months";"Own funds requirements";;;;;;;;;;"US Dollar (021)";"250#251#270#280";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With residual term <= 6 months";"Own funds requirements";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x2,TRI=eba_TR:x20";C_18.00;290;020;55461;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With a residual term > 6 months and <= 24 months";"Positions";"All positions";"Short";;;;;;;;"US Dollar (021)";"250#251#270#290";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With a residual term > 6 months and <= 24 months";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x2,TRI=eba_TR:x20";C_18.00;290;030;55461;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With a residual term > 6 months and <= 24 months";"Positions";"Net positions";"Long";;;;;;;;"US Dollar (021)";"250#251#270#290";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With a residual term > 6 months and <= 24 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x2,TRI=eba_TR:x20";C_18.00;290;040;55461;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With a residual term > 6 months and <= 24 months";"Positions";"Net positions";"Short";;;;;;;;"US Dollar (021)";"250#251#270#290";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With a residual term > 6 months and <= 24 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi259,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:USD,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x2,TRI=eba_TR:x20";C_18.00;290;050;55461;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With a residual term > 6 months and <= 24 months";"Positions";"Positions subject to capital charge";;;;;;;;;"US Dollar (021)";"250#251#270#290";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With a residual term > 6 months and <= 24 months";"Positions#Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:USD,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x2,TRI=eba_TR:x20";C_18.00;290;060;55461;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With a residual term > 6 months and <= 24 months";"Own funds requirements";;;;;;;;;;"US Dollar (021)";"250#251#270#290";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With a residual term > 6 months and <= 24 months";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x39,TRI=eba_TR:x20";C_18.00;300;010;55461;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With a residual term > 24 months";"Positions";"All positions";"Long";;;;;;;;"US Dollar (021)";"250#251#270#300";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With a residual term > 24 months";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x39,TRI=eba_TR:x20";C_18.00;300;020;55461;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With a residual term > 24 months";"Positions";"All positions";"Short";;;;;;;;"US Dollar (021)";"250#251#270#300";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With a residual term > 24 months";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x39,TRI=eba_TR:x20";C_18.00;300;030;55461;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With a residual term > 24 months";"Positions";"Net positions";"Long";;;;;;;;"US Dollar (021)";"250#251#270#300";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With a residual term > 24 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x39,TRI=eba_TR:x20";C_18.00;300;040;55461;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With a residual term > 24 months";"Positions";"Net positions";"Short";;;;;;;;"US Dollar (021)";"250#251#270#300";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With a residual term > 24 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi259,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:USD,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x39,TRI=eba_TR:x20";C_18.00;300;050;55461;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With a residual term > 24 months";"Positions";"Positions subject to capital charge";;;;;;;;;"US Dollar (021)";"250#251#270#300";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With a residual term > 24 months";"Positions#Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:USD,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x39,TRI=eba_TR:x20";C_18.00;300;060;55461;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With a residual term > 24 months";"Own funds requirements";;;;;;;;;;"US Dollar (021)";"250#251#270#300";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With a residual term > 24 months";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x20";C_18.00;310;010;55461;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the third category";"Positions";"All positions";"Long";;;;;;;;"US Dollar (021)";"250#251#310";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the third category";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x20";C_18.00;310;020;55461;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the third category";"Positions";"All positions";"Short";;;;;;;;"US Dollar (021)";"250#251#310";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the third category";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x20";C_18.00;310;030;55461;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the third category";"Positions";"Net positions";"Long";;;;;;;;"US Dollar (021)";"250#251#310";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the third category";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x20";C_18.00;310;040;55461;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the third category";"Positions";"Net positions";"Short";;;;;;;;"US Dollar (021)";"250#251#310";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the third category";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi259,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:USD,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x20";C_18.00;310;050;55461;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the third category";"Positions";"Positions subject to capital charge";;;;;;;;;"US Dollar (021)";"250#251#310";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the third category";"Positions#Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:USD,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x20";C_18.00;310;060;55461;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the third category";"Own funds requirements";;;;;;;;;;"US Dollar (021)";"250#251#310";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the third category";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x7,TRI=eba_TR:x20";C_18.00;320;010;55461;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the fourth category";"Positions";"All positions";"Long";;;;;;;;"US Dollar (021)";"250#251#320";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the fourth category";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x7,TRI=eba_TR:x20";C_18.00;320;020;55461;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the fourth category";"Positions";"All positions";"Short";;;;;;;;"US Dollar (021)";"250#251#320";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the fourth category";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x7,TRI=eba_TR:x20";C_18.00;320;030;55461;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the fourth category";"Positions";"Net positions";"Long";;;;;;;;"US Dollar (021)";"250#251#320";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the fourth category";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:USD,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x7,TRI=eba_TR:x20";C_18.00;320;040;55461;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the fourth category";"Positions";"Net positions";"Short";;;;;;;;"US Dollar (021)";"250#251#320";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the fourth category";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi259,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:USD,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x7,TRI=eba_TR:x20";C_18.00;320;050;55461;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the fourth category";"Positions";"Positions subject to capital charge";;;;;;;;;"US Dollar (021)";"250#251#320";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the fourth category";"Positions#Positions subject to capital charge";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:USD,EXT=eba_ER:x1,MCY=eba_MC:x244,PRP=eba_PL:x51,TRI=eba_TR:x20";C_18.00;321;060;55461;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Rated nth-to default credit derivatives";"Own funds requirements";;;;;;;;;;"US Dollar (021)";"250#251#321";"Specific risk#Own funds requirement for non-securitisation debt instruments#Rated nth-to default credit derivatives";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x9,BAS=eba_BA:x9,CUE=eba_CU:USD,MCY=eba_MC:x19,PRP=eba_PL:x51,TRI=eba_TR:x22";C_18.00;325;060;55461;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Own funds requirement for securitisation instruments";"Own funds requirements";;;;;;;;;;"US Dollar (021)";"250#325";"Specific risk#Own funds requirement for securitisation instruments";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x6,BAS=eba_BA:x9,CUE=eba_CU:USD,MCY=eba_MC:x189,PRP=eba_PL:x51,TRI=eba_TR:x21";C_18.00;330;060;55461;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Own funds requirement for the correlation trading portfolio";"Own funds requirements";;;;;;;;;;"US Dollar (021)";"250#330";"Specific risk#Own funds requirement for the correlation trading portfolio";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x11,BAS=eba_BA:x9,CUE=eba_CU:USD,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;350;060;55461;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Additional requirements for options (non-delta risks)";"Own funds requirements";;;;;;;;;;"US Dollar (021)";"350";"Additional requirements for options (non-delta risks)";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x61,BAS=eba_BA:x9,CUE=eba_CU:USD,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;360;060;55461;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Simplified method";"Own funds requirements";;;;;;;;;;"US Dollar (021)";"350#360";"Additional requirements for options (non-delta risks)#Simplified method";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x62,BAS=eba_BA:x9,CUE=eba_CU:USD,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;370;060;55461;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Delta plus approach - additional requirements for gamma risk";"Own funds requirements";;;;;;;;;;"US Dollar (021)";"350#370";"Additional requirements for options (non-delta risks)#Delta plus approach - additional requirements for gamma risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x63,BAS=eba_BA:x9,CUE=eba_CU:USD,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;380;060;55461;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Delta plus approach - additional requirements for vega risk";"Own funds requirements";;;;;;;;;;"US Dollar (021)";"350#380";"Additional requirements for options (non-delta risks)#Delta plus approach - additional requirements for vega risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x115,BAS=eba_BA:x9,CUE=eba_CU:USD,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;385;060;55461;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Delta plus approach - non-continuous options and warrants";"Own funds requirements";;;;;;;;;;"US Dollar (021)";"350#385";"Additional requirements for options (non-delta risks)#Delta plus approach - non-continuous options and warrants";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x64,BAS=eba_BA:x9,CUE=eba_CU:USD,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;390;060;55461;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Scenario matrix approach";"Own funds requirements";;;;;;;;;;"US Dollar (021)";"350#390";"Additional requirements for options (non-delta risks)#Scenario matrix approach";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x47,BAS=eba_BA:x9,CUE=eba_CU:ISK,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;010;060;55462;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"TRADED DEBT INSTRUMENTS IN TRADING BOOK";"Own funds requirements";;;;;;;;;;"Iceland Krona (022)";"010";"TRADED DEBT INSTRUMENTS IN TRADING BOOK";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi235,APR=eba_AP:x47,BAS=eba_BA:x9,CUE=eba_CU:ISK,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;010;070;55462;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"TRADED DEBT INSTRUMENTS IN TRADING BOOK";"Total risk exposure amount";;;;;;;;;;"Iceland Krona (022)";"010";"TRADED DEBT INSTRUMENTS IN TRADING BOOK";"Total risk exposure amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x10,BAS=eba_BA:x9,CUE=eba_CU:ISK,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;011;060;55462;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"General risk";"Own funds requirements";;;;;;;;;;"Iceland Krona (022)";"011";"General risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x10,BAS=eba_BA:x17,CUE=eba_CU:ISK,MCY=eba_MC:x99,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;012;010;55462;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Derivatives";"Positions";"All positions";"Long";;;;;;;;"Iceland Krona (022)";"011#012";"General risk#Derivatives";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x10,BAS=eba_BA:x17,CUE=eba_CU:ISK,MCY=eba_MC:x99,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;012;020;55462;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Derivatives";"Positions";"All positions";"Short";;;;;;;;"Iceland Krona (022)";"011#012";"General risk#Derivatives";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x10,BAS=eba_BA:x17,CUE=eba_CU:ISK,MCY=eba_MC:x157,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;013;010;55462;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Other assets and liabilities";"Positions";"All positions";"Long";;;;;;;;"Iceland Krona (022)";"011#013";"General risk#Other assets and liabilities";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x10,BAS=eba_BA:x17,CUE=eba_CU:ISK,MCY=eba_MC:x157,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;013;020;55462;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Other assets and liabilities";"Positions";"All positions";"Short";;;;;;;;"Iceland Krona (022)";"011#013";"General risk#Other assets and liabilities";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ISK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;020;010;55462;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Maturity-based approach";"Positions";"All positions";"Long";;;;;;;;"Iceland Krona (022)";"011#020";"General risk#Maturity-based approach";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ISK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;020;020;55462;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Maturity-based approach";"Positions";"All positions";"Short";;;;;;;;"Iceland Krona (022)";"011#020";"General risk#Maturity-based approach";"Positions#All positions#Short";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ISK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x34,TRI=eba_TR:x19";C_18.00;050;030;55462;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 3 months";"Positions";"Net positions";"Long";;;;;;;;"Iceland Krona (022)";"011#020#030#050";"General risk#Maturity-based approach#Zone 1#> 1 <= 3 months";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ISK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;030;55462;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Iceland Krona (022)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ISK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;040;55462;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Iceland Krona (022)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ISK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;030;55462;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Iceland Krona (022)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ISK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;040;55462;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Iceland Krona (022)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ISK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;030;55462;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Iceland Krona (022)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ISK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;040;55462;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Iceland Krona (022)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:ISK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;010;55462;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Long";;;;;;;;"Iceland Krona (022)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EGP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x34,TRI=eba_TR:x19";C_18.00;050;030;55464;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 3 months";"Positions";"Net positions";"Long";;;;;;;;"Egyptian Pound (024)";"011#020#030#050";"General risk#Maturity-based approach#Zone 1#> 1 <= 3 months";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EGP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x37,TRI=eba_TR:x19";C_18.00;070;030;55464;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 6 <= 12 months";"Positions";"Net positions";"Long";;;;;;;;"Egyptian Pound (024)";"011#020#030#070";"General risk#Maturity-based approach#Zone 1#> 6 <= 12 months";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EGP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;030;55464;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Egyptian Pound (024)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EGP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;040;55464;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Egyptian Pound (024)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EGP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;030;55464;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Egyptian Pound (024)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EGP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;040;55464;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Egyptian Pound (024)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EGP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;030;55464;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Egyptian Pound (024)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EGP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x43,TRI=eba_TR:x19";C_18.00;110;040;55464;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Egyptian Pound (024)";"011#020#080#110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:EGP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x68,TRI=eba_TR:x19";C_18.00;120;010;55464;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Long";;;;;;;;"Egyptian Pound (024)";"011#020#120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:EGP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x2,TRI=eba_TR:x20";C_18.00;290;020;55464;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With a residual term > 6 months and <= 24 months";"Positions";"All positions";"Short";;;;;;;;"Egyptian Pound (024)";"250#251#270#290";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With a residual term > 6 months and <= 24 months";"Positions#All positions#Short";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi259,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:EGP,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x39,TRI=eba_TR:x20";C_18.00;300;050;55464;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With a residual term > 24 months";"Positions";"Positions subject to capital charge";;;;;;;;;"Egyptian Pound (024)";"250#251#270#300";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With a residual term > 24 months";"Positions#Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:EGP,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x39,TRI=eba_TR:x20";C_18.00;300;060;55464;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With a residual term > 24 months";"Own funds requirements";;;;;;;;;;"Egyptian Pound (024)";"250#251#270#300";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With a residual term > 24 months";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:EGP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x20";C_18.00;310;010;55464;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the third category";"Positions";"All positions";"Long";;;;;;;;"Egyptian Pound (024)";"250#251#310";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the third category";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:EGP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x20";C_18.00;310;020;55464;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the third category";"Positions";"All positions";"Short";;;;;;;;"Egyptian Pound (024)";"250#251#310";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the third category";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:EGP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x20";C_18.00;310;030;55464;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the third category";"Positions";"Net positions";"Long";;;;;;;;"Egyptian Pound (024)";"250#251#310";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the third category";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi259,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:EGP,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x20";C_18.00;310;050;55464;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the third category";"Positions";"Positions subject to capital charge";;;;;;;;;"Egyptian Pound (024)";"250#251#310";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the third category";"Positions#Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:EGP,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x20";C_18.00;310;060;55464;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the third category";"Own funds requirements";;;;;;;;;;"Egyptian Pound (024)";"250#251#310";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the third category";"Own funds requirements";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi259,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:x21,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x39,TRI=eba_TR:x20";C_18.00;300;050;55465;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With a residual term > 24 months";"Positions";"Positions subject to capital charge";;;;;;;;;"Other (025)";"250#251#270#300";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With a residual term > 24 months";"Positions#Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x8,BAS=eba_BA:x9,CUE=eba_CU:x21,MCY=eba_MC:x156,PRP=eba_PL:x51,RWS=eba_PC:x39,TRI=eba_TR:x20";C_18.00;300;060;55465;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"With a residual term > 24 months";"Own funds requirements";;;;;;;;;;"Other (025)";"250#251#270#300";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the second category#With a residual term > 24 months";"Own funds requirements";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:x21,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x20";C_18.00;310;020;55465;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the third category";"Positions";"All positions";"Short";;;;;;;;"Other (025)";"250#251#310";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the third category";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x8,BAS=eba_BA:x17,CUE=eba_CU:x21,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x5,TRI=eba_TR:x20";C_18.00;310;030;55465;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Debt securities under the third category";"Positions";"Net positions";"Long";;;;;;;;"Other (025)";"250#251#310";"Specific risk#Own funds requirement for non-securitisation debt instruments#Debt securities under the third category";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x47,BAS=eba_BA:x9,CUE=eba_CU:HRK,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x9";C_18.00;010;060;55466;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"TRADED DEBT INSTRUMENTS IN TRADING BOOK";"Own funds requirements";;;;;;;;;;"Croatian Kuna (026)";"010";"TRADED DEBT INSTRUMENTS IN TRADING BOOK";"Own funds requirements";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x10,BAS=eba_BA:x17,CUE=eba_CU:HRK,MCY=eba_MC:x157,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x19";C_18.00;013;010;55466;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"Other assets and liabilities";"Positions";"All positions";"Long";;;;;;;;"Croatian Kuna (026)";"011#013";"General risk#Other assets and liabilities";"Positions#All positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:HRK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;030;55466;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Croatian Kuna (026)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:HRK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x38,TRI=eba_TR:x19";C_18.00;090;040;55466;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Croatian Kuna (026)";"011#020#080#090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x32,BAS=eba_BA:x17,CUE=eba_CU:HRK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x40,TRI=eba_TR:x19";C_18.00;100;030;55466;monetaryItemType;C 18.00 (MKR SA TDI) Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Croatian Kuna (026)";"011#020#080#100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x19,MRW=eba_AP:x18,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x16,TRI=eba_TR:x22";C_19.00;010;120;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"TOTAL EXPOSURES";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"150%";;;;;;;;;"010";"TOTAL EXPOSURES";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#150%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x19,MRW=eba_AP:x18,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x18,TRI=eba_TR:x22";C_19.00;010;130;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"TOTAL EXPOSURES";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"200%";;;;;;;;;"010";"TOTAL EXPOSURES";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#200%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x19,MRW=eba_AP:x18,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x19,TRI=eba_TR:x22";C_19.00;010;140;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"TOTAL EXPOSURES";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"225%";;;;;;;;;"010";"TOTAL EXPOSURES";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#225%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x19,MRW=eba_AP:x18,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x20,TRI=eba_TR:x22";C_19.00;010;150;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"TOTAL EXPOSURES";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"250%";;;;;;;;;"010";"TOTAL EXPOSURES";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#250%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x19,MRW=eba_AP:x18,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x22,TRI=eba_TR:x22";C_19.00;010;160;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"TOTAL EXPOSURES";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"300%";;;;;;;;;"010";"TOTAL EXPOSURES";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#300%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x19,MRW=eba_AP:x18,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x23,TRI=eba_TR:x22";C_19.00;010;170;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"TOTAL EXPOSURES";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"350%";;;;;;;;;"010";"TOTAL EXPOSURES";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#350%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x19,MRW=eba_AP:x18,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x25,TRI=eba_TR:x22";C_19.00;010;180;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"TOTAL EXPOSURES";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"425%";;;;;;;;;"010";"TOTAL EXPOSURES";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#425%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x19,MRW=eba_AP:x18,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x26,TRI=eba_TR:x22";C_19.00;010;190;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"TOTAL EXPOSURES";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"500%";;;;;;;;;"010";"TOTAL EXPOSURES";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#500%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x19,MRW=eba_AP:x18,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x27,TRI=eba_TR:x22";C_19.00;010;200;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"TOTAL EXPOSURES";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"650%";;;;;;;;;"010";"TOTAL EXPOSURES";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#650%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x19,MRW=eba_AP:x18,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x28,TRI=eba_TR:x22";C_19.00;010;210;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"TOTAL EXPOSURES";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"750%";;;;;;;;;"010";"TOTAL EXPOSURES";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#750%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x19,MRW=eba_AP:x18,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x29,TRI=eba_TR:x22";C_19.00;010;220;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"TOTAL EXPOSURES";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"850%";;;;;;;;;"010";"TOTAL EXPOSURES";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#850%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x19,MRW=eba_AP:x18,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x30,TRI=eba_TR:x22";C_19.00;010;230;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"TOTAL EXPOSURES";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"1250%";"RATED";;;;;;;;;"010";"TOTAL EXPOSURES";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#1250%#RATED";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x9,MCY=eba_MC:x19,MRW=eba_AP:x1,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x30,TRI=eba_TR:x22";C_19.00;010;240;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"TOTAL EXPOSURES";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"1250%";"UNRATED";;;;;;;;;"010";"TOTAL EXPOSURES";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#1250%#UNRATED";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x9,MCY=eba_MC:x19,MRW=eba_AP:x19,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x22";C_19.00;010;250;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"TOTAL EXPOSURES";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"SUPERVISORY FORMULA METHOD";;;;;;;;;;"010";"TOTAL EXPOSURES";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#SUPERVISORY FORMULA METHOD";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi54,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x9,MCY=eba_MC:x19,MRW=eba_AP:x19,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x22";C_19.00;010;260;;percentItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"TOTAL EXPOSURES";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"SUPERVISORY FORMULA METHOD";"AVERAGE RISK WEIGHT (%)";;;;;;;;;"010";"TOTAL EXPOSURES";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#SUPERVISORY FORMULA METHOD#AVERAGE RISK WEIGHT (%)";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x9,MCY=eba_MC:x19,MRW=eba_AP:x30,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x22";C_19.00;010;270;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"TOTAL EXPOSURES";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"LOOK-THROUGH";;;;;;;;;;"010";"TOTAL EXPOSURES";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#LOOK-THROUGH";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x9,MCY=eba_MC:x19,MRW=eba_AP:x25,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x22";C_19.00;010;280;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"TOTAL EXPOSURES";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"INTERNAL ASSESMENT APPROACH";;;;;;;;;;"010";"TOTAL EXPOSURES";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#INTERNAL ASSESMENT APPROACH";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi54,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x9,MCY=eba_MC:x19,MRW=eba_AP:x25,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x22";C_19.00;010;290;;percentItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"TOTAL EXPOSURES";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"INTERNAL ASSESMENT APPROACH";"AVERAGE RISK WEIGHT (%)";;;;;;;;;"010";"TOTAL EXPOSURES";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#INTERNAL ASSESMENT APPROACH#AVERAGE RISK WEIGHT (%)";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x19,MRW=eba_AP:x18,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x51,TRI=eba_TR:x22";C_19.00;010;300;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"TOTAL EXPOSURES";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"7 - 10%";;;;;;;;;"010";"TOTAL EXPOSURES";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#7 - 10%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x19,MRW=eba_AP:x18,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x41,TRI=eba_TR:x22";C_19.00;010;310;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"TOTAL EXPOSURES";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"12 - 18%";;;;;;;;;"010";"TOTAL EXPOSURES";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#12 - 18%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x19,MRW=eba_AP:x18,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x45,TRI=eba_TR:x22";C_19.00;010;320;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"TOTAL EXPOSURES";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"20 - 35%";;;;;;;;;"010";"TOTAL EXPOSURES";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#20 - 35%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x19,MRW=eba_AP:x18,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x49,TRI=eba_TR:x22";C_19.00;010;330;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"TOTAL EXPOSURES";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"40 - 75%";;;;;;;;;"010";"TOTAL EXPOSURES";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#40 - 75%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x19,MRW=eba_AP:x18,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x14,TRI=eba_TR:x22";C_19.00;010;340;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"TOTAL EXPOSURES";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"100%";;;;;;;;;"010";"TOTAL EXPOSURES";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#100%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x19,MRW=eba_AP:x18,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x16,TRI=eba_TR:x22";C_19.00;010;350;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"TOTAL EXPOSURES";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"150%";;;;;;;;;"010";"TOTAL EXPOSURES";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#150%";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x9,BAS=eba_BA:x9,MCY=eba_MC:x19,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x22,UES=eba_UE:x11";C_19.00;020;010;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"Of which: RE-SECURITISATIONS";"All positions";"Long";;;;;;;;;;"010#020";"TOTAL EXPOSURES#Of which: RE-SECURITISATIONS";"All positions#Long";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x9,BAS=eba_BA:x9,MCY=eba_MC:x19,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x22,UES=eba_UE:x11";C_19.00;020;020;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"Of which: RE-SECURITISATIONS";"All positions";"Short";;;;;;;;;;"010#020";"TOTAL EXPOSURES#Of which: RE-SECURITISATIONS";"All positions#Short";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi260,APR=eba_AP:x9,BAS=eba_BA:x11,MCY=eba_MC:x19,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x22,UES=eba_UE:x11";C_19.00;020;030;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"Of which: RE-SECURITISATIONS";"(-) POSITIONS DEDUCTED FROM OWN FUNDS";"(-) Long";;;;;;;;;;"010#020";"TOTAL EXPOSURES#Of which: RE-SECURITISATIONS";"(-) POSITIONS DEDUCTED FROM OWN FUNDS#(-) Long";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,MCY=eba_MC:x19,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x22,UES=eba_UE:x11";C_19.00;020;060;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"Of which: RE-SECURITISATIONS";"Net positions";"Short";;;;;;;;;;"010#020";"TOTAL EXPOSURES#Of which: RE-SECURITISATIONS";"Net positions#Short";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x19,MRW=eba_AP:x18,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x45,TRI=eba_TR:x22,UES=eba_UE:x11";C_19.00;020;090;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"Of which: RE-SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"20 - 35%";;;;;;;;;"010#020";"TOTAL EXPOSURES#Of which: RE-SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#20 - 35%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x19,MRW=eba_AP:x18,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x49,TRI=eba_TR:x22,UES=eba_UE:x11";C_19.00;020;100;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"Of which: RE-SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"40 - 75%";;;;;;;;;"010#020";"TOTAL EXPOSURES#Of which: RE-SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#40 - 75%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x19,MRW=eba_AP:x18,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x14,TRI=eba_TR:x22,UES=eba_UE:x11";C_19.00;020;110;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"Of which: RE-SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"100%";;;;;;;;;"010#020";"TOTAL EXPOSURES#Of which: RE-SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#100%";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x19,MRW=eba_AP:x18,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x19,TRI=eba_TR:x22,UES=eba_UE:x11";C_19.00;020;140;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"Of which: RE-SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"225%";;;;;;;;;"010#020";"TOTAL EXPOSURES#Of which: RE-SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#225%";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x19,MRW=eba_AP:x18,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x27,TRI=eba_TR:x22,UES=eba_UE:x11";C_19.00;020;200;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"Of which: RE-SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"650%";;;;;;;;;"010#020";"TOTAL EXPOSURES#Of which: RE-SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#650%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x19,MRW=eba_AP:x18,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x28,TRI=eba_TR:x22,UES=eba_UE:x11";C_19.00;020;210;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"Of which: RE-SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"750%";;;;;;;;;"010#020";"TOTAL EXPOSURES#Of which: RE-SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#750%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x19,MRW=eba_AP:x18,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x29,TRI=eba_TR:x22,UES=eba_UE:x11";C_19.00;020;220;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"Of which: RE-SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"850%";;;;;;;;;"010#020";"TOTAL EXPOSURES#Of which: RE-SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#850%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x19,MRW=eba_AP:x18,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x30,TRI=eba_TR:x22,UES=eba_UE:x11";C_19.00;020;230;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"Of which: RE-SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"1250%";"RATED";;;;;;;;;"010#020";"TOTAL EXPOSURES#Of which: RE-SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#1250%#RATED";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x9,MCY=eba_MC:x19,MRW=eba_AP:x1,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x30,TRI=eba_TR:x22,UES=eba_UE:x11";C_19.00;020;240;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"Of which: RE-SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"1250%";"UNRATED";;;;;;;;;"010#020";"TOTAL EXPOSURES#Of which: RE-SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#1250%#UNRATED";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x9,MCY=eba_MC:x19,MRW=eba_AP:x30,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x22,UES=eba_UE:x11";C_19.00;020;270;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"Of which: RE-SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"LOOK-THROUGH";;;;;;;;;;"010#020";"TOTAL EXPOSURES#Of which: RE-SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#LOOK-THROUGH";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x9,MCY=eba_MC:x19,MRW=eba_AP:x25,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x22,UES=eba_UE:x11";C_19.00;020;280;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"Of which: RE-SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"INTERNAL ASSESMENT APPROACH";;;;;;;;;;"010#020";"TOTAL EXPOSURES#Of which: RE-SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#INTERNAL ASSESMENT APPROACH";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x19,MRW=eba_AP:x18,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x45,TRI=eba_TR:x22,UES=eba_UE:x11";C_19.00;020;320;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"Of which: RE-SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"20 - 35%";;;;;;;;;"010#020";"TOTAL EXPOSURES#Of which: RE-SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#20 - 35%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x19,MRW=eba_AP:x18,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x49,TRI=eba_TR:x22,UES=eba_UE:x11";C_19.00;020;330;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"Of which: RE-SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"40 - 75%";;;;;;;;;"010#020";"TOTAL EXPOSURES#Of which: RE-SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#40 - 75%";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x19,MRW=eba_AP:x18,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x18,TRI=eba_TR:x22,UES=eba_UE:x11";C_19.00;020;360;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"Of which: RE-SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"200%";;;;;;;;;"010#020";"TOTAL EXPOSURES#Of which: RE-SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#200%";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x19,MRW=eba_AP:x18,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x26,TRI=eba_TR:x22,UES=eba_UE:x11";C_19.00;020;420;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"Of which: RE-SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"500%";;;;;;;;;"010#020";"TOTAL EXPOSURES#Of which: RE-SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#500%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x19,MRW=eba_AP:x18,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x27,TRI=eba_TR:x22,UES=eba_UE:x11";C_19.00;020;430;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"Of which: RE-SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"650%";;;;;;;;;"010#020";"TOTAL EXPOSURES#Of which: RE-SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#650%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x19,MRW=eba_AP:x18,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x28,TRI=eba_TR:x22,UES=eba_UE:x11";C_19.00;020;440;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"Of which: RE-SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"750%";;;;;;;;;"010#020";"TOTAL EXPOSURES#Of which: RE-SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#750%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x19,MRW=eba_AP:x18,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x29,TRI=eba_TR:x22,UES=eba_UE:x11";C_19.00;020;450;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"Of which: RE-SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"850%";;;;;;;;;"010#020";"TOTAL EXPOSURES#Of which: RE-SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#850%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x19,MRW=eba_AP:x18,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x30,TRI=eba_TR:x22,UES=eba_UE:x11";C_19.00;020;460;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"Of which: RE-SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS";"1250%";"RATED";;;;;;;;;"010#020";"TOTAL EXPOSURES#Of which: RE-SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS#1250%#RATED";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x9,MCY=eba_MC:x19,MRW=eba_AP:x1,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x30,TRI=eba_TR:x22,UES=eba_UE:x11";C_19.00;020;470;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"Of which: RE-SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS";"1250%";"UNRATED";;;;;;;;;"010#020";"TOTAL EXPOSURES#Of which: RE-SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS#1250%#UNRATED";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x9,MCY=eba_MC:x19,MRW=eba_AP:x30,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x22,UES=eba_UE:x11";C_19.00;020;500;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"Of which: RE-SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS";"LOOK-THROUGH";;;;;;;;;;"010#020";"TOTAL EXPOSURES#Of which: RE-SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS#LOOK-THROUGH";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x9,MCY=eba_MC:x19,MRW=eba_AP:x25,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x22,UES=eba_UE:x11";C_19.00;020;510;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"Of which: RE-SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS";"INTERNAL ASSESMENT APPROACH";;;;;;;;;;"010#020";"TOTAL EXPOSURES#Of which: RE-SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS#INTERNAL ASSESMENT APPROACH";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi54,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x9,MCY=eba_MC:x19,MRW=eba_AP:x25,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x22,UES=eba_UE:x11";C_19.00;020;520;;percentItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"Of which: RE-SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS";"INTERNAL ASSESMENT APPROACH";"AVERAGE RISK WEIGHT (%)";;;;;;;;;"010#020";"TOTAL EXPOSURES#Of which: RE-SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS#INTERNAL ASSESMENT APPROACH#AVERAGE RISK WEIGHT (%)";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi260,APR=eba_AP:x9,BAS=eba_BA:x11,MCY=eba_MC:x19,PIN=eba_PI:x1,PRP=eba_PL:x51,RSP=eba_RS:x1,TRI=eba_TR:x22";C_19.00;060;030;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"INVESTOR: TOTAL EXPOSURES";"(-) POSITIONS DEDUCTED FROM OWN FUNDS";"(-) Long";;;;;;;;;;"060";"INVESTOR: TOTAL EXPOSURES";"(-) POSITIONS DEDUCTED FROM OWN FUNDS#(-) Long";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,MCY=eba_MC:x19,PIN=eba_PI:x4,PRP=eba_PL:x51,RSP=eba_RS:x1,TRI=eba_TR:x22";C_19.00;060;060;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"INVESTOR: TOTAL EXPOSURES";"Net positions";"Short";;;;;;;;;;"060";"INVESTOR: TOTAL EXPOSURES";"Net positions#Short";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x19,MRW=eba_AP:x18,PIN=eba_PI:x1,PRP=eba_PL:x51,RSP=eba_RS:x1,RWS=eba_PC:x27,TRI=eba_TR:x22";C_19.00;060;200;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"INVESTOR: TOTAL EXPOSURES";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"650%";;;;;;;;;"060";"INVESTOR: TOTAL EXPOSURES";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#650%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x19,MRW=eba_AP:x18,PIN=eba_PI:x1,PRP=eba_PL:x51,RSP=eba_RS:x1,RWS=eba_PC:x28,TRI=eba_TR:x22";C_19.00;060;210;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"INVESTOR: TOTAL EXPOSURES";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"750%";;;;;;;;;"060";"INVESTOR: TOTAL EXPOSURES";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#750%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x19,MRW=eba_AP:x18,PIN=eba_PI:x1,PRP=eba_PL:x51,RSP=eba_RS:x1,RWS=eba_PC:x29,TRI=eba_TR:x22";C_19.00;060;220;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"INVESTOR: TOTAL EXPOSURES";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"850%";;;;;;;;;"060";"INVESTOR: TOTAL EXPOSURES";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#850%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x19,MRW=eba_AP:x18,PIN=eba_PI:x1,PRP=eba_PL:x51,RSP=eba_RS:x1,RWS=eba_PC:x30,TRI=eba_TR:x22";C_19.00;060;230;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"INVESTOR: TOTAL EXPOSURES";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"1250%";"RATED";;;;;;;;;"060";"INVESTOR: TOTAL EXPOSURES";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#1250%#RATED";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x19,MRW=eba_AP:x18,PIN=eba_PI:x4,PRP=eba_PL:x51,RSP=eba_RS:x1,RWS=eba_PC:x29,TRI=eba_TR:x22";C_19.00;060;450;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"INVESTOR: TOTAL EXPOSURES";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"850%";;;;;;;;;"060";"INVESTOR: TOTAL EXPOSURES";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#850%";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x19,MRW=eba_AP:x18,PIN=eba_PI:x4,PRP=eba_PL:x51,RSP=eba_RS:x1,RWS=eba_PC:x51,TRI=eba_TR:x22,UES=eba_UE:x13";C_19.00;070;300;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"7 - 10%";;;;;;;;;"060#070";"INVESTOR: TOTAL EXPOSURES#SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#7 - 10%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x19,MRW=eba_AP:x18,PIN=eba_PI:x4,PRP=eba_PL:x51,RSP=eba_RS:x1,RWS=eba_PC:x41,TRI=eba_TR:x22,UES=eba_UE:x13";C_19.00;070;310;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"12 - 18%";;;;;;;;;"060#070";"INVESTOR: TOTAL EXPOSURES#SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#12 - 18%";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x19,MRW=eba_AP:x18,PIN=eba_PI:x4,PRP=eba_PL:x51,RSP=eba_RS:x1,RWS=eba_PC:x49,TRI=eba_TR:x22,UES=eba_UE:x13";C_19.00;070;330;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"40 - 75%";;;;;;;;;"060#070";"INVESTOR: TOTAL EXPOSURES#SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#40 - 75%";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x9,BAS=eba_BA:x9,MCY=eba_MC:x19,PIN=eba_PI:x4,PRP=eba_PL:x51,RSP=eba_RS:x5,TRI=eba_TR:x22,UES=eba_UE:x13";C_19.00;100;020;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"SECURITISATIONS";"All positions";"Short";;;;;;;;;;"090#100";"SPONSOR: TOTAL EXPOSURES#SECURITISATIONS";"All positions#Short";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi260,APR=eba_AP:x9,BAS=eba_BA:x11,MCY=eba_MC:x19,PIN=eba_PI:x1,PRP=eba_PL:x51,RSP=eba_RS:x5,TRI=eba_TR:x22,UES=eba_UE:x13";C_19.00;100;030;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"SECURITISATIONS";"(-) POSITIONS DEDUCTED FROM OWN FUNDS";"(-) Long";;;;;;;;;;"090#100";"SPONSOR: TOTAL EXPOSURES#SECURITISATIONS";"(-) POSITIONS DEDUCTED FROM OWN FUNDS#(-) Long";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,MCY=eba_MC:x19,PIN=eba_PI:x4,PRP=eba_PL:x51,RSP=eba_RS:x5,TRI=eba_TR:x22,UES=eba_UE:x13";C_19.00;100;060;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"SECURITISATIONS";"Net positions";"Short";;;;;;;;;;"090#100";"SPONSOR: TOTAL EXPOSURES#SECURITISATIONS";"Net positions#Short";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x19,MRW=eba_AP:x18,PIN=eba_PI:x1,PRP=eba_PL:x51,RSP=eba_RS:x5,RWS=eba_PC:x51,TRI=eba_TR:x22,UES=eba_UE:x13";C_19.00;100;070;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"7 - 10%";;;;;;;;;"090#100";"SPONSOR: TOTAL EXPOSURES#SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#7 - 10%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x19,MRW=eba_AP:x18,PIN=eba_PI:x1,PRP=eba_PL:x51,RSP=eba_RS:x5,RWS=eba_PC:x41,TRI=eba_TR:x22,UES=eba_UE:x13";C_19.00;100;080;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"12 - 18%";;;;;;;;;"090#100";"SPONSOR: TOTAL EXPOSURES#SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#12 - 18%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x19,MRW=eba_AP:x18,PIN=eba_PI:x1,PRP=eba_PL:x51,RSP=eba_RS:x5,RWS=eba_PC:x45,TRI=eba_TR:x22,UES=eba_UE:x13";C_19.00;100;090;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"20 - 35%";;;;;;;;;"090#100";"SPONSOR: TOTAL EXPOSURES#SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#20 - 35%";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x19,MRW=eba_AP:x18,PIN=eba_PI:x1,PRP=eba_PL:x51,RSP=eba_RS:x5,RWS=eba_PC:x23,TRI=eba_TR:x22,UES=eba_UE:x13";C_19.00;100;170;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"350%";;;;;;;;;"090#100";"SPONSOR: TOTAL EXPOSURES#SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#350%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x19,MRW=eba_AP:x18,PIN=eba_PI:x1,PRP=eba_PL:x51,RSP=eba_RS:x5,RWS=eba_PC:x25,TRI=eba_TR:x22,UES=eba_UE:x13";C_19.00;100;180;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"425%";;;;;;;;;"090#100";"SPONSOR: TOTAL EXPOSURES#SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#425%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x19,MRW=eba_AP:x18,PIN=eba_PI:x1,PRP=eba_PL:x51,RSP=eba_RS:x5,RWS=eba_PC:x27,TRI=eba_TR:x22,UES=eba_UE:x13";C_19.00;100;200;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"650%";;;;;;;;;"090#100";"SPONSOR: TOTAL EXPOSURES#SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#650%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x7,MCY=eba_MC:x19,MRW=eba_AP:x18,PIN=eba_PI:x1,PRP=eba_PL:x51,RSP=eba_RS:x5,RWS=eba_PC:x30,TRI=eba_TR:x22,UES=eba_UE:x13";C_19.00;100;230;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"1250%";"RATED";;;;;;;;;"090#100";"SPONSOR: TOTAL EXPOSURES#SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#1250%#RATED";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x9,MCY=eba_MC:x19,MRW=eba_AP:x1,PIN=eba_PI:x1,PRP=eba_PL:x51,RSP=eba_RS:x5,RWS=eba_PC:x30,TRI=eba_TR:x22,UES=eba_UE:x13";C_19.00;100;240;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"1250%";"UNRATED";;;;;;;;;"090#100";"SPONSOR: TOTAL EXPOSURES#SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#1250%#UNRATED";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x9,MCY=eba_MC:x19,MRW=eba_AP:x19,PIN=eba_PI:x1,PRP=eba_PL:x51,RSP=eba_RS:x5,TRI=eba_TR:x22,UES=eba_UE:x13";C_19.00;100;250;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"SUPERVISORY FORMULA METHOD";;;;;;;;;;"090#100";"SPONSOR: TOTAL EXPOSURES#SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#SUPERVISORY FORMULA METHOD";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x9,MCY=eba_MC:x19,MRW=eba_AP:x1,PIN=eba_PI:x4,PRP=eba_PL:x51,RSP=eba_RS:x5,RWS=eba_PC:x30,TRI=eba_TR:x22,UES=eba_UE:x13";C_19.00;100;470;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS";"1250%";"UNRATED";;;;;;;;;"090#100";"SPONSOR: TOTAL EXPOSURES#SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS#1250%#UNRATED";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x9,BAS=eba_BA:x9,EXT=eba_ER:x9,MCY=eba_MC:x19,MRW=eba_AP:x30,PIN=eba_PI:x4,PRP=eba_PL:x51,RSP=eba_RS:x5,TRI=eba_TR:x22,UES=eba_UE:x13";C_19.00;100;500;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS";"LOOK-THROUGH";;;;;;;;;;"090#100";"SPONSOR: TOTAL EXPOSURES#SECURITISATIONS";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS#LOOK-THROUGH";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi258,APR=eba_AP:x9,BAS=eba_BA:x9,MCY=eba_MC:x19,PRP=eba_PL:x51,TRI=eba_TR:x22,UES=eba_UE:x2";C_19.00;170;570;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"6. Consumer loans";"BEFORE CAP";"SUM OF WEIGHTED NET LONG AND SHORT POSITIONS";;;;;;;;;;"119#170";"BREAKDOWN OF THE TOTAL SUM OF WEIGHTED NET LONG AND NET SHORT POSITIONS BY UNDERLYING TYPES#6. Consumer loans";"BEFORE CAP#SUM OF WEIGHTED NET LONG AND SHORT POSITIONS";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi258,APR=eba_AP:x9,BAS=eba_BA:x9,MCY=eba_MC:x19,PRP=eba_PL:x51,TRI=eba_TR:x22,UES=eba_UE:x12";C_19.00;180;570;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"7. Trade receivables";"BEFORE CAP";"SUM OF WEIGHTED NET LONG AND SHORT POSITIONS";;;;;;;;;;"119#180";"BREAKDOWN OF THE TOTAL SUM OF WEIGHTED NET LONG AND NET SHORT POSITIONS BY UNDERLYING TYPES#7. Trade receivables";"BEFORE CAP#SUM OF WEIGHTED NET LONG AND SHORT POSITIONS";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi258,APR=eba_AP:x9,BAS=eba_BA:x9,MCY=eba_MC:x19,PRP=eba_PL:x51,TRI=eba_TR:x22,UES=eba_UE:x8";C_19.00;190;570;;monetaryItemType;C 19.00 (MKR SA SEC) Market risk: Standardised Approach for specific risk in securitisations;"8. Other assets";"BEFORE CAP";"SUM OF WEIGHTED NET LONG AND SHORT POSITIONS";;;;;;;;;;"119#190";"BREAKDOWN OF THE TOTAL SUM OF WEIGHTED NET LONG AND NET SHORT POSITIONS BY UNDERLYING TYPES#8. Other assets";"BEFORE CAP#SUM OF WEIGHTED NET LONG AND SHORT POSITIONS";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi260,APR=eba_AP:x6,BAS=eba_BA:x11,MCY=eba_MC:x244,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x21";C_20.00;110;030;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"N-th to default credit derivatives";"(-) POSITIONS DEDUCTED FROM OWN FUNDS";"(-) Long";;;;;;;;;;"109#110";"N-th to default credit derivatives#N-th to default credit derivatives";"(-) POSITIONS DEDUCTED FROM OWN FUNDS#(-) Long";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x6,BAS=eba_BA:x9,EXT=eba_ER:x1,MCY=eba_MC:x244,MRW=eba_AP:x18,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x41,TRI=eba_TR:x21";C_20.00;110;080;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"N-th to default credit derivatives";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"12 - 18%";;;;;;;;;"109#110";"N-th to default credit derivatives#N-th to default credit derivatives";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#12 - 18%";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x6,BAS=eba_BA:x9,EXT=eba_ER:x1,MCY=eba_MC:x244,MRW=eba_AP:x18,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x49,TRI=eba_TR:x21";C_20.00;110;100;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"N-th to default credit derivatives";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"40 - 75%";;;;;;;;;"109#110";"N-th to default credit derivatives#N-th to default credit derivatives";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#40 - 75%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x6,BAS=eba_BA:x9,EXT=eba_ER:x1,MCY=eba_MC:x244,MRW=eba_AP:x18,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x14,TRI=eba_TR:x21";C_20.00;110;110;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"N-th to default credit derivatives";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"100%";;;;;;;;;"109#110";"N-th to default credit derivatives#N-th to default credit derivatives";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#100%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x6,BAS=eba_BA:x9,EXT=eba_ER:x1,MCY=eba_MC:x244,MRW=eba_AP:x18,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x20,TRI=eba_TR:x21";C_20.00;110;120;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"N-th to default credit derivatives";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"250%";;;;;;;;;"109#110";"N-th to default credit derivatives#N-th to default credit derivatives";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#250%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x6,BAS=eba_BA:x9,EXT=eba_ER:x1,MCY=eba_MC:x244,MRW=eba_AP:x18,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x23,TRI=eba_TR:x21";C_20.00;110;130;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"N-th to default credit derivatives";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"350%";;;;;;;;;"109#110";"N-th to default credit derivatives#N-th to default credit derivatives";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#350%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x6,BAS=eba_BA:x9,EXT=eba_ER:x1,MCY=eba_MC:x244,MRW=eba_AP:x18,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x25,TRI=eba_TR:x21";C_20.00;110;140;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"N-th to default credit derivatives";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"425%";;;;;;;;;"109#110";"N-th to default credit derivatives#N-th to default credit derivatives";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#425%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x6,BAS=eba_BA:x9,EXT=eba_ER:x1,MCY=eba_MC:x244,MRW=eba_AP:x18,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x27,TRI=eba_TR:x21";C_20.00;110;150;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"N-th to default credit derivatives";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"650%";;;;;;;;;"109#110";"N-th to default credit derivatives#N-th to default credit derivatives";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#650%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x6,BAS=eba_BA:x9,EXT=eba_ER:x1,MCY=eba_MC:x244,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x56,TRI=eba_TR:x21";C_20.00;110;160;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"N-th to default credit derivatives";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"Other";;;;;;;;;"109#110";"N-th to default credit derivatives#N-th to default credit derivatives";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#Other";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x6,BAS=eba_BA:x9,EXT=eba_ER:x1,MCY=eba_MC:x244,MRW=eba_AP:x18,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x30,TRI=eba_TR:x21";C_20.00;110;170;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"N-th to default credit derivatives";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"1250%";"RATED";;;;;;;;;"109#110";"N-th to default credit derivatives#N-th to default credit derivatives";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#1250%#RATED";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x6,BAS=eba_BA:x9,EXT=eba_ER:x11,MCY=eba_MC:x244,MRW=eba_AP:x1,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x30,TRI=eba_TR:x21";C_20.00;110;180;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"N-th to default credit derivatives";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"1250%";"UNRATED";;;;;;;;;"109#110";"N-th to default credit derivatives#N-th to default credit derivatives";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#1250%#UNRATED";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x6,BAS=eba_BA:x9,EXT=eba_ER:x1,MCY=eba_MC:x244,MRW=eba_AP:x18,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x51,TRI=eba_TR:x21";C_20.00;110;240;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"N-th to default credit derivatives";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"7 - 10%";;;;;;;;;"109#110";"N-th to default credit derivatives#N-th to default credit derivatives";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#7 - 10%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x6,BAS=eba_BA:x9,EXT=eba_ER:x1,MCY=eba_MC:x244,MRW=eba_AP:x18,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x41,TRI=eba_TR:x21";C_20.00;110;250;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"N-th to default credit derivatives";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"12 - 18%";;;;;;;;;"109#110";"N-th to default credit derivatives#N-th to default credit derivatives";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#12 - 18%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x6,BAS=eba_BA:x9,EXT=eba_ER:x1,MCY=eba_MC:x244,MRW=eba_AP:x18,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x45,TRI=eba_TR:x21";C_20.00;110;260;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"N-th to default credit derivatives";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"20 - 35%";;;;;;;;;"109#110";"N-th to default credit derivatives#N-th to default credit derivatives";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#20 - 35%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x6,BAS=eba_BA:x9,EXT=eba_ER:x1,MCY=eba_MC:x244,MRW=eba_AP:x18,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x49,TRI=eba_TR:x21";C_20.00;110;270;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"N-th to default credit derivatives";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"40 - 75%";;;;;;;;;"109#110";"N-th to default credit derivatives#N-th to default credit derivatives";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#40 - 75%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x6,BAS=eba_BA:x9,EXT=eba_ER:x1,MCY=eba_MC:x244,MRW=eba_AP:x18,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x14,TRI=eba_TR:x21";C_20.00;110;280;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"N-th to default credit derivatives";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"100%";;;;;;;;;"109#110";"N-th to default credit derivatives#N-th to default credit derivatives";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#100%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x6,BAS=eba_BA:x9,EXT=eba_ER:x1,MCY=eba_MC:x244,MRW=eba_AP:x18,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x20,TRI=eba_TR:x21";C_20.00;110;290;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"N-th to default credit derivatives";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"250%";;;;;;;;;"109#110";"N-th to default credit derivatives#N-th to default credit derivatives";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#250%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x6,BAS=eba_BA:x9,EXT=eba_ER:x1,MCY=eba_MC:x244,MRW=eba_AP:x18,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x23,TRI=eba_TR:x21";C_20.00;110;300;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"N-th to default credit derivatives";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"350%";;;;;;;;;"109#110";"N-th to default credit derivatives#N-th to default credit derivatives";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#350%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x6,BAS=eba_BA:x9,EXT=eba_ER:x1,MCY=eba_MC:x244,MRW=eba_AP:x18,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x25,TRI=eba_TR:x21";C_20.00;110;310;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"N-th to default credit derivatives";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"425%";;;;;;;;;"109#110";"N-th to default credit derivatives#N-th to default credit derivatives";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#425%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x6,BAS=eba_BA:x9,EXT=eba_ER:x1,MCY=eba_MC:x244,MRW=eba_AP:x18,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x27,TRI=eba_TR:x21";C_20.00;110;320;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"N-th to default credit derivatives";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"650%";;;;;;;;;"109#110";"N-th to default credit derivatives#N-th to default credit derivatives";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#650%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x6,BAS=eba_BA:x9,EXT=eba_ER:x1,MCY=eba_MC:x244,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x56,TRI=eba_TR:x21";C_20.00;110;330;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"N-th to default credit derivatives";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"Other";;;;;;;;;"109#110";"N-th to default credit derivatives#N-th to default credit derivatives";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#Other";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x6,BAS=eba_BA:x9,EXT=eba_ER:x1,MCY=eba_MC:x244,MRW=eba_AP:x18,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x30,TRI=eba_TR:x21";C_20.00;110;340;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"N-th to default credit derivatives";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS";"1250%";"RATED";;;;;;;;;"109#110";"N-th to default credit derivatives#N-th to default credit derivatives";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS#1250%#RATED";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x6,BAS=eba_BA:x9,EXT=eba_ER:x11,MCY=eba_MC:x244,MRW=eba_AP:x1,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x30,TRI=eba_TR:x21";C_20.00;110;350;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"N-th to default credit derivatives";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS";"1250%";"UNRATED";;;;;;;;;"109#110";"N-th to default credit derivatives#N-th to default credit derivatives";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS#1250%#UNRATED";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi258,APR=eba_AP:x6,BAS=eba_BA:x9,MCY=eba_MC:x244,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x21";C_20.00;110;410;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"N-th to default credit derivatives";"BEFORE CAP";"WEIGHTED NET LONG POSITIONS";;;;;;;;;;"109#110";"N-th to default credit derivatives#N-th to default credit derivatives";"BEFORE CAP#WEIGHTED NET LONG POSITIONS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi258,APR=eba_AP:x6,BAS=eba_BA:x9,MCY=eba_MC:x244,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x21";C_20.00;110;420;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"N-th to default credit derivatives";"BEFORE CAP";"WEIGHTED NET SHORT POSITIONS";;;;;;;;;;"109#110";"N-th to default credit derivatives#N-th to default credit derivatives";"BEFORE CAP#WEIGHTED NET SHORT POSITIONS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi257,APR=eba_AP:x6,BAS=eba_BA:x9,MCY=eba_MC:x244,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x21";C_20.00;110;430;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"N-th to default credit derivatives";"AFTER CAP";"WEIGHTED NET LONG POSITIONS";;;;;;;;;;"109#110";"N-th to default credit derivatives#N-th to default credit derivatives";"AFTER CAP#WEIGHTED NET LONG POSITIONS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi257,APR=eba_AP:x6,BAS=eba_BA:x9,MCY=eba_MC:x244,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x21";C_20.00;110;440;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"N-th to default credit derivatives";"AFTER CAP";"WEIGHTED NET SHORT POSITIONS";;;;;;;;;;"109#110";"N-th to default credit derivatives#N-th to default credit derivatives";"AFTER CAP#WEIGHTED NET SHORT POSITIONS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x6,BAS=eba_BA:x9,MCY=eba_MC:x54,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x21";C_20.00;120;010;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"Other CTP positions";"All positions";"Long";;;;;;;;;;"109#120";"N-th to default credit derivatives#Other CTP positions";"All positions#Long";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x6,BAS=eba_BA:x9,MCY=eba_MC:x54,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x21";C_20.00;120;020;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"Other CTP positions";"All positions";"Short";;;;;;;;;;"109#120";"N-th to default credit derivatives#Other CTP positions";"All positions#Short";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi260,APR=eba_AP:x6,BAS=eba_BA:x11,MCY=eba_MC:x54,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x21";C_20.00;120;030;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"Other CTP positions";"(-) POSITIONS DEDUCTED FROM OWN FUNDS";"(-) Long";;;;;;;;;;"109#120";"N-th to default credit derivatives#Other CTP positions";"(-) POSITIONS DEDUCTED FROM OWN FUNDS#(-) Long";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi260,APR=eba_AP:x6,BAS=eba_BA:x11,MCY=eba_MC:x54,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x21";C_20.00;120;040;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"Other CTP positions";"(-) POSITIONS DEDUCTED FROM OWN FUNDS";"(-) Short";;;;;;;;;;"109#120";"N-th to default credit derivatives#Other CTP positions";"(-) POSITIONS DEDUCTED FROM OWN FUNDS#(-) Short";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x6,BAS=eba_BA:x9,MCY=eba_MC:x54,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x21";C_20.00;120;050;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"Other CTP positions";"Net positions";"Long";;;;;;;;;;"109#120";"N-th to default credit derivatives#Other CTP positions";"Net positions#Long";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x6,BAS=eba_BA:x9,MCY=eba_MC:x54,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x21";C_20.00;120;060;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"Other CTP positions";"Net positions";"Short";;;;;;;;;;"109#120";"N-th to default credit derivatives#Other CTP positions";"Net positions#Short";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x6,BAS=eba_BA:x9,EXT=eba_ER:x1,MCY=eba_MC:x54,MRW=eba_AP:x18,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x51,TRI=eba_TR:x21";C_20.00;120;070;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"7 - 10%";;;;;;;;;"109#120";"N-th to default credit derivatives#Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#7 - 10%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x6,BAS=eba_BA:x9,EXT=eba_ER:x1,MCY=eba_MC:x54,MRW=eba_AP:x18,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x41,TRI=eba_TR:x21";C_20.00;120;080;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"12 - 18%";;;;;;;;;"109#120";"N-th to default credit derivatives#Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#12 - 18%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x6,BAS=eba_BA:x9,EXT=eba_ER:x1,MCY=eba_MC:x54,MRW=eba_AP:x18,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x45,TRI=eba_TR:x21";C_20.00;120;090;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"20 - 35%";;;;;;;;;"109#120";"N-th to default credit derivatives#Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#20 - 35%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x6,BAS=eba_BA:x9,EXT=eba_ER:x1,MCY=eba_MC:x54,MRW=eba_AP:x18,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x49,TRI=eba_TR:x21";C_20.00;120;100;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"40 - 75%";;;;;;;;;"109#120";"N-th to default credit derivatives#Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#40 - 75%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x6,BAS=eba_BA:x9,EXT=eba_ER:x1,MCY=eba_MC:x54,MRW=eba_AP:x18,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x14,TRI=eba_TR:x21";C_20.00;120;110;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"100%";;;;;;;;;"109#120";"N-th to default credit derivatives#Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#100%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x6,BAS=eba_BA:x9,EXT=eba_ER:x1,MCY=eba_MC:x54,MRW=eba_AP:x18,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x20,TRI=eba_TR:x21";C_20.00;120;120;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"250%";;;;;;;;;"109#120";"N-th to default credit derivatives#Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#250%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x6,BAS=eba_BA:x9,EXT=eba_ER:x1,MCY=eba_MC:x54,MRW=eba_AP:x18,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x23,TRI=eba_TR:x21";C_20.00;120;130;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"350%";;;;;;;;;"109#120";"N-th to default credit derivatives#Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#350%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x6,BAS=eba_BA:x9,EXT=eba_ER:x1,MCY=eba_MC:x54,MRW=eba_AP:x18,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x25,TRI=eba_TR:x21";C_20.00;120;140;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"425%";;;;;;;;;"109#120";"N-th to default credit derivatives#Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#425%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x6,BAS=eba_BA:x9,EXT=eba_ER:x1,MCY=eba_MC:x54,MRW=eba_AP:x18,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x27,TRI=eba_TR:x21";C_20.00;120;150;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"650%";;;;;;;;;"109#120";"N-th to default credit derivatives#Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#650%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x6,BAS=eba_BA:x9,EXT=eba_ER:x1,MCY=eba_MC:x54,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x56,TRI=eba_TR:x21";C_20.00;120;160;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"Other";;;;;;;;;"109#120";"N-th to default credit derivatives#Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#Other";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x6,BAS=eba_BA:x9,EXT=eba_ER:x1,MCY=eba_MC:x54,MRW=eba_AP:x18,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x30,TRI=eba_TR:x21";C_20.00;120;170;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"1250%";"RATED";;;;;;;;;"109#120";"N-th to default credit derivatives#Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#1250%#RATED";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x6,BAS=eba_BA:x9,EXT=eba_ER:x11,MCY=eba_MC:x54,MRW=eba_AP:x1,PIN=eba_PI:x1,PRP=eba_PL:x51,RWS=eba_PC:x30,TRI=eba_TR:x21";C_20.00;120;180;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS";"1250%";"UNRATED";;;;;;;;;"109#120";"N-th to default credit derivatives#Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS#1250%#UNRATED";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x6,BAS=eba_BA:x9,EXT=eba_ER:x1,MCY=eba_MC:x54,MRW=eba_AP:x18,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x51,TRI=eba_TR:x21";C_20.00;120;240;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"7 - 10%";;;;;;;;;"109#120";"N-th to default credit derivatives#Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#7 - 10%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x6,BAS=eba_BA:x9,EXT=eba_ER:x1,MCY=eba_MC:x54,MRW=eba_AP:x18,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x41,TRI=eba_TR:x21";C_20.00;120;250;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"12 - 18%";;;;;;;;;"109#120";"N-th to default credit derivatives#Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#12 - 18%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x6,BAS=eba_BA:x9,EXT=eba_ER:x1,MCY=eba_MC:x54,MRW=eba_AP:x18,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x45,TRI=eba_TR:x21";C_20.00;120;260;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"20 - 35%";;;;;;;;;"109#120";"N-th to default credit derivatives#Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#20 - 35%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x6,BAS=eba_BA:x9,EXT=eba_ER:x1,MCY=eba_MC:x54,MRW=eba_AP:x18,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x49,TRI=eba_TR:x21";C_20.00;120;270;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"40 - 75%";;;;;;;;;"109#120";"N-th to default credit derivatives#Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#40 - 75%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x6,BAS=eba_BA:x9,EXT=eba_ER:x1,MCY=eba_MC:x54,MRW=eba_AP:x18,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x14,TRI=eba_TR:x21";C_20.00;120;280;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"100%";;;;;;;;;"109#120";"N-th to default credit derivatives#Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#100%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x6,BAS=eba_BA:x9,EXT=eba_ER:x1,MCY=eba_MC:x54,MRW=eba_AP:x18,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x20,TRI=eba_TR:x21";C_20.00;120;290;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"250%";;;;;;;;;"109#120";"N-th to default credit derivatives#Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#250%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x6,BAS=eba_BA:x9,EXT=eba_ER:x1,MCY=eba_MC:x54,MRW=eba_AP:x18,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x23,TRI=eba_TR:x21";C_20.00;120;300;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"350%";;;;;;;;;"109#120";"N-th to default credit derivatives#Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#350%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x6,BAS=eba_BA:x9,EXT=eba_ER:x1,MCY=eba_MC:x54,MRW=eba_AP:x18,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x25,TRI=eba_TR:x21";C_20.00;120;310;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"425%";;;;;;;;;"109#120";"N-th to default credit derivatives#Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#425%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x6,BAS=eba_BA:x9,EXT=eba_ER:x1,MCY=eba_MC:x54,MRW=eba_AP:x18,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x27,TRI=eba_TR:x21";C_20.00;120;320;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"650%";;;;;;;;;"109#120";"N-th to default credit derivatives#Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#650%";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x6,BAS=eba_BA:x9,EXT=eba_ER:x1,MCY=eba_MC:x54,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x56,TRI=eba_TR:x21";C_20.00;120;330;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS";"RISK WEIGHTS < 1250%";"Other";;;;;;;;;"109#120";"N-th to default credit derivatives#Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS#RISK WEIGHTS < 1250%#Other";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x6,BAS=eba_BA:x9,EXT=eba_ER:x1,MCY=eba_MC:x54,MRW=eba_AP:x18,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x30,TRI=eba_TR:x21";C_20.00;120;340;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS";"1250%";"RATED";;;;;;;;;"109#120";"N-th to default credit derivatives#Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS#1250%#RATED";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x6,BAS=eba_BA:x9,EXT=eba_ER:x11,MCY=eba_MC:x54,MRW=eba_AP:x1,PIN=eba_PI:x4,PRP=eba_PL:x51,RWS=eba_PC:x30,TRI=eba_TR:x21";C_20.00;120;350;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS";"1250%";"UNRATED";;;;;;;;;"109#120";"N-th to default credit derivatives#Other CTP positions";"BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS#1250%#UNRATED";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi258,APR=eba_AP:x6,BAS=eba_BA:x9,MCY=eba_MC:x54,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x21";C_20.00;120;410;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"Other CTP positions";"BEFORE CAP";"WEIGHTED NET LONG POSITIONS";;;;;;;;;;"109#120";"N-th to default credit derivatives#Other CTP positions";"BEFORE CAP#WEIGHTED NET LONG POSITIONS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi258,APR=eba_AP:x6,BAS=eba_BA:x9,MCY=eba_MC:x54,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x21";C_20.00;120;420;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"Other CTP positions";"BEFORE CAP";"WEIGHTED NET SHORT POSITIONS";;;;;;;;;;"109#120";"N-th to default credit derivatives#Other CTP positions";"BEFORE CAP#WEIGHTED NET SHORT POSITIONS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi257,APR=eba_AP:x6,BAS=eba_BA:x9,MCY=eba_MC:x54,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x21";C_20.00;120;430;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"Other CTP positions";"AFTER CAP";"WEIGHTED NET LONG POSITIONS";;;;;;;;;;"109#120";"N-th to default credit derivatives#Other CTP positions";"AFTER CAP#WEIGHTED NET LONG POSITIONS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi257,APR=eba_AP:x6,BAS=eba_BA:x9,MCY=eba_MC:x54,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x21";C_20.00;120;440;;monetaryItemType;C 20.00 (MKR SA CTP) Market risk: Standardised Approach for specific risk in the correlation trading portfolio;"Other CTP positions";"AFTER CAP";"WEIGHTED NET SHORT POSITIONS";;;;;;;;;;"109#120";"N-th to default credit derivatives#Other CTP positions";"AFTER CAP#WEIGHTED NET SHORT POSITIONS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x43,BAS=eba_BA:x9,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;060;55488;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Own funds requirements";;;;;;;;;;"Total (001)";"010";"EQUITIES IN TRADING BOOK";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi235,APR=eba_AP:x43,BAS=eba_BA:x9,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;070;55488;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Total risk exposure amount";;;;;;;;;;"Total (001)";"010";"EQUITIES IN TRADING BOOK";"Total risk exposure amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;010;55488;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"All positions";"Long";;;;;;;;;"Total (001)";"020";"General risk";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;020;55488;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"All positions";"Short";;;;;;;;;"Total (001)";"020";"General risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;030;55488;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Long";;;;;;;;;"Total (001)";"020";"General risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;040;55488;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Short";;;;;;;;;"Total (001)";"020";"General risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi259,APR=eba_AP:x5,BAS=eba_BA:x9,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;050;55488;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Positions subject to capital charge";;;;;;;;;;"Total (001)";"020";"General risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x5,BAS=eba_BA:x9,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;060;55488;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Own funds requirements";;;;;;;;;;"Total (001)";"020";"General risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,MCY=eba_MC:x99,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;010;55488;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Long";;;;;;;;;"Total (001)";"020#021";"General risk#Derivatives";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,MCY=eba_MC:x99,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;020;55488;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Short";;;;;;;;;"Total (001)";"020#021";"General risk#Derivatives";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,MCY=eba_MC:x157,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;010;55488;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Long";;;;;;;;;"Total (001)";"020#022";"General risk#Other assets and liabilities";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,MCY=eba_MC:x157,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;020;55488;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Short";;;;;;;;;"Total (001)";"020#022";"General risk#Other assets and liabilities";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,MCY=eba_MC:x178,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;010;55488;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions";"Long";;;;;;;;;"Total (001)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,MCY=eba_MC:x178,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;020;55488;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions";"Short";;;;;;;;;"Total (001)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,MCY=eba_MC:x178,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;030;55488;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions";"Long";;;;;;;;;"Total (001)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,MCY=eba_MC:x178,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;040;55488;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions";"Short";;;;;;;;;"Total (001)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,MCY=eba_MC:x260,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;010;55488;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"All positions";"Long";;;;;;;;;"Total (001)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,MCY=eba_MC:x260,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;020;55488;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"All positions";"Short";;;;;;;;;"Total (001)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,MCY=eba_MC:x260,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;030;55488;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"Net positions";"Long";;;;;;;;;"Total (001)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,MCY=eba_MC:x260,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;040;55488;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"Net positions";"Short";;;;;;;;;"Total (001)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x7,BAS=eba_BA:x9,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;010;55488;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"All positions";"Long";;;;;;;;;"Total (001)";"050";"Specific risk";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x7,BAS=eba_BA:x9,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;020;55488;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"All positions";"Short";;;;;;;;;"Total (001)";"050";"Specific risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;030;55488;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Long";;;;;;;;;"Total (001)";"050";"Specific risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;040;55488;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Short";;;;;;;;;"Total (001)";"050";"Specific risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi259,APR=eba_AP:x7,BAS=eba_BA:x9,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;050;55488;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Positions subject to capital charge";;;;;;;;;;"Total (001)";"050";"Specific risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x7,BAS=eba_BA:x9,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;060;55488;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Own funds requirements";;;;;;;;;;"Total (001)";"050";"Specific risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x11,BAS=eba_BA:x9,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;060;55488;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Additional requirements for options (non-delta risks)";"Own funds requirements";;;;;;;;;;"Total (001)";"090";"Additional requirements for options (non-delta risks)";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x61,BAS=eba_BA:x9,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;100;060;55488;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Simplified method";"Own funds requirements";;;;;;;;;;"Total (001)";"090#100";"Additional requirements for options (non-delta risks)#Simplified method";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x62,BAS=eba_BA:x9,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;110;060;55488;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for gamma risk";"Own funds requirements";;;;;;;;;;"Total (001)";"090#110";"Additional requirements for options (non-delta risks)#Delta plus approach - additional requirements for gamma risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x63,BAS=eba_BA:x9,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;120;060;55488;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for vega risk";"Own funds requirements";;;;;;;;;;"Total (001)";"090#120";"Additional requirements for options (non-delta risks)#Delta plus approach - additional requirements for vega risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x115,BAS=eba_BA:x9,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;125;060;55488;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - non-continuous options and warrants";"Own funds requirements";;;;;;;;;;"Total (001)";"090#125";"Additional requirements for options (non-delta risks)#Delta plus approach - non-continuous options and warrants";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x64,BAS=eba_BA:x9,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;130;060;55488;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Scenario matrix approach";"Own funds requirements";;;;;;;;;;"Total (001)";"090#130";"Additional requirements for options (non-delta risks)#Scenario matrix approach";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:BG,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;060;55489;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Own funds requirements";;;;;;;;;;"Bulgaria (004)";"010";"EQUITIES IN TRADING BOOK";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi235,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:BG,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;070;55489;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Total risk exposure amount";;;;;;;;;;"Bulgaria (004)";"010";"EQUITIES IN TRADING BOOK";"Total risk exposure amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:BG,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;010;55489;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"All positions";"Long";;;;;;;;;"Bulgaria (004)";"020";"General risk";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:BG,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;020;55489;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"All positions";"Short";;;;;;;;;"Bulgaria (004)";"020";"General risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:BG,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;030;55489;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Long";;;;;;;;;"Bulgaria (004)";"020";"General risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:BG,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;040;55489;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Short";;;;;;;;;"Bulgaria (004)";"020";"General risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi259,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:BG,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;050;55489;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Positions subject to capital charge";;;;;;;;;;"Bulgaria (004)";"020";"General risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:BG,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;060;55489;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Own funds requirements";;;;;;;;;;"Bulgaria (004)";"020";"General risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:BG,MCY=eba_MC:x99,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;010;55489;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Long";;;;;;;;;"Bulgaria (004)";"020#021";"General risk#Derivatives";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:BG,MCY=eba_MC:x99,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;020;55489;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Short";;;;;;;;;"Bulgaria (004)";"020#021";"General risk#Derivatives";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:BG,MCY=eba_MC:x157,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;010;55489;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Long";;;;;;;;;"Bulgaria (004)";"020#022";"General risk#Other assets and liabilities";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:BG,MCY=eba_MC:x157,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;020;55489;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Short";;;;;;;;;"Bulgaria (004)";"020#022";"General risk#Other assets and liabilities";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:BG,MCY=eba_MC:x178,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;010;55489;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions";"Long";;;;;;;;;"Bulgaria (004)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:BG,MCY=eba_MC:x178,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;040;55489;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions";"Short";;;;;;;;;"Bulgaria (004)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:BG,MCY=eba_MC:x260,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;010;55489;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"All positions";"Long";;;;;;;;;"Bulgaria (004)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:BG,MCY=eba_MC:x260,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;020;55489;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"All positions";"Short";;;;;;;;;"Bulgaria (004)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:BG,MCY=eba_MC:x260,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;030;55489;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"Net positions";"Long";;;;;;;;;"Bulgaria (004)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:BG,MCY=eba_MC:x260,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;040;55489;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"Net positions";"Short";;;;;;;;;"Bulgaria (004)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:BG,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;010;55489;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"All positions";"Long";;;;;;;;;"Bulgaria (004)";"050";"Specific risk";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:BG,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;020;55489;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"All positions";"Short";;;;;;;;;"Bulgaria (004)";"050";"Specific risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:BG,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;030;55489;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Long";;;;;;;;;"Bulgaria (004)";"050";"Specific risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:BG,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;040;55489;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Short";;;;;;;;;"Bulgaria (004)";"050";"Specific risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi259,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:BG,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;050;55489;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Positions subject to capital charge";;;;;;;;;;"Bulgaria (004)";"050";"Specific risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:BG,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;060;55489;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Own funds requirements";;;;;;;;;;"Bulgaria (004)";"050";"Specific risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:BG,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;060;55489;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Additional requirements for options (non-delta risks)";"Own funds requirements";;;;;;;;;;"Bulgaria (004)";"090";"Additional requirements for options (non-delta risks)";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x61,BAS=eba_BA:x9,CMA=eba_GA:BG,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;100;060;55489;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Simplified method";"Own funds requirements";;;;;;;;;;"Bulgaria (004)";"090#100";"Additional requirements for options (non-delta risks)#Simplified method";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x62,BAS=eba_BA:x9,CMA=eba_GA:BG,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;110;060;55489;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for gamma risk";"Own funds requirements";;;;;;;;;;"Bulgaria (004)";"090#110";"Additional requirements for options (non-delta risks)#Delta plus approach - additional requirements for gamma risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x63,BAS=eba_BA:x9,CMA=eba_GA:BG,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;120;060;55489;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for vega risk";"Own funds requirements";;;;;;;;;;"Bulgaria (004)";"090#120";"Additional requirements for options (non-delta risks)#Delta plus approach - additional requirements for vega risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x115,BAS=eba_BA:x9,CMA=eba_GA:BG,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;125;060;55489;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - non-continuous options and warrants";"Own funds requirements";;;;;;;;;;"Bulgaria (004)";"090#125";"Additional requirements for options (non-delta risks)#Delta plus approach - non-continuous options and warrants";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x64,BAS=eba_BA:x9,CMA=eba_GA:BG,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;130;060;55489;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Scenario matrix approach";"Own funds requirements";;;;;;;;;;"Bulgaria (004)";"090#130";"Additional requirements for options (non-delta risks)#Scenario matrix approach";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:CZ,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;060;55490;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Own funds requirements";;;;;;;;;;"Czech Republic (006)";"010";"EQUITIES IN TRADING BOOK";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi235,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:CZ,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;070;55490;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Total risk exposure amount";;;;;;;;;;"Czech Republic (006)";"010";"EQUITIES IN TRADING BOOK";"Total risk exposure amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:CZ,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;010;55490;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"All positions";"Long";;;;;;;;;"Czech Republic (006)";"020";"General risk";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:CZ,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;020;55490;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"All positions";"Short";;;;;;;;;"Czech Republic (006)";"020";"General risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:CZ,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;030;55490;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Long";;;;;;;;;"Czech Republic (006)";"020";"General risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:CZ,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;040;55490;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Short";;;;;;;;;"Czech Republic (006)";"020";"General risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi259,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:CZ,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;050;55490;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Positions subject to capital charge";;;;;;;;;;"Czech Republic (006)";"020";"General risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:CZ,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;060;55490;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Own funds requirements";;;;;;;;;;"Czech Republic (006)";"020";"General risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:CZ,MCY=eba_MC:x99,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;010;55490;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Long";;;;;;;;;"Czech Republic (006)";"020#021";"General risk#Derivatives";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:CZ,MCY=eba_MC:x99,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;020;55490;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Short";;;;;;;;;"Czech Republic (006)";"020#021";"General risk#Derivatives";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:CZ,MCY=eba_MC:x157,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;010;55490;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Long";;;;;;;;;"Czech Republic (006)";"020#022";"General risk#Other assets and liabilities";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:CZ,MCY=eba_MC:x157,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;020;55490;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Short";;;;;;;;;"Czech Republic (006)";"020#022";"General risk#Other assets and liabilities";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:CZ,MCY=eba_MC:x178,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;010;55490;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions";"Long";;;;;;;;;"Czech Republic (006)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:CZ,MCY=eba_MC:x178,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;020;55490;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions";"Short";;;;;;;;;"Czech Republic (006)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:CZ,MCY=eba_MC:x178,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;030;55490;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions";"Long";;;;;;;;;"Czech Republic (006)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:CZ,MCY=eba_MC:x178,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;040;55490;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions";"Short";;;;;;;;;"Czech Republic (006)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:CZ,MCY=eba_MC:x260,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;010;55490;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"All positions";"Long";;;;;;;;;"Czech Republic (006)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:CZ,MCY=eba_MC:x260,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;020;55490;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"All positions";"Short";;;;;;;;;"Czech Republic (006)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:CZ,MCY=eba_MC:x260,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;030;55490;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"Net positions";"Long";;;;;;;;;"Czech Republic (006)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:CZ,MCY=eba_MC:x260,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;040;55490;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"Net positions";"Short";;;;;;;;;"Czech Republic (006)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:CZ,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;010;55490;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"All positions";"Long";;;;;;;;;"Czech Republic (006)";"050";"Specific risk";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:CZ,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;020;55490;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"All positions";"Short";;;;;;;;;"Czech Republic (006)";"050";"Specific risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:CZ,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;030;55490;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Long";;;;;;;;;"Czech Republic (006)";"050";"Specific risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:CZ,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;040;55490;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Short";;;;;;;;;"Czech Republic (006)";"050";"Specific risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi259,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:CZ,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;050;55490;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Positions subject to capital charge";;;;;;;;;;"Czech Republic (006)";"050";"Specific risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:CZ,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;060;55490;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Own funds requirements";;;;;;;;;;"Czech Republic (006)";"050";"Specific risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:CZ,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;060;55490;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Additional requirements for options (non-delta risks)";"Own funds requirements";;;;;;;;;;"Czech Republic (006)";"090";"Additional requirements for options (non-delta risks)";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x61,BAS=eba_BA:x9,CMA=eba_GA:CZ,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;100;060;55490;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Simplified method";"Own funds requirements";;;;;;;;;;"Czech Republic (006)";"090#100";"Additional requirements for options (non-delta risks)#Simplified method";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x62,BAS=eba_BA:x9,CMA=eba_GA:CZ,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;110;060;55490;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for gamma risk";"Own funds requirements";;;;;;;;;;"Czech Republic (006)";"090#110";"Additional requirements for options (non-delta risks)#Delta plus approach - additional requirements for gamma risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x63,BAS=eba_BA:x9,CMA=eba_GA:CZ,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;120;060;55490;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for vega risk";"Own funds requirements";;;;;;;;;;"Czech Republic (006)";"090#120";"Additional requirements for options (non-delta risks)#Delta plus approach - additional requirements for vega risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x115,BAS=eba_BA:x9,CMA=eba_GA:CZ,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;125;060;55490;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - non-continuous options and warrants";"Own funds requirements";;;;;;;;;;"Czech Republic (006)";"090#125";"Additional requirements for options (non-delta risks)#Delta plus approach - non-continuous options and warrants";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x64,BAS=eba_BA:x9,CMA=eba_GA:CZ,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;130;060;55490;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Scenario matrix approach";"Own funds requirements";;;;;;;;;;"Czech Republic (006)";"090#130";"Additional requirements for options (non-delta risks)#Scenario matrix approach";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:DK,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;060;55491;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Own funds requirements";;;;;;;;;;"Denmark (007)";"010";"EQUITIES IN TRADING BOOK";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi235,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:DK,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;070;55491;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Total risk exposure amount";;;;;;;;;;"Denmark (007)";"010";"EQUITIES IN TRADING BOOK";"Total risk exposure amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:DK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;010;55491;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"All positions";"Long";;;;;;;;;"Denmark (007)";"020";"General risk";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:DK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;020;55491;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"All positions";"Short";;;;;;;;;"Denmark (007)";"020";"General risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:DK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;030;55491;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Long";;;;;;;;;"Denmark (007)";"020";"General risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:DK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;040;55491;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Short";;;;;;;;;"Denmark (007)";"020";"General risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi259,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:DK,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;050;55491;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Positions subject to capital charge";;;;;;;;;;"Denmark (007)";"020";"General risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:DK,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;060;55491;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Own funds requirements";;;;;;;;;;"Denmark (007)";"020";"General risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:DK,MCY=eba_MC:x99,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;010;55491;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Long";;;;;;;;;"Denmark (007)";"020#021";"General risk#Derivatives";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:DK,MCY=eba_MC:x99,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;020;55491;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Short";;;;;;;;;"Denmark (007)";"020#021";"General risk#Derivatives";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:DK,MCY=eba_MC:x157,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;010;55491;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Long";;;;;;;;;"Denmark (007)";"020#022";"General risk#Other assets and liabilities";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:DK,MCY=eba_MC:x157,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;020;55491;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Short";;;;;;;;;"Denmark (007)";"020#022";"General risk#Other assets and liabilities";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:DK,MCY=eba_MC:x178,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;010;55491;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions";"Long";;;;;;;;;"Denmark (007)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:DK,MCY=eba_MC:x178,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;020;55491;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions";"Short";;;;;;;;;"Denmark (007)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:DK,MCY=eba_MC:x178,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;030;55491;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions";"Long";;;;;;;;;"Denmark (007)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:DK,MCY=eba_MC:x178,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;040;55491;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions";"Short";;;;;;;;;"Denmark (007)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:DK,MCY=eba_MC:x260,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;010;55491;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"All positions";"Long";;;;;;;;;"Denmark (007)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:DK,MCY=eba_MC:x260,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;020;55491;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"All positions";"Short";;;;;;;;;"Denmark (007)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:DK,MCY=eba_MC:x260,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;030;55491;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"Net positions";"Long";;;;;;;;;"Denmark (007)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:DK,MCY=eba_MC:x260,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;040;55491;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"Net positions";"Short";;;;;;;;;"Denmark (007)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:DK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;010;55491;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"All positions";"Long";;;;;;;;;"Denmark (007)";"050";"Specific risk";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:DK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;020;55491;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"All positions";"Short";;;;;;;;;"Denmark (007)";"050";"Specific risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:DK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;030;55491;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Long";;;;;;;;;"Denmark (007)";"050";"Specific risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:DK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;040;55491;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Short";;;;;;;;;"Denmark (007)";"050";"Specific risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi259,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:DK,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;050;55491;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Positions subject to capital charge";;;;;;;;;;"Denmark (007)";"050";"Specific risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:DK,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;060;55491;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Own funds requirements";;;;;;;;;;"Denmark (007)";"050";"Specific risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:DK,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;060;55491;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Additional requirements for options (non-delta risks)";"Own funds requirements";;;;;;;;;;"Denmark (007)";"090";"Additional requirements for options (non-delta risks)";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x61,BAS=eba_BA:x9,CMA=eba_GA:DK,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;100;060;55491;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Simplified method";"Own funds requirements";;;;;;;;;;"Denmark (007)";"090#100";"Additional requirements for options (non-delta risks)#Simplified method";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x62,BAS=eba_BA:x9,CMA=eba_GA:DK,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;110;060;55491;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for gamma risk";"Own funds requirements";;;;;;;;;;"Denmark (007)";"090#110";"Additional requirements for options (non-delta risks)#Delta plus approach - additional requirements for gamma risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x63,BAS=eba_BA:x9,CMA=eba_GA:DK,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;120;060;55491;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for vega risk";"Own funds requirements";;;;;;;;;;"Denmark (007)";"090#120";"Additional requirements for options (non-delta risks)#Delta plus approach - additional requirements for vega risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x115,BAS=eba_BA:x9,CMA=eba_GA:DK,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;125;060;55491;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - non-continuous options and warrants";"Own funds requirements";;;;;;;;;;"Denmark (007)";"090#125";"Additional requirements for options (non-delta risks)#Delta plus approach - non-continuous options and warrants";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x64,BAS=eba_BA:x9,CMA=eba_GA:DK,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;130;060;55491;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Scenario matrix approach";"Own funds requirements";;;;;;;;;;"Denmark (007)";"090#130";"Additional requirements for options (non-delta risks)#Scenario matrix approach";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:HU,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;060;55492;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Own funds requirements";;;;;;;;;;"Hungary (013)";"010";"EQUITIES IN TRADING BOOK";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi235,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:HU,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;070;55492;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Total risk exposure amount";;;;;;;;;;"Hungary (013)";"010";"EQUITIES IN TRADING BOOK";"Total risk exposure amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:HU,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;010;55492;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"All positions";"Long";;;;;;;;;"Hungary (013)";"020";"General risk";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:HU,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;020;55492;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"All positions";"Short";;;;;;;;;"Hungary (013)";"020";"General risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:HU,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;030;55492;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Long";;;;;;;;;"Hungary (013)";"020";"General risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:HU,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;040;55492;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Short";;;;;;;;;"Hungary (013)";"020";"General risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi259,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:HU,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;050;55492;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Positions subject to capital charge";;;;;;;;;;"Hungary (013)";"020";"General risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:HU,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;060;55492;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Own funds requirements";;;;;;;;;;"Hungary (013)";"020";"General risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:HU,MCY=eba_MC:x99,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;010;55492;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Long";;;;;;;;;"Hungary (013)";"020#021";"General risk#Derivatives";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:HU,MCY=eba_MC:x99,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;020;55492;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Short";;;;;;;;;"Hungary (013)";"020#021";"General risk#Derivatives";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:HU,MCY=eba_MC:x157,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;010;55492;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Long";;;;;;;;;"Hungary (013)";"020#022";"General risk#Other assets and liabilities";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:HU,MCY=eba_MC:x157,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;020;55492;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Short";;;;;;;;;"Hungary (013)";"020#022";"General risk#Other assets and liabilities";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:HU,MCY=eba_MC:x178,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;010;55492;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions";"Long";;;;;;;;;"Hungary (013)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:HU,MCY=eba_MC:x178,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;020;55492;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions";"Short";;;;;;;;;"Hungary (013)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:HU,MCY=eba_MC:x178,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;030;55492;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions";"Long";;;;;;;;;"Hungary (013)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:HU,MCY=eba_MC:x178,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;040;55492;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions";"Short";;;;;;;;;"Hungary (013)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:HU,MCY=eba_MC:x260,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;010;55492;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"All positions";"Long";;;;;;;;;"Hungary (013)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:HU,MCY=eba_MC:x260,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;020;55492;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"All positions";"Short";;;;;;;;;"Hungary (013)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:HU,MCY=eba_MC:x260,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;030;55492;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"Net positions";"Long";;;;;;;;;"Hungary (013)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:HU,MCY=eba_MC:x260,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;040;55492;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"Net positions";"Short";;;;;;;;;"Hungary (013)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:HU,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;010;55492;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"All positions";"Long";;;;;;;;;"Hungary (013)";"050";"Specific risk";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:HU,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;020;55492;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"All positions";"Short";;;;;;;;;"Hungary (013)";"050";"Specific risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:HU,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;030;55492;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Long";;;;;;;;;"Hungary (013)";"050";"Specific risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:HU,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;040;55492;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Short";;;;;;;;;"Hungary (013)";"050";"Specific risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi259,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:HU,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;050;55492;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Positions subject to capital charge";;;;;;;;;;"Hungary (013)";"050";"Specific risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:HU,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;060;55492;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Own funds requirements";;;;;;;;;;"Hungary (013)";"050";"Specific risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:HU,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;060;55492;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Additional requirements for options (non-delta risks)";"Own funds requirements";;;;;;;;;;"Hungary (013)";"090";"Additional requirements for options (non-delta risks)";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x61,BAS=eba_BA:x9,CMA=eba_GA:HU,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;100;060;55492;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Simplified method";"Own funds requirements";;;;;;;;;;"Hungary (013)";"090#100";"Additional requirements for options (non-delta risks)#Simplified method";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x62,BAS=eba_BA:x9,CMA=eba_GA:HU,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;110;060;55492;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for gamma risk";"Own funds requirements";;;;;;;;;;"Hungary (013)";"090#110";"Additional requirements for options (non-delta risks)#Delta plus approach - additional requirements for gamma risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x63,BAS=eba_BA:x9,CMA=eba_GA:HU,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;120;060;55492;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for vega risk";"Own funds requirements";;;;;;;;;;"Hungary (013)";"090#120";"Additional requirements for options (non-delta risks)#Delta plus approach - additional requirements for vega risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x115,BAS=eba_BA:x9,CMA=eba_GA:HU,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;125;060;55492;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - non-continuous options and warrants";"Own funds requirements";;;;;;;;;;"Hungary (013)";"090#125";"Additional requirements for options (non-delta risks)#Delta plus approach - non-continuous options and warrants";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x64,BAS=eba_BA:x9,CMA=eba_GA:HU,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;130;060;55492;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Scenario matrix approach";"Own funds requirements";;;;;;;;;;"Hungary (013)";"090#130";"Additional requirements for options (non-delta risks)#Scenario matrix approach";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:PL,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;060;55493;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Own funds requirements";;;;;;;;;;"Poland (021)";"010";"EQUITIES IN TRADING BOOK";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi235,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:PL,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;070;55493;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Total risk exposure amount";;;;;;;;;;"Poland (021)";"010";"EQUITIES IN TRADING BOOK";"Total risk exposure amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:PL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;010;55493;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"All positions";"Long";;;;;;;;;"Poland (021)";"020";"General risk";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:PL,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;020;55493;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"All positions";"Short";;;;;;;;;"Poland (021)";"020";"General risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:PL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;030;55493;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Long";;;;;;;;;"Poland (021)";"020";"General risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:PL,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;040;55493;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Short";;;;;;;;;"Poland (021)";"020";"General risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi259,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:PL,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;050;55493;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Positions subject to capital charge";;;;;;;;;;"Poland (021)";"020";"General risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:PL,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;060;55493;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Own funds requirements";;;;;;;;;;"Poland (021)";"020";"General risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:PL,MCY=eba_MC:x99,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;010;55493;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Long";;;;;;;;;"Poland (021)";"020#021";"General risk#Derivatives";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:PL,MCY=eba_MC:x99,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;020;55493;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Short";;;;;;;;;"Poland (021)";"020#021";"General risk#Derivatives";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:PL,MCY=eba_MC:x157,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;010;55493;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Long";;;;;;;;;"Poland (021)";"020#022";"General risk#Other assets and liabilities";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:PL,MCY=eba_MC:x157,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;020;55493;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Short";;;;;;;;;"Poland (021)";"020#022";"General risk#Other assets and liabilities";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:PL,MCY=eba_MC:x178,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;010;55493;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions";"Long";;;;;;;;;"Poland (021)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:PL,MCY=eba_MC:x178,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;020;55493;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions";"Short";;;;;;;;;"Poland (021)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:PL,MCY=eba_MC:x178,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;030;55493;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions";"Long";;;;;;;;;"Poland (021)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:PL,MCY=eba_MC:x178,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;040;55493;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions";"Short";;;;;;;;;"Poland (021)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:PL,MCY=eba_MC:x260,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;010;55493;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"All positions";"Long";;;;;;;;;"Poland (021)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:PL,MCY=eba_MC:x260,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;020;55493;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"All positions";"Short";;;;;;;;;"Poland (021)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:PL,MCY=eba_MC:x260,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;030;55493;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"Net positions";"Long";;;;;;;;;"Poland (021)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:PL,MCY=eba_MC:x260,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;040;55493;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"Net positions";"Short";;;;;;;;;"Poland (021)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:PL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;010;55493;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"All positions";"Long";;;;;;;;;"Poland (021)";"050";"Specific risk";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:PL,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;020;55493;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"All positions";"Short";;;;;;;;;"Poland (021)";"050";"Specific risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:PL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;030;55493;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Long";;;;;;;;;"Poland (021)";"050";"Specific risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:PL,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;040;55493;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Short";;;;;;;;;"Poland (021)";"050";"Specific risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi259,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:PL,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;050;55493;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Positions subject to capital charge";;;;;;;;;;"Poland (021)";"050";"Specific risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:PL,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;060;55493;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Own funds requirements";;;;;;;;;;"Poland (021)";"050";"Specific risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:PL,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;060;55493;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Additional requirements for options (non-delta risks)";"Own funds requirements";;;;;;;;;;"Poland (021)";"090";"Additional requirements for options (non-delta risks)";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x61,BAS=eba_BA:x9,CMA=eba_GA:PL,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;100;060;55493;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Simplified method";"Own funds requirements";;;;;;;;;;"Poland (021)";"090#100";"Additional requirements for options (non-delta risks)#Simplified method";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x62,BAS=eba_BA:x9,CMA=eba_GA:PL,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;110;060;55493;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for gamma risk";"Own funds requirements";;;;;;;;;;"Poland (021)";"090#110";"Additional requirements for options (non-delta risks)#Delta plus approach - additional requirements for gamma risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x63,BAS=eba_BA:x9,CMA=eba_GA:PL,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;120;060;55493;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for vega risk";"Own funds requirements";;;;;;;;;;"Poland (021)";"090#120";"Additional requirements for options (non-delta risks)#Delta plus approach - additional requirements for vega risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x115,BAS=eba_BA:x9,CMA=eba_GA:PL,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;125;060;55493;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - non-continuous options and warrants";"Own funds requirements";;;;;;;;;;"Poland (021)";"090#125";"Additional requirements for options (non-delta risks)#Delta plus approach - non-continuous options and warrants";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x64,BAS=eba_BA:x9,CMA=eba_GA:PL,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;130;060;55493;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Scenario matrix approach";"Own funds requirements";;;;;;;;;;"Poland (021)";"090#130";"Additional requirements for options (non-delta risks)#Scenario matrix approach";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:RO,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;060;55494;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Own funds requirements";;;;;;;;;;"Romania (023)";"010";"EQUITIES IN TRADING BOOK";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi235,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:RO,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;070;55494;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Total risk exposure amount";;;;;;;;;;"Romania (023)";"010";"EQUITIES IN TRADING BOOK";"Total risk exposure amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:RO,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;010;55494;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"All positions";"Long";;;;;;;;;"Romania (023)";"020";"General risk";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:RO,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;020;55494;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"All positions";"Short";;;;;;;;;"Romania (023)";"020";"General risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:RO,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;030;55494;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Long";;;;;;;;;"Romania (023)";"020";"General risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:RO,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;040;55494;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Short";;;;;;;;;"Romania (023)";"020";"General risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi259,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:RO,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;050;55494;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Positions subject to capital charge";;;;;;;;;;"Romania (023)";"020";"General risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:RO,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;060;55494;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Own funds requirements";;;;;;;;;;"Romania (023)";"020";"General risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:RO,MCY=eba_MC:x99,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;010;55494;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Long";;;;;;;;;"Romania (023)";"020#021";"General risk#Derivatives";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:RO,MCY=eba_MC:x99,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;020;55494;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Short";;;;;;;;;"Romania (023)";"020#021";"General risk#Derivatives";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:RO,MCY=eba_MC:x157,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;010;55494;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Long";;;;;;;;;"Romania (023)";"020#022";"General risk#Other assets and liabilities";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:RO,MCY=eba_MC:x157,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;020;55494;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Short";;;;;;;;;"Romania (023)";"020#022";"General risk#Other assets and liabilities";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:RO,MCY=eba_MC:x178,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;010;55494;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions";"Long";;;;;;;;;"Romania (023)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:RO,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;010;55494;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"All positions";"Long";;;;;;;;;"Romania (023)";"050";"Specific risk";"All positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:RO,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;040;55494;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Short";;;;;;;;;"Romania (023)";"050";"Specific risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi259,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:RO,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;050;55494;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Positions subject to capital charge";;;;;;;;;;"Romania (023)";"050";"Specific risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:RO,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;060;55494;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Own funds requirements";;;;;;;;;;"Romania (023)";"050";"Specific risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:RO,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;060;55494;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Additional requirements for options (non-delta risks)";"Own funds requirements";;;;;;;;;;"Romania (023)";"090";"Additional requirements for options (non-delta risks)";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x61,BAS=eba_BA:x9,CMA=eba_GA:RO,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;100;060;55494;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Simplified method";"Own funds requirements";;;;;;;;;;"Romania (023)";"090#100";"Additional requirements for options (non-delta risks)#Simplified method";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x62,BAS=eba_BA:x9,CMA=eba_GA:RO,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;110;060;55494;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for gamma risk";"Own funds requirements";;;;;;;;;;"Romania (023)";"090#110";"Additional requirements for options (non-delta risks)#Delta plus approach - additional requirements for gamma risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x63,BAS=eba_BA:x9,CMA=eba_GA:RO,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;120;060;55494;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for vega risk";"Own funds requirements";;;;;;;;;;"Romania (023)";"090#120";"Additional requirements for options (non-delta risks)#Delta plus approach - additional requirements for vega risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x115,BAS=eba_BA:x9,CMA=eba_GA:RO,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;125;060;55494;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - non-continuous options and warrants";"Own funds requirements";;;;;;;;;;"Romania (023)";"090#125";"Additional requirements for options (non-delta risks)#Delta plus approach - non-continuous options and warrants";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x64,BAS=eba_BA:x9,CMA=eba_GA:RO,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;130;060;55494;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Scenario matrix approach";"Own funds requirements";;;;;;;;;;"Romania (023)";"090#130";"Additional requirements for options (non-delta risks)#Scenario matrix approach";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:SE,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;060;55495;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Own funds requirements";;;;;;;;;;"Sweden (027)";"010";"EQUITIES IN TRADING BOOK";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi235,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:SE,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;070;55495;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Total risk exposure amount";;;;;;;;;;"Sweden (027)";"010";"EQUITIES IN TRADING BOOK";"Total risk exposure amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:SE,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;010;55495;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"All positions";"Long";;;;;;;;;"Sweden (027)";"020";"General risk";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:SE,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;020;55495;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"All positions";"Short";;;;;;;;;"Sweden (027)";"020";"General risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:SE,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;030;55495;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Long";;;;;;;;;"Sweden (027)";"020";"General risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:SE,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;040;55495;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Short";;;;;;;;;"Sweden (027)";"020";"General risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi259,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:SE,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;050;55495;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Positions subject to capital charge";;;;;;;;;;"Sweden (027)";"020";"General risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:SE,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;060;55495;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Own funds requirements";;;;;;;;;;"Sweden (027)";"020";"General risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:SE,MCY=eba_MC:x99,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;010;55495;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Long";;;;;;;;;"Sweden (027)";"020#021";"General risk#Derivatives";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:SE,MCY=eba_MC:x99,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;020;55495;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Short";;;;;;;;;"Sweden (027)";"020#021";"General risk#Derivatives";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:SE,MCY=eba_MC:x157,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;010;55495;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Long";;;;;;;;;"Sweden (027)";"020#022";"General risk#Other assets and liabilities";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:SE,MCY=eba_MC:x157,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;020;55495;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Short";;;;;;;;;"Sweden (027)";"020#022";"General risk#Other assets and liabilities";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:SE,MCY=eba_MC:x178,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;010;55495;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions";"Long";;;;;;;;;"Sweden (027)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:SE,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;040;55495;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Short";;;;;;;;;"Sweden (027)";"050";"Specific risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi259,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:SE,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;050;55495;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Positions subject to capital charge";;;;;;;;;;"Sweden (027)";"050";"Specific risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:SE,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;060;55495;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Own funds requirements";;;;;;;;;;"Sweden (027)";"050";"Specific risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:SE,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;060;55495;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Additional requirements for options (non-delta risks)";"Own funds requirements";;;;;;;;;;"Sweden (027)";"090";"Additional requirements for options (non-delta risks)";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x61,BAS=eba_BA:x9,CMA=eba_GA:SE,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;100;060;55495;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Simplified method";"Own funds requirements";;;;;;;;;;"Sweden (027)";"090#100";"Additional requirements for options (non-delta risks)#Simplified method";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x62,BAS=eba_BA:x9,CMA=eba_GA:SE,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;110;060;55495;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for gamma risk";"Own funds requirements";;;;;;;;;;"Sweden (027)";"090#110";"Additional requirements for options (non-delta risks)#Delta plus approach - additional requirements for gamma risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x63,BAS=eba_BA:x9,CMA=eba_GA:SE,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;120;060;55495;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for vega risk";"Own funds requirements";;;;;;;;;;"Sweden (027)";"090#120";"Additional requirements for options (non-delta risks)#Delta plus approach - additional requirements for vega risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x115,BAS=eba_BA:x9,CMA=eba_GA:SE,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;125;060;55495;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - non-continuous options and warrants";"Own funds requirements";;;;;;;;;;"Sweden (027)";"090#125";"Additional requirements for options (non-delta risks)#Delta plus approach - non-continuous options and warrants";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x64,BAS=eba_BA:x9,CMA=eba_GA:SE,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;130;060;55495;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Scenario matrix approach";"Own funds requirements";;;;;;;;;;"Sweden (027)";"090#130";"Additional requirements for options (non-delta risks)#Scenario matrix approach";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:GB,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;060;55496;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Own funds requirements";;;;;;;;;;"United Kingdom (028)";"010";"EQUITIES IN TRADING BOOK";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi235,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:GB,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;070;55496;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Total risk exposure amount";;;;;;;;;;"United Kingdom (028)";"010";"EQUITIES IN TRADING BOOK";"Total risk exposure amount";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:GB,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;020;55496;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"All positions";"Short";;;;;;;;;"United Kingdom (028)";"020";"General risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:GB,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;030;55496;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Long";;;;;;;;;"United Kingdom (028)";"020";"General risk";"Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi259,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:GB,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;050;55496;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Positions subject to capital charge";;;;;;;;;;"United Kingdom (028)";"020";"General risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:GB,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;060;55496;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Own funds requirements";;;;;;;;;;"United Kingdom (028)";"020";"General risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:GB,MCY=eba_MC:x99,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;010;55496;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Long";;;;;;;;;"United Kingdom (028)";"020#021";"General risk#Derivatives";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:GB,MCY=eba_MC:x99,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;020;55496;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Short";;;;;;;;;"United Kingdom (028)";"020#021";"General risk#Derivatives";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:GB,MCY=eba_MC:x157,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;010;55496;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Long";;;;;;;;;"United Kingdom (028)";"020#022";"General risk#Other assets and liabilities";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:GB,MCY=eba_MC:x157,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;020;55496;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Short";;;;;;;;;"United Kingdom (028)";"020#022";"General risk#Other assets and liabilities";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:GB,MCY=eba_MC:x178,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;010;55496;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions";"Long";;;;;;;;;"United Kingdom (028)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:GB,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;030;55496;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Long";;;;;;;;;"United Kingdom (028)";"050";"Specific risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:GB,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;040;55496;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Short";;;;;;;;;"United Kingdom (028)";"050";"Specific risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi259,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:GB,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;050;55496;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Positions subject to capital charge";;;;;;;;;;"United Kingdom (028)";"050";"Specific risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:GB,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;060;55496;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Own funds requirements";;;;;;;;;;"United Kingdom (028)";"050";"Specific risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:GB,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;060;55496;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Additional requirements for options (non-delta risks)";"Own funds requirements";;;;;;;;;;"United Kingdom (028)";"090";"Additional requirements for options (non-delta risks)";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x61,BAS=eba_BA:x9,CMA=eba_GA:GB,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;100;060;55496;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Simplified method";"Own funds requirements";;;;;;;;;;"United Kingdom (028)";"090#100";"Additional requirements for options (non-delta risks)#Simplified method";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x62,BAS=eba_BA:x9,CMA=eba_GA:GB,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;110;060;55496;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for gamma risk";"Own funds requirements";;;;;;;;;;"United Kingdom (028)";"090#110";"Additional requirements for options (non-delta risks)#Delta plus approach - additional requirements for gamma risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x63,BAS=eba_BA:x9,CMA=eba_GA:GB,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;120;060;55496;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for vega risk";"Own funds requirements";;;;;;;;;;"United Kingdom (028)";"090#120";"Additional requirements for options (non-delta risks)#Delta plus approach - additional requirements for vega risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x115,BAS=eba_BA:x9,CMA=eba_GA:GB,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;125;060;55496;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - non-continuous options and warrants";"Own funds requirements";;;;;;;;;;"United Kingdom (028)";"090#125";"Additional requirements for options (non-delta risks)#Delta plus approach - non-continuous options and warrants";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x64,BAS=eba_BA:x9,CMA=eba_GA:GB,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;130;060;55496;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Scenario matrix approach";"Own funds requirements";;;;;;;;;;"United Kingdom (028)";"090#130";"Additional requirements for options (non-delta risks)#Scenario matrix approach";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:AL,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;060;55497;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Own funds requirements";;;;;;;;;;"Albania (029)";"010";"EQUITIES IN TRADING BOOK";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi235,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:AL,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;070;55497;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Total risk exposure amount";;;;;;;;;;"Albania (029)";"010";"EQUITIES IN TRADING BOOK";"Total risk exposure amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:AL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;010;55497;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"All positions";"Long";;;;;;;;;"Albania (029)";"020";"General risk";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:AL,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;020;55497;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"All positions";"Short";;;;;;;;;"Albania (029)";"020";"General risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:AL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;030;55497;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Long";;;;;;;;;"Albania (029)";"020";"General risk";"Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi259,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:AL,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;050;55497;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Positions subject to capital charge";;;;;;;;;;"Albania (029)";"020";"General risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:AL,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;060;55497;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Own funds requirements";;;;;;;;;;"Albania (029)";"020";"General risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:AL,MCY=eba_MC:x99,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;010;55497;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Long";;;;;;;;;"Albania (029)";"020#021";"General risk#Derivatives";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:AL,MCY=eba_MC:x99,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;020;55497;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Short";;;;;;;;;"Albania (029)";"020#021";"General risk#Derivatives";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:AL,MCY=eba_MC:x157,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;010;55497;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Long";;;;;;;;;"Albania (029)";"020#022";"General risk#Other assets and liabilities";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:AL,MCY=eba_MC:x157,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;020;55497;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Short";;;;;;;;;"Albania (029)";"020#022";"General risk#Other assets and liabilities";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:AL,MCY=eba_MC:x178,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;010;55497;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions";"Long";;;;;;;;;"Albania (029)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:AL,MCY=eba_MC:x260,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;010;55497;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"All positions";"Long";;;;;;;;;"Albania (029)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:AL,MCY=eba_MC:x260,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;020;55497;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"All positions";"Short";;;;;;;;;"Albania (029)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:AL,MCY=eba_MC:x260,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;030;55497;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"Net positions";"Long";;;;;;;;;"Albania (029)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:AL,MCY=eba_MC:x260,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;040;55497;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"Net positions";"Short";;;;;;;;;"Albania (029)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:AL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;010;55497;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"All positions";"Long";;;;;;;;;"Albania (029)";"050";"Specific risk";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:AL,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;020;55497;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"All positions";"Short";;;;;;;;;"Albania (029)";"050";"Specific risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:AL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;030;55497;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Long";;;;;;;;;"Albania (029)";"050";"Specific risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:AL,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;040;55497;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Short";;;;;;;;;"Albania (029)";"050";"Specific risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi259,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:AL,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;050;55497;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Positions subject to capital charge";;;;;;;;;;"Albania (029)";"050";"Specific risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:AL,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;060;55497;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Own funds requirements";;;;;;;;;;"Albania (029)";"050";"Specific risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:AL,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;060;55497;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Additional requirements for options (non-delta risks)";"Own funds requirements";;;;;;;;;;"Albania (029)";"090";"Additional requirements for options (non-delta risks)";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x61,BAS=eba_BA:x9,CMA=eba_GA:AL,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;100;060;55497;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Simplified method";"Own funds requirements";;;;;;;;;;"Albania (029)";"090#100";"Additional requirements for options (non-delta risks)#Simplified method";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x62,BAS=eba_BA:x9,CMA=eba_GA:AL,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;110;060;55497;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for gamma risk";"Own funds requirements";;;;;;;;;;"Albania (029)";"090#110";"Additional requirements for options (non-delta risks)#Delta plus approach - additional requirements for gamma risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x63,BAS=eba_BA:x9,CMA=eba_GA:AL,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;120;060;55497;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for vega risk";"Own funds requirements";;;;;;;;;;"Albania (029)";"090#120";"Additional requirements for options (non-delta risks)#Delta plus approach - additional requirements for vega risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x115,BAS=eba_BA:x9,CMA=eba_GA:AL,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;125;060;55497;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - non-continuous options and warrants";"Own funds requirements";;;;;;;;;;"Albania (029)";"090#125";"Additional requirements for options (non-delta risks)#Delta plus approach - non-continuous options and warrants";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x64,BAS=eba_BA:x9,CMA=eba_GA:AL,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;130;060;55497;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Scenario matrix approach";"Own funds requirements";;;;;;;;;;"Albania (029)";"090#130";"Additional requirements for options (non-delta risks)#Scenario matrix approach";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:JP,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;060;55498;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Own funds requirements";;;;;;;;;;"Japan (030)";"010";"EQUITIES IN TRADING BOOK";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi235,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:JP,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;070;55498;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Total risk exposure amount";;;;;;;;;;"Japan (030)";"010";"EQUITIES IN TRADING BOOK";"Total risk exposure amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:JP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;010;55498;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"All positions";"Long";;;;;;;;;"Japan (030)";"020";"General risk";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:JP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;020;55498;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"All positions";"Short";;;;;;;;;"Japan (030)";"020";"General risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:JP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;030;55498;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Long";;;;;;;;;"Japan (030)";"020";"General risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:JP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;040;55498;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Short";;;;;;;;;"Japan (030)";"020";"General risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi259,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:JP,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;050;55498;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Positions subject to capital charge";;;;;;;;;;"Japan (030)";"020";"General risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:JP,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;060;55498;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Own funds requirements";;;;;;;;;;"Japan (030)";"020";"General risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:JP,MCY=eba_MC:x99,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;010;55498;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Long";;;;;;;;;"Japan (030)";"020#021";"General risk#Derivatives";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:JP,MCY=eba_MC:x99,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;020;55498;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Short";;;;;;;;;"Japan (030)";"020#021";"General risk#Derivatives";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:JP,MCY=eba_MC:x157,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;010;55498;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Long";;;;;;;;;"Japan (030)";"020#022";"General risk#Other assets and liabilities";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:JP,MCY=eba_MC:x157,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;020;55498;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Short";;;;;;;;;"Japan (030)";"020#022";"General risk#Other assets and liabilities";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:JP,MCY=eba_MC:x178,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;010;55498;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions";"Long";;;;;;;;;"Japan (030)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:JP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;010;55498;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"All positions";"Long";;;;;;;;;"Japan (030)";"050";"Specific risk";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:JP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;020;55498;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"All positions";"Short";;;;;;;;;"Japan (030)";"050";"Specific risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:JP,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;030;55498;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Long";;;;;;;;;"Japan (030)";"050";"Specific risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:JP,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;040;55498;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Short";;;;;;;;;"Japan (030)";"050";"Specific risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi259,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:JP,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;050;55498;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Positions subject to capital charge";;;;;;;;;;"Japan (030)";"050";"Specific risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:JP,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;060;55498;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Own funds requirements";;;;;;;;;;"Japan (030)";"050";"Specific risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:JP,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;060;55498;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Additional requirements for options (non-delta risks)";"Own funds requirements";;;;;;;;;;"Japan (030)";"090";"Additional requirements for options (non-delta risks)";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x61,BAS=eba_BA:x9,CMA=eba_GA:JP,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;100;060;55498;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Simplified method";"Own funds requirements";;;;;;;;;;"Japan (030)";"090#100";"Additional requirements for options (non-delta risks)#Simplified method";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x62,BAS=eba_BA:x9,CMA=eba_GA:JP,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;110;060;55498;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for gamma risk";"Own funds requirements";;;;;;;;;;"Japan (030)";"090#110";"Additional requirements for options (non-delta risks)#Delta plus approach - additional requirements for gamma risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x63,BAS=eba_BA:x9,CMA=eba_GA:JP,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;120;060;55498;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for vega risk";"Own funds requirements";;;;;;;;;;"Japan (030)";"090#120";"Additional requirements for options (non-delta risks)#Delta plus approach - additional requirements for vega risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x115,BAS=eba_BA:x9,CMA=eba_GA:JP,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;125;060;55498;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - non-continuous options and warrants";"Own funds requirements";;;;;;;;;;"Japan (030)";"090#125";"Additional requirements for options (non-delta risks)#Delta plus approach - non-continuous options and warrants";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x64,BAS=eba_BA:x9,CMA=eba_GA:JP,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;130;060;55498;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Scenario matrix approach";"Own funds requirements";;;;;;;;;;"Japan (030)";"090#130";"Additional requirements for options (non-delta risks)#Scenario matrix approach";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:MK,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;060;55499;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Own funds requirements";;;;;;;;;;"Macedonia (031)";"010";"EQUITIES IN TRADING BOOK";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi235,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:MK,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;070;55499;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Total risk exposure amount";;;;;;;;;;"Macedonia (031)";"010";"EQUITIES IN TRADING BOOK";"Total risk exposure amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:MK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;010;55499;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"All positions";"Long";;;;;;;;;"Macedonia (031)";"020";"General risk";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:MK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;020;55499;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"All positions";"Short";;;;;;;;;"Macedonia (031)";"020";"General risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:MK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;030;55499;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Long";;;;;;;;;"Macedonia (031)";"020";"General risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:MK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;040;55499;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Short";;;;;;;;;"Macedonia (031)";"020";"General risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi259,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:MK,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;050;55499;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Positions subject to capital charge";;;;;;;;;;"Macedonia (031)";"020";"General risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:MK,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;060;55499;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Own funds requirements";;;;;;;;;;"Macedonia (031)";"020";"General risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:MK,MCY=eba_MC:x99,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;010;55499;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Long";;;;;;;;;"Macedonia (031)";"020#021";"General risk#Derivatives";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:MK,MCY=eba_MC:x99,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;020;55499;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Short";;;;;;;;;"Macedonia (031)";"020#021";"General risk#Derivatives";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:MK,MCY=eba_MC:x157,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;010;55499;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Long";;;;;;;;;"Macedonia (031)";"020#022";"General risk#Other assets and liabilities";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:MK,MCY=eba_MC:x157,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;020;55499;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Short";;;;;;;;;"Macedonia (031)";"020#022";"General risk#Other assets and liabilities";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:MK,MCY=eba_MC:x178,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;010;55499;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions";"Long";;;;;;;;;"Macedonia (031)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:MK,MCY=eba_MC:x178,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;020;55499;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions";"Short";;;;;;;;;"Macedonia (031)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:MK,MCY=eba_MC:x178,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;030;55499;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions";"Long";;;;;;;;;"Macedonia (031)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:MK,MCY=eba_MC:x178,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;040;55499;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions";"Short";;;;;;;;;"Macedonia (031)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:MK,MCY=eba_MC:x260,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;010;55499;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"All positions";"Long";;;;;;;;;"Macedonia (031)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:MK,MCY=eba_MC:x260,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;020;55499;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"All positions";"Short";;;;;;;;;"Macedonia (031)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"All positions#Short";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:MK,MCY=eba_MC:x260,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;040;55499;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"Net positions";"Short";;;;;;;;;"Macedonia (031)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:MK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;010;55499;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"All positions";"Long";;;;;;;;;"Macedonia (031)";"050";"Specific risk";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:MK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;020;55499;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"All positions";"Short";;;;;;;;;"Macedonia (031)";"050";"Specific risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:MK,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;030;55499;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Long";;;;;;;;;"Macedonia (031)";"050";"Specific risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:MK,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;040;55499;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Short";;;;;;;;;"Macedonia (031)";"050";"Specific risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi259,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:MK,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;050;55499;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Positions subject to capital charge";;;;;;;;;;"Macedonia (031)";"050";"Specific risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:MK,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;060;55499;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Own funds requirements";;;;;;;;;;"Macedonia (031)";"050";"Specific risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:MK,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;060;55499;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Additional requirements for options (non-delta risks)";"Own funds requirements";;;;;;;;;;"Macedonia (031)";"090";"Additional requirements for options (non-delta risks)";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x61,BAS=eba_BA:x9,CMA=eba_GA:MK,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;100;060;55499;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Simplified method";"Own funds requirements";;;;;;;;;;"Macedonia (031)";"090#100";"Additional requirements for options (non-delta risks)#Simplified method";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x62,BAS=eba_BA:x9,CMA=eba_GA:MK,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;110;060;55499;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for gamma risk";"Own funds requirements";;;;;;;;;;"Macedonia (031)";"090#110";"Additional requirements for options (non-delta risks)#Delta plus approach - additional requirements for gamma risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x63,BAS=eba_BA:x9,CMA=eba_GA:MK,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;120;060;55499;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for vega risk";"Own funds requirements";;;;;;;;;;"Macedonia (031)";"090#120";"Additional requirements for options (non-delta risks)#Delta plus approach - additional requirements for vega risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x115,BAS=eba_BA:x9,CMA=eba_GA:MK,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;125;060;55499;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - non-continuous options and warrants";"Own funds requirements";;;;;;;;;;"Macedonia (031)";"090#125";"Additional requirements for options (non-delta risks)#Delta plus approach - non-continuous options and warrants";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x64,BAS=eba_BA:x9,CMA=eba_GA:MK,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;130;060;55499;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Scenario matrix approach";"Own funds requirements";;;;;;;;;;"Macedonia (031)";"090#130";"Additional requirements for options (non-delta risks)#Scenario matrix approach";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:RU,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;060;55500;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Own funds requirements";;;;;;;;;;"Russian Federation (032)";"010";"EQUITIES IN TRADING BOOK";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi235,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:RU,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;070;55500;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Total risk exposure amount";;;;;;;;;;"Russian Federation (032)";"010";"EQUITIES IN TRADING BOOK";"Total risk exposure amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:RU,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;010;55500;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"All positions";"Long";;;;;;;;;"Russian Federation (032)";"020";"General risk";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:RU,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;020;55500;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"All positions";"Short";;;;;;;;;"Russian Federation (032)";"020";"General risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:RU,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;030;55500;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Long";;;;;;;;;"Russian Federation (032)";"020";"General risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:RU,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;040;55500;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Short";;;;;;;;;"Russian Federation (032)";"020";"General risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi259,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:RU,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;050;55500;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Positions subject to capital charge";;;;;;;;;;"Russian Federation (032)";"020";"General risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:RU,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;060;55500;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Own funds requirements";;;;;;;;;;"Russian Federation (032)";"020";"General risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:RU,MCY=eba_MC:x99,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;010;55500;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Long";;;;;;;;;"Russian Federation (032)";"020#021";"General risk#Derivatives";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:RU,MCY=eba_MC:x99,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;020;55500;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Short";;;;;;;;;"Russian Federation (032)";"020#021";"General risk#Derivatives";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:RU,MCY=eba_MC:x157,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;010;55500;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Long";;;;;;;;;"Russian Federation (032)";"020#022";"General risk#Other assets and liabilities";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:RU,MCY=eba_MC:x157,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;020;55500;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Short";;;;;;;;;"Russian Federation (032)";"020#022";"General risk#Other assets and liabilities";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:RU,MCY=eba_MC:x178,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;010;55500;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions";"Long";;;;;;;;;"Russian Federation (032)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:RU,MCY=eba_MC:x178,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;020;55500;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions";"Short";;;;;;;;;"Russian Federation (032)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:RU,MCY=eba_MC:x178,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;030;55500;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions";"Long";;;;;;;;;"Russian Federation (032)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:RU,MCY=eba_MC:x178,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;040;55500;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions";"Short";;;;;;;;;"Russian Federation (032)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:RU,MCY=eba_MC:x260,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;010;55500;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"All positions";"Long";;;;;;;;;"Russian Federation (032)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:RU,MCY=eba_MC:x260,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;020;55500;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"All positions";"Short";;;;;;;;;"Russian Federation (032)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:RU,MCY=eba_MC:x260,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;030;55500;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"Net positions";"Long";;;;;;;;;"Russian Federation (032)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:RU,MCY=eba_MC:x260,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;040;55500;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"Net positions";"Short";;;;;;;;;"Russian Federation (032)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:RU,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;010;55500;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"All positions";"Long";;;;;;;;;"Russian Federation (032)";"050";"Specific risk";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:RU,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;020;55500;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"All positions";"Short";;;;;;;;;"Russian Federation (032)";"050";"Specific risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:RU,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;030;55500;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Long";;;;;;;;;"Russian Federation (032)";"050";"Specific risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:RU,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;040;55500;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Short";;;;;;;;;"Russian Federation (032)";"050";"Specific risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi259,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:RU,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;050;55500;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Positions subject to capital charge";;;;;;;;;;"Russian Federation (032)";"050";"Specific risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:RU,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;060;55500;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Own funds requirements";;;;;;;;;;"Russian Federation (032)";"050";"Specific risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:RU,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;060;55500;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Additional requirements for options (non-delta risks)";"Own funds requirements";;;;;;;;;;"Russian Federation (032)";"090";"Additional requirements for options (non-delta risks)";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x61,BAS=eba_BA:x9,CMA=eba_GA:RU,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;100;060;55500;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Simplified method";"Own funds requirements";;;;;;;;;;"Russian Federation (032)";"090#100";"Additional requirements for options (non-delta risks)#Simplified method";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x62,BAS=eba_BA:x9,CMA=eba_GA:RU,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;110;060;55500;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for gamma risk";"Own funds requirements";;;;;;;;;;"Russian Federation (032)";"090#110";"Additional requirements for options (non-delta risks)#Delta plus approach - additional requirements for gamma risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x63,BAS=eba_BA:x9,CMA=eba_GA:RU,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;120;060;55500;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for vega risk";"Own funds requirements";;;;;;;;;;"Russian Federation (032)";"090#120";"Additional requirements for options (non-delta risks)#Delta plus approach - additional requirements for vega risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x115,BAS=eba_BA:x9,CMA=eba_GA:RU,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;125;060;55500;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - non-continuous options and warrants";"Own funds requirements";;;;;;;;;;"Russian Federation (032)";"090#125";"Additional requirements for options (non-delta risks)#Delta plus approach - non-continuous options and warrants";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x64,BAS=eba_BA:x9,CMA=eba_GA:RU,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;130;060;55500;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Scenario matrix approach";"Own funds requirements";;;;;;;;;;"Russian Federation (032)";"090#130";"Additional requirements for options (non-delta risks)#Scenario matrix approach";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:RS,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;060;55501;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Own funds requirements";;;;;;;;;;"Serbia (033)";"010";"EQUITIES IN TRADING BOOK";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi235,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:RS,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;070;55501;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Total risk exposure amount";;;;;;;;;;"Serbia (033)";"010";"EQUITIES IN TRADING BOOK";"Total risk exposure amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:RS,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;010;55501;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"All positions";"Long";;;;;;;;;"Serbia (033)";"020";"General risk";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:RS,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;020;55501;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"All positions";"Short";;;;;;;;;"Serbia (033)";"020";"General risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:RS,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;030;55501;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Long";;;;;;;;;"Serbia (033)";"020";"General risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:RS,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;040;55501;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Short";;;;;;;;;"Serbia (033)";"020";"General risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi259,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:RS,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;050;55501;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Positions subject to capital charge";;;;;;;;;;"Serbia (033)";"020";"General risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:RS,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;060;55501;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Own funds requirements";;;;;;;;;;"Serbia (033)";"020";"General risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:RS,MCY=eba_MC:x99,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;010;55501;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Long";;;;;;;;;"Serbia (033)";"020#021";"General risk#Derivatives";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:RS,MCY=eba_MC:x99,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;020;55501;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Short";;;;;;;;;"Serbia (033)";"020#021";"General risk#Derivatives";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:RS,MCY=eba_MC:x157,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;010;55501;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Long";;;;;;;;;"Serbia (033)";"020#022";"General risk#Other assets and liabilities";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:RS,MCY=eba_MC:x157,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;020;55501;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Short";;;;;;;;;"Serbia (033)";"020#022";"General risk#Other assets and liabilities";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:RS,MCY=eba_MC:x178,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;010;55501;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions";"Long";;;;;;;;;"Serbia (033)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:RS,MCY=eba_MC:x178,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;020;55501;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions";"Short";;;;;;;;;"Serbia (033)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:RS,MCY=eba_MC:x178,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;030;55501;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions";"Long";;;;;;;;;"Serbia (033)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:RS,MCY=eba_MC:x178,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;040;55501;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions";"Short";;;;;;;;;"Serbia (033)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:RS,MCY=eba_MC:x260,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;010;55501;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"All positions";"Long";;;;;;;;;"Serbia (033)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:RS,MCY=eba_MC:x260,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;020;55501;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"All positions";"Short";;;;;;;;;"Serbia (033)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:RS,MCY=eba_MC:x260,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;030;55501;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"Net positions";"Long";;;;;;;;;"Serbia (033)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:RS,MCY=eba_MC:x260,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;040;55501;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"Net positions";"Short";;;;;;;;;"Serbia (033)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:RS,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;010;55501;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"All positions";"Long";;;;;;;;;"Serbia (033)";"050";"Specific risk";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:RS,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;020;55501;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"All positions";"Short";;;;;;;;;"Serbia (033)";"050";"Specific risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:RS,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;030;55501;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Long";;;;;;;;;"Serbia (033)";"050";"Specific risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:RS,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;040;55501;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Short";;;;;;;;;"Serbia (033)";"050";"Specific risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi259,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:RS,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;050;55501;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Positions subject to capital charge";;;;;;;;;;"Serbia (033)";"050";"Specific risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:RS,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;060;55501;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Own funds requirements";;;;;;;;;;"Serbia (033)";"050";"Specific risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:RS,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;060;55501;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Additional requirements for options (non-delta risks)";"Own funds requirements";;;;;;;;;;"Serbia (033)";"090";"Additional requirements for options (non-delta risks)";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x61,BAS=eba_BA:x9,CMA=eba_GA:RS,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;100;060;55501;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Simplified method";"Own funds requirements";;;;;;;;;;"Serbia (033)";"090#100";"Additional requirements for options (non-delta risks)#Simplified method";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x62,BAS=eba_BA:x9,CMA=eba_GA:RS,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;110;060;55501;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for gamma risk";"Own funds requirements";;;;;;;;;;"Serbia (033)";"090#110";"Additional requirements for options (non-delta risks)#Delta plus approach - additional requirements for gamma risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x63,BAS=eba_BA:x9,CMA=eba_GA:RS,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;120;060;55501;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for vega risk";"Own funds requirements";;;;;;;;;;"Serbia (033)";"090#120";"Additional requirements for options (non-delta risks)#Delta plus approach - additional requirements for vega risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x115,BAS=eba_BA:x9,CMA=eba_GA:RS,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;125;060;55501;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - non-continuous options and warrants";"Own funds requirements";;;;;;;;;;"Serbia (033)";"090#125";"Additional requirements for options (non-delta risks)#Delta plus approach - non-continuous options and warrants";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x64,BAS=eba_BA:x9,CMA=eba_GA:RS,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;130;060;55501;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Scenario matrix approach";"Own funds requirements";;;;;;;;;;"Serbia (033)";"090#130";"Additional requirements for options (non-delta risks)#Scenario matrix approach";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:CH,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;060;55502;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Own funds requirements";;;;;;;;;;"Switzerland (034)";"010";"EQUITIES IN TRADING BOOK";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi235,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:CH,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;070;55502;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Total risk exposure amount";;;;;;;;;;"Switzerland (034)";"010";"EQUITIES IN TRADING BOOK";"Total risk exposure amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:CH,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;010;55502;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"All positions";"Long";;;;;;;;;"Switzerland (034)";"020";"General risk";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:CH,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;020;55502;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"All positions";"Short";;;;;;;;;"Switzerland (034)";"020";"General risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:CH,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;030;55502;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Long";;;;;;;;;"Switzerland (034)";"020";"General risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:CH,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;040;55502;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Short";;;;;;;;;"Switzerland (034)";"020";"General risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi259,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:CH,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;050;55502;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Positions subject to capital charge";;;;;;;;;;"Switzerland (034)";"020";"General risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:CH,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;060;55502;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Own funds requirements";;;;;;;;;;"Switzerland (034)";"020";"General risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:CH,MCY=eba_MC:x99,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;010;55502;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Long";;;;;;;;;"Switzerland (034)";"020#021";"General risk#Derivatives";"All positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:CH,MCY=eba_MC:x157,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;010;55502;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Long";;;;;;;;;"Switzerland (034)";"020#022";"General risk#Other assets and liabilities";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:CH,MCY=eba_MC:x157,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;020;55502;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Short";;;;;;;;;"Switzerland (034)";"020#022";"General risk#Other assets and liabilities";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:CH,MCY=eba_MC:x178,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;010;55502;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions";"Long";;;;;;;;;"Switzerland (034)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:CH,MCY=eba_MC:x260,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;040;55502;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"Net positions";"Short";;;;;;;;;"Switzerland (034)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:CH,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;010;55502;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"All positions";"Long";;;;;;;;;"Switzerland (034)";"050";"Specific risk";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:CH,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;020;55502;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"All positions";"Short";;;;;;;;;"Switzerland (034)";"050";"Specific risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:CH,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;030;55502;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Long";;;;;;;;;"Switzerland (034)";"050";"Specific risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:CH,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;040;55502;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Short";;;;;;;;;"Switzerland (034)";"050";"Specific risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi259,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:CH,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;050;55502;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Positions subject to capital charge";;;;;;;;;;"Switzerland (034)";"050";"Specific risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:CH,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;060;55502;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Own funds requirements";;;;;;;;;;"Switzerland (034)";"050";"Specific risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:CH,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;060;55502;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Additional requirements for options (non-delta risks)";"Own funds requirements";;;;;;;;;;"Switzerland (034)";"090";"Additional requirements for options (non-delta risks)";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x61,BAS=eba_BA:x9,CMA=eba_GA:CH,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;100;060;55502;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Simplified method";"Own funds requirements";;;;;;;;;;"Switzerland (034)";"090#100";"Additional requirements for options (non-delta risks)#Simplified method";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x62,BAS=eba_BA:x9,CMA=eba_GA:CH,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;110;060;55502;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for gamma risk";"Own funds requirements";;;;;;;;;;"Switzerland (034)";"090#110";"Additional requirements for options (non-delta risks)#Delta plus approach - additional requirements for gamma risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x63,BAS=eba_BA:x9,CMA=eba_GA:CH,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;120;060;55502;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for vega risk";"Own funds requirements";;;;;;;;;;"Switzerland (034)";"090#120";"Additional requirements for options (non-delta risks)#Delta plus approach - additional requirements for vega risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x115,BAS=eba_BA:x9,CMA=eba_GA:CH,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;125;060;55502;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - non-continuous options and warrants";"Own funds requirements";;;;;;;;;;"Switzerland (034)";"090#125";"Additional requirements for options (non-delta risks)#Delta plus approach - non-continuous options and warrants";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x64,BAS=eba_BA:x9,CMA=eba_GA:CH,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;130;060;55502;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Scenario matrix approach";"Own funds requirements";;;;;;;;;;"Switzerland (034)";"090#130";"Additional requirements for options (non-delta risks)#Scenario matrix approach";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:TR,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;060;55503;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Own funds requirements";;;;;;;;;;"Turkey (035)";"010";"EQUITIES IN TRADING BOOK";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi235,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:TR,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;070;55503;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Total risk exposure amount";;;;;;;;;;"Turkey (035)";"010";"EQUITIES IN TRADING BOOK";"Total risk exposure amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:TR,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;010;55503;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"All positions";"Long";;;;;;;;;"Turkey (035)";"020";"General risk";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:TR,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;020;55503;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"All positions";"Short";;;;;;;;;"Turkey (035)";"020";"General risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:TR,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;030;55503;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Long";;;;;;;;;"Turkey (035)";"020";"General risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:TR,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;040;55503;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Short";;;;;;;;;"Turkey (035)";"020";"General risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi259,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:TR,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;050;55503;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Positions subject to capital charge";;;;;;;;;;"Turkey (035)";"020";"General risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:TR,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;060;55503;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Own funds requirements";;;;;;;;;;"Turkey (035)";"020";"General risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:TR,MCY=eba_MC:x99,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;010;55503;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Long";;;;;;;;;"Turkey (035)";"020#021";"General risk#Derivatives";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:TR,MCY=eba_MC:x99,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;020;55503;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Short";;;;;;;;;"Turkey (035)";"020#021";"General risk#Derivatives";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:TR,MCY=eba_MC:x157,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;010;55503;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Long";;;;;;;;;"Turkey (035)";"020#022";"General risk#Other assets and liabilities";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:TR,MCY=eba_MC:x157,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;020;55503;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Short";;;;;;;;;"Turkey (035)";"020#022";"General risk#Other assets and liabilities";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:TR,MCY=eba_MC:x178,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;010;55503;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions";"Long";;;;;;;;;"Turkey (035)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:TR,MCY=eba_MC:x178,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;020;55503;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions";"Short";;;;;;;;;"Turkey (035)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:TR,MCY=eba_MC:x178,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;030;55503;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions";"Long";;;;;;;;;"Turkey (035)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:TR,MCY=eba_MC:x178,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;040;55503;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions";"Short";;;;;;;;;"Turkey (035)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:TR,MCY=eba_MC:x260,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;010;55503;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"All positions";"Long";;;;;;;;;"Turkey (035)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:TR,MCY=eba_MC:x260,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;020;55503;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"All positions";"Short";;;;;;;;;"Turkey (035)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:TR,MCY=eba_MC:x260,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;030;55503;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"Net positions";"Long";;;;;;;;;"Turkey (035)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:TR,MCY=eba_MC:x260,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;040;55503;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"Net positions";"Short";;;;;;;;;"Turkey (035)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:TR,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;010;55503;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"All positions";"Long";;;;;;;;;"Turkey (035)";"050";"Specific risk";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:TR,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;020;55503;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"All positions";"Short";;;;;;;;;"Turkey (035)";"050";"Specific risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:TR,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;030;55503;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Long";;;;;;;;;"Turkey (035)";"050";"Specific risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:TR,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;040;55503;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Short";;;;;;;;;"Turkey (035)";"050";"Specific risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi259,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:TR,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;050;55503;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Positions subject to capital charge";;;;;;;;;;"Turkey (035)";"050";"Specific risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:TR,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;060;55503;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Own funds requirements";;;;;;;;;;"Turkey (035)";"050";"Specific risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:TR,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;060;55503;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Additional requirements for options (non-delta risks)";"Own funds requirements";;;;;;;;;;"Turkey (035)";"090";"Additional requirements for options (non-delta risks)";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x61,BAS=eba_BA:x9,CMA=eba_GA:TR,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;100;060;55503;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Simplified method";"Own funds requirements";;;;;;;;;;"Turkey (035)";"090#100";"Additional requirements for options (non-delta risks)#Simplified method";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x62,BAS=eba_BA:x9,CMA=eba_GA:TR,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;110;060;55503;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for gamma risk";"Own funds requirements";;;;;;;;;;"Turkey (035)";"090#110";"Additional requirements for options (non-delta risks)#Delta plus approach - additional requirements for gamma risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x63,BAS=eba_BA:x9,CMA=eba_GA:TR,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;120;060;55503;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for vega risk";"Own funds requirements";;;;;;;;;;"Turkey (035)";"090#120";"Additional requirements for options (non-delta risks)#Delta plus approach - additional requirements for vega risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x115,BAS=eba_BA:x9,CMA=eba_GA:TR,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;125;060;55503;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - non-continuous options and warrants";"Own funds requirements";;;;;;;;;;"Turkey (035)";"090#125";"Additional requirements for options (non-delta risks)#Delta plus approach - non-continuous options and warrants";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x64,BAS=eba_BA:x9,CMA=eba_GA:TR,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;130;060;55503;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Scenario matrix approach";"Own funds requirements";;;;;;;;;;"Turkey (035)";"090#130";"Additional requirements for options (non-delta risks)#Scenario matrix approach";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:UA,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;060;55504;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Own funds requirements";;;;;;;;;;"Ukraine (036)";"010";"EQUITIES IN TRADING BOOK";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi235,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:UA,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;070;55504;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Total risk exposure amount";;;;;;;;;;"Ukraine (036)";"010";"EQUITIES IN TRADING BOOK";"Total risk exposure amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:UA,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;010;55504;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"All positions";"Long";;;;;;;;;"Ukraine (036)";"020";"General risk";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:UA,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;020;55504;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"All positions";"Short";;;;;;;;;"Ukraine (036)";"020";"General risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:UA,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;030;55504;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Long";;;;;;;;;"Ukraine (036)";"020";"General risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:UA,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;040;55504;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Short";;;;;;;;;"Ukraine (036)";"020";"General risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi259,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:UA,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;050;55504;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Positions subject to capital charge";;;;;;;;;;"Ukraine (036)";"020";"General risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:UA,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;060;55504;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Own funds requirements";;;;;;;;;;"Ukraine (036)";"020";"General risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:UA,MCY=eba_MC:x99,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;010;55504;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Long";;;;;;;;;"Ukraine (036)";"020#021";"General risk#Derivatives";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:UA,MCY=eba_MC:x99,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;020;55504;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Short";;;;;;;;;"Ukraine (036)";"020#021";"General risk#Derivatives";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:UA,MCY=eba_MC:x157,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;010;55504;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Long";;;;;;;;;"Ukraine (036)";"020#022";"General risk#Other assets and liabilities";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:UA,MCY=eba_MC:x157,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;020;55504;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Short";;;;;;;;;"Ukraine (036)";"020#022";"General risk#Other assets and liabilities";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:UA,MCY=eba_MC:x178,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;010;55504;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions";"Long";;;;;;;;;"Ukraine (036)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:UA,MCY=eba_MC:x178,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;020;55504;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions";"Short";;;;;;;;;"Ukraine (036)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:UA,MCY=eba_MC:x178,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;030;55504;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions";"Long";;;;;;;;;"Ukraine (036)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:UA,MCY=eba_MC:x178,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;040;55504;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions";"Short";;;;;;;;;"Ukraine (036)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:UA,MCY=eba_MC:x260,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;010;55504;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"All positions";"Long";;;;;;;;;"Ukraine (036)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:UA,MCY=eba_MC:x260,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;020;55504;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"All positions";"Short";;;;;;;;;"Ukraine (036)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:UA,MCY=eba_MC:x260,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;030;55504;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"Net positions";"Long";;;;;;;;;"Ukraine (036)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:UA,MCY=eba_MC:x260,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;040;55504;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"Net positions";"Short";;;;;;;;;"Ukraine (036)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:UA,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;010;55504;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"All positions";"Long";;;;;;;;;"Ukraine (036)";"050";"Specific risk";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:UA,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;020;55504;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"All positions";"Short";;;;;;;;;"Ukraine (036)";"050";"Specific risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:UA,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;030;55504;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Long";;;;;;;;;"Ukraine (036)";"050";"Specific risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:UA,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;040;55504;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Short";;;;;;;;;"Ukraine (036)";"050";"Specific risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi259,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:UA,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;050;55504;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Positions subject to capital charge";;;;;;;;;;"Ukraine (036)";"050";"Specific risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:UA,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;060;55504;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Own funds requirements";;;;;;;;;;"Ukraine (036)";"050";"Specific risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:UA,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;060;55504;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Additional requirements for options (non-delta risks)";"Own funds requirements";;;;;;;;;;"Ukraine (036)";"090";"Additional requirements for options (non-delta risks)";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x61,BAS=eba_BA:x9,CMA=eba_GA:UA,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;100;060;55504;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Simplified method";"Own funds requirements";;;;;;;;;;"Ukraine (036)";"090#100";"Additional requirements for options (non-delta risks)#Simplified method";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x62,BAS=eba_BA:x9,CMA=eba_GA:UA,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;110;060;55504;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for gamma risk";"Own funds requirements";;;;;;;;;;"Ukraine (036)";"090#110";"Additional requirements for options (non-delta risks)#Delta plus approach - additional requirements for gamma risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x63,BAS=eba_BA:x9,CMA=eba_GA:UA,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;120;060;55504;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for vega risk";"Own funds requirements";;;;;;;;;;"Ukraine (036)";"090#120";"Additional requirements for options (non-delta risks)#Delta plus approach - additional requirements for vega risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x115,BAS=eba_BA:x9,CMA=eba_GA:UA,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;125;060;55504;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - non-continuous options and warrants";"Own funds requirements";;;;;;;;;;"Ukraine (036)";"090#125";"Additional requirements for options (non-delta risks)#Delta plus approach - non-continuous options and warrants";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x64,BAS=eba_BA:x9,CMA=eba_GA:UA,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;130;060;55504;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Scenario matrix approach";"Own funds requirements";;;;;;;;;;"Ukraine (036)";"090#130";"Additional requirements for options (non-delta risks)#Scenario matrix approach";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:US,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;060;55505;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Own funds requirements";;;;;;;;;;"USA (037)";"010";"EQUITIES IN TRADING BOOK";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi235,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:US,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;070;55505;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Total risk exposure amount";;;;;;;;;;"USA (037)";"010";"EQUITIES IN TRADING BOOK";"Total risk exposure amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:US,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;010;55505;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"All positions";"Long";;;;;;;;;"USA (037)";"020";"General risk";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:US,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;020;55505;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"All positions";"Short";;;;;;;;;"USA (037)";"020";"General risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:US,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;030;55505;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Long";;;;;;;;;"USA (037)";"020";"General risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:US,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;040;55505;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Short";;;;;;;;;"USA (037)";"020";"General risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi259,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:US,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;050;55505;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Positions subject to capital charge";;;;;;;;;;"USA (037)";"020";"General risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:US,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;060;55505;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Own funds requirements";;;;;;;;;;"USA (037)";"020";"General risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:US,MCY=eba_MC:x99,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;010;55505;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Long";;;;;;;;;"USA (037)";"020#021";"General risk#Derivatives";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:US,MCY=eba_MC:x99,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;020;55505;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Short";;;;;;;;;"USA (037)";"020#021";"General risk#Derivatives";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:US,MCY=eba_MC:x157,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;010;55505;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Long";;;;;;;;;"USA (037)";"020#022";"General risk#Other assets and liabilities";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:US,MCY=eba_MC:x157,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;020;55505;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Short";;;;;;;;;"USA (037)";"020#022";"General risk#Other assets and liabilities";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:US,MCY=eba_MC:x178,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;010;55505;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions";"Long";;;;;;;;;"USA (037)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:US,MCY=eba_MC:x178,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;020;55505;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions";"Short";;;;;;;;;"USA (037)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:US,MCY=eba_MC:x178,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;030;55505;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions";"Long";;;;;;;;;"USA (037)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:US,MCY=eba_MC:x178,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;040;55505;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions";"Short";;;;;;;;;"USA (037)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:US,MCY=eba_MC:x260,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;010;55505;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"All positions";"Long";;;;;;;;;"USA (037)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:US,MCY=eba_MC:x260,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;020;55505;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"All positions";"Short";;;;;;;;;"USA (037)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:US,MCY=eba_MC:x260,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;030;55505;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"Net positions";"Long";;;;;;;;;"USA (037)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:US,MCY=eba_MC:x260,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;040;55505;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"Net positions";"Short";;;;;;;;;"USA (037)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:US,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;010;55505;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"All positions";"Long";;;;;;;;;"USA (037)";"050";"Specific risk";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:US,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;020;55505;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"All positions";"Short";;;;;;;;;"USA (037)";"050";"Specific risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:US,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;030;55505;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Long";;;;;;;;;"USA (037)";"050";"Specific risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:US,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;040;55505;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Short";;;;;;;;;"USA (037)";"050";"Specific risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi259,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:US,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;050;55505;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Positions subject to capital charge";;;;;;;;;;"USA (037)";"050";"Specific risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:US,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;060;55505;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Own funds requirements";;;;;;;;;;"USA (037)";"050";"Specific risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:US,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;060;55505;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Additional requirements for options (non-delta risks)";"Own funds requirements";;;;;;;;;;"USA (037)";"090";"Additional requirements for options (non-delta risks)";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x61,BAS=eba_BA:x9,CMA=eba_GA:US,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;100;060;55505;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Simplified method";"Own funds requirements";;;;;;;;;;"USA (037)";"090#100";"Additional requirements for options (non-delta risks)#Simplified method";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x62,BAS=eba_BA:x9,CMA=eba_GA:US,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;110;060;55505;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for gamma risk";"Own funds requirements";;;;;;;;;;"USA (037)";"090#110";"Additional requirements for options (non-delta risks)#Delta plus approach - additional requirements for gamma risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x63,BAS=eba_BA:x9,CMA=eba_GA:US,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;120;060;55505;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for vega risk";"Own funds requirements";;;;;;;;;;"USA (037)";"090#120";"Additional requirements for options (non-delta risks)#Delta plus approach - additional requirements for vega risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x115,BAS=eba_BA:x9,CMA=eba_GA:US,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;125;060;55505;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - non-continuous options and warrants";"Own funds requirements";;;;;;;;;;"USA (037)";"090#125";"Additional requirements for options (non-delta risks)#Delta plus approach - non-continuous options and warrants";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x64,BAS=eba_BA:x9,CMA=eba_GA:US,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;130;060;55505;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Scenario matrix approach";"Own funds requirements";;;;;;;;;;"USA (037)";"090#130";"Additional requirements for options (non-delta risks)#Scenario matrix approach";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:NO,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;060;55506;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Own funds requirements";;;;;;;;;;"Norway (038)";"010";"EQUITIES IN TRADING BOOK";"Own funds requirements";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:NO,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;060;55506;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Own funds requirements";;;;;;;;;;"Norway (038)";"020";"General risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:NO,MCY=eba_MC:x99,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;010;55506;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Long";;;;;;;;;"Norway (038)";"020#021";"General risk#Derivatives";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:NO,MCY=eba_MC:x99,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;020;55506;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Short";;;;;;;;;"Norway (038)";"020#021";"General risk#Derivatives";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:NO,MCY=eba_MC:x157,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;010;55506;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Long";;;;;;;;;"Norway (038)";"020#022";"General risk#Other assets and liabilities";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:NO,MCY=eba_MC:x157,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;020;55506;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Short";;;;;;;;;"Norway (038)";"020#022";"General risk#Other assets and liabilities";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:NO,MCY=eba_MC:x178,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;010;55506;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions";"Long";;;;;;;;;"Norway (038)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:NO,MCY=eba_MC:x178,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;020;55506;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions";"Short";;;;;;;;;"Norway (038)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:NO,MCY=eba_MC:x178,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;030;55506;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions";"Long";;;;;;;;;"Norway (038)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:NO,MCY=eba_MC:x260,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;010;55506;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"All positions";"Long";;;;;;;;;"Norway (038)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:NO,MCY=eba_MC:x260,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;020;55506;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"All positions";"Short";;;;;;;;;"Norway (038)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:NO,MCY=eba_MC:x260,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;030;55506;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"Net positions";"Long";;;;;;;;;"Norway (038)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:NO,MCY=eba_MC:x260,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;040;55506;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"Net positions";"Short";;;;;;;;;"Norway (038)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:NO,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;010;55506;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"All positions";"Long";;;;;;;;;"Norway (038)";"050";"Specific risk";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:NO,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;020;55506;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"All positions";"Short";;;;;;;;;"Norway (038)";"050";"Specific risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:NO,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;030;55506;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Long";;;;;;;;;"Norway (038)";"050";"Specific risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:NO,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;040;55506;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Short";;;;;;;;;"Norway (038)";"050";"Specific risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi259,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:NO,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;050;55506;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Positions subject to capital charge";;;;;;;;;;"Norway (038)";"050";"Specific risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:NO,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;060;55506;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Own funds requirements";;;;;;;;;;"Norway (038)";"050";"Specific risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:NO,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;060;55506;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Additional requirements for options (non-delta risks)";"Own funds requirements";;;;;;;;;;"Norway (038)";"090";"Additional requirements for options (non-delta risks)";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x61,BAS=eba_BA:x9,CMA=eba_GA:NO,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;100;060;55506;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Simplified method";"Own funds requirements";;;;;;;;;;"Norway (038)";"090#100";"Additional requirements for options (non-delta risks)#Simplified method";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x62,BAS=eba_BA:x9,CMA=eba_GA:NO,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;110;060;55506;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for gamma risk";"Own funds requirements";;;;;;;;;;"Norway (038)";"090#110";"Additional requirements for options (non-delta risks)#Delta plus approach - additional requirements for gamma risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x63,BAS=eba_BA:x9,CMA=eba_GA:NO,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;120;060;55506;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for vega risk";"Own funds requirements";;;;;;;;;;"Norway (038)";"090#120";"Additional requirements for options (non-delta risks)#Delta plus approach - additional requirements for vega risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x115,BAS=eba_BA:x9,CMA=eba_GA:NO,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;125;060;55506;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - non-continuous options and warrants";"Own funds requirements";;;;;;;;;;"Norway (038)";"090#125";"Additional requirements for options (non-delta risks)#Delta plus approach - non-continuous options and warrants";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x64,BAS=eba_BA:x9,CMA=eba_GA:NO,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;130;060;55506;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Scenario matrix approach";"Own funds requirements";;;;;;;;;;"Norway (038)";"090#130";"Additional requirements for options (non-delta risks)#Scenario matrix approach";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:EG,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;060;55507;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Own funds requirements";;;;;;;;;;"Egypt (039)";"010";"EQUITIES IN TRADING BOOK";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi235,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:EG,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;070;55507;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Total risk exposure amount";;;;;;;;;;"Egypt (039)";"010";"EQUITIES IN TRADING BOOK";"Total risk exposure amount";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:EG,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;020;55507;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"All positions";"Short";;;;;;;;;"Egypt (039)";"020";"General risk";"All positions#Short";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi259,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:EG,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;050;55507;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Positions subject to capital charge";;;;;;;;;;"Egypt (039)";"020";"General risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:EG,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;060;55507;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Own funds requirements";;;;;;;;;;"Egypt (039)";"020";"General risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:EG,MCY=eba_MC:x99,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;010;55507;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Long";;;;;;;;;"Egypt (039)";"020#021";"General risk#Derivatives";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:EG,MCY=eba_MC:x99,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;020;55507;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Short";;;;;;;;;"Egypt (039)";"020#021";"General risk#Derivatives";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:EG,MCY=eba_MC:x157,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;010;55507;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Long";;;;;;;;;"Egypt (039)";"020#022";"General risk#Other assets and liabilities";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:EG,MCY=eba_MC:x157,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;020;55507;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Short";;;;;;;;;"Egypt (039)";"020#022";"General risk#Other assets and liabilities";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:EG,MCY=eba_MC:x178,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;010;55507;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions";"Long";;;;;;;;;"Egypt (039)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:EG,MCY=eba_MC:x178,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;020;55507;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions";"Short";;;;;;;;;"Egypt (039)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:EG,MCY=eba_MC:x178,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;030;55507;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions";"Long";;;;;;;;;"Egypt (039)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:EG,MCY=eba_MC:x178,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;040;55507;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions";"Short";;;;;;;;;"Egypt (039)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:EG,MCY=eba_MC:x260,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;010;55507;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"All positions";"Long";;;;;;;;;"Egypt (039)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:EG,MCY=eba_MC:x260,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;020;55507;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"All positions";"Short";;;;;;;;;"Egypt (039)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:EG,MCY=eba_MC:x260,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;030;55507;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"Net positions";"Long";;;;;;;;;"Egypt (039)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:EG,MCY=eba_MC:x260,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;040;55507;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"Net positions";"Short";;;;;;;;;"Egypt (039)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:EG,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;010;55507;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"All positions";"Long";;;;;;;;;"Egypt (039)";"050";"Specific risk";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:EG,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;020;55507;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"All positions";"Short";;;;;;;;;"Egypt (039)";"050";"Specific risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:EG,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;030;55507;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Long";;;;;;;;;"Egypt (039)";"050";"Specific risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:EG,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;040;55507;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Short";;;;;;;;;"Egypt (039)";"050";"Specific risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi259,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:EG,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;050;55507;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Positions subject to capital charge";;;;;;;;;;"Egypt (039)";"050";"Specific risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:EG,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;060;55507;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Own funds requirements";;;;;;;;;;"Egypt (039)";"050";"Specific risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:EG,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;060;55507;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Additional requirements for options (non-delta risks)";"Own funds requirements";;;;;;;;;;"Egypt (039)";"090";"Additional requirements for options (non-delta risks)";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x61,BAS=eba_BA:x9,CMA=eba_GA:EG,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;100;060;55507;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Simplified method";"Own funds requirements";;;;;;;;;;"Egypt (039)";"090#100";"Additional requirements for options (non-delta risks)#Simplified method";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x62,BAS=eba_BA:x9,CMA=eba_GA:EG,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;110;060;55507;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for gamma risk";"Own funds requirements";;;;;;;;;;"Egypt (039)";"090#110";"Additional requirements for options (non-delta risks)#Delta plus approach - additional requirements for gamma risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x63,BAS=eba_BA:x9,CMA=eba_GA:EG,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;120;060;55507;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for vega risk";"Own funds requirements";;;;;;;;;;"Egypt (039)";"090#120";"Additional requirements for options (non-delta risks)#Delta plus approach - additional requirements for vega risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x115,BAS=eba_BA:x9,CMA=eba_GA:EG,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;125;060;55507;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - non-continuous options and warrants";"Own funds requirements";;;;;;;;;;"Egypt (039)";"090#125";"Additional requirements for options (non-delta risks)#Delta plus approach - non-continuous options and warrants";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x64,BAS=eba_BA:x9,CMA=eba_GA:EG,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;130;060;55507;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Scenario matrix approach";"Own funds requirements";;;;;;;;;;"Egypt (039)";"090#130";"Additional requirements for options (non-delta risks)#Scenario matrix approach";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:IS,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;060;55508;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Own funds requirements";;;;;;;;;;"Iceland (040)";"010";"EQUITIES IN TRADING BOOK";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi235,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:IS,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;070;55508;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Total risk exposure amount";;;;;;;;;;"Iceland (040)";"010";"EQUITIES IN TRADING BOOK";"Total risk exposure amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:IS,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;010;55508;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"All positions";"Long";;;;;;;;;"Iceland (040)";"020";"General risk";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:IS,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;020;55508;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"All positions";"Short";;;;;;;;;"Iceland (040)";"020";"General risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:IS,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;030;55508;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Long";;;;;;;;;"Iceland (040)";"020";"General risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:IS,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;040;55508;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Short";;;;;;;;;"Iceland (040)";"020";"General risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi259,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:IS,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;050;55508;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Positions subject to capital charge";;;;;;;;;;"Iceland (040)";"020";"General risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:IS,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;060;55508;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Own funds requirements";;;;;;;;;;"Iceland (040)";"020";"General risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:IS,MCY=eba_MC:x99,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;010;55508;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Long";;;;;;;;;"Iceland (040)";"020#021";"General risk#Derivatives";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:IS,MCY=eba_MC:x99,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;020;55508;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Short";;;;;;;;;"Iceland (040)";"020#021";"General risk#Derivatives";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:IS,MCY=eba_MC:x157,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;010;55508;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Long";;;;;;;;;"Iceland (040)";"020#022";"General risk#Other assets and liabilities";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:IS,MCY=eba_MC:x157,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;020;55508;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Short";;;;;;;;;"Iceland (040)";"020#022";"General risk#Other assets and liabilities";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:IS,MCY=eba_MC:x178,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;010;55508;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions";"Long";;;;;;;;;"Iceland (040)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:IS,MCY=eba_MC:x178,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;020;55508;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions";"Short";;;;;;;;;"Iceland (040)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:IS,MCY=eba_MC:x178,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;030;55508;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions";"Long";;;;;;;;;"Iceland (040)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:IS,MCY=eba_MC:x178,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;040;55508;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions";"Short";;;;;;;;;"Iceland (040)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:IS,MCY=eba_MC:x260,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;010;55508;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"All positions";"Long";;;;;;;;;"Iceland (040)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:IS,MCY=eba_MC:x260,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;020;55508;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"All positions";"Short";;;;;;;;;"Iceland (040)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:IS,MCY=eba_MC:x260,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;030;55508;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"Net positions";"Long";;;;;;;;;"Iceland (040)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:IS,MCY=eba_MC:x260,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;040;55508;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"Net positions";"Short";;;;;;;;;"Iceland (040)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:IS,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;010;55508;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"All positions";"Long";;;;;;;;;"Iceland (040)";"050";"Specific risk";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:IS,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;020;55508;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"All positions";"Short";;;;;;;;;"Iceland (040)";"050";"Specific risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:IS,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;030;55508;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Long";;;;;;;;;"Iceland (040)";"050";"Specific risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:IS,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;040;55508;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Short";;;;;;;;;"Iceland (040)";"050";"Specific risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi259,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:IS,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;050;55508;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Positions subject to capital charge";;;;;;;;;;"Iceland (040)";"050";"Specific risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:IS,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;060;55508;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Own funds requirements";;;;;;;;;;"Iceland (040)";"050";"Specific risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:IS,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;060;55508;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Additional requirements for options (non-delta risks)";"Own funds requirements";;;;;;;;;;"Iceland (040)";"090";"Additional requirements for options (non-delta risks)";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x61,BAS=eba_BA:x9,CMA=eba_GA:IS,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;100;060;55508;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Simplified method";"Own funds requirements";;;;;;;;;;"Iceland (040)";"090#100";"Additional requirements for options (non-delta risks)#Simplified method";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x62,BAS=eba_BA:x9,CMA=eba_GA:IS,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;110;060;55508;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for gamma risk";"Own funds requirements";;;;;;;;;;"Iceland (040)";"090#110";"Additional requirements for options (non-delta risks)#Delta plus approach - additional requirements for gamma risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x63,BAS=eba_BA:x9,CMA=eba_GA:IS,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;120;060;55508;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for vega risk";"Own funds requirements";;;;;;;;;;"Iceland (040)";"090#120";"Additional requirements for options (non-delta risks)#Delta plus approach - additional requirements for vega risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x115,BAS=eba_BA:x9,CMA=eba_GA:IS,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;125;060;55508;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - non-continuous options and warrants";"Own funds requirements";;;;;;;;;;"Iceland (040)";"090#125";"Additional requirements for options (non-delta risks)#Delta plus approach - non-continuous options and warrants";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x64,BAS=eba_BA:x9,CMA=eba_GA:IS,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;130;060;55508;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Scenario matrix approach";"Own funds requirements";;;;;;;;;;"Iceland (040)";"090#130";"Additional requirements for options (non-delta risks)#Scenario matrix approach";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:LI,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;060;55509;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Own funds requirements";;;;;;;;;;"Liechtenstein (041)";"010";"EQUITIES IN TRADING BOOK";"Own funds requirements";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:LI,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;020;55509;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"All positions";"Short";;;;;;;;;"Liechtenstein (041)";"020";"General risk";"All positions#Short";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi259,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:LI,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;050;55509;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Positions subject to capital charge";;;;;;;;;;"Liechtenstein (041)";"020";"General risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:LI,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;060;55509;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Own funds requirements";;;;;;;;;;"Liechtenstein (041)";"020";"General risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:LI,MCY=eba_MC:x99,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;010;55509;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Long";;;;;;;;;"Liechtenstein (041)";"020#021";"General risk#Derivatives";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:LI,MCY=eba_MC:x99,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;020;55509;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Short";;;;;;;;;"Liechtenstein (041)";"020#021";"General risk#Derivatives";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:LI,MCY=eba_MC:x157,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;010;55509;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Long";;;;;;;;;"Liechtenstein (041)";"020#022";"General risk#Other assets and liabilities";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:LI,MCY=eba_MC:x157,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;020;55509;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Short";;;;;;;;;"Liechtenstein (041)";"020#022";"General risk#Other assets and liabilities";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:LI,MCY=eba_MC:x178,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;010;55509;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions";"Long";;;;;;;;;"Liechtenstein (041)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:LI,MCY=eba_MC:x260,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;010;55509;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"All positions";"Long";;;;;;;;;"Liechtenstein (041)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:LI,MCY=eba_MC:x260,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;020;55509;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"All positions";"Short";;;;;;;;;"Liechtenstein (041)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"All positions#Short";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:LI,MCY=eba_MC:x260,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;040;55509;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"Net positions";"Short";;;;;;;;;"Liechtenstein (041)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:LI,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;010;55509;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"All positions";"Long";;;;;;;;;"Liechtenstein (041)";"050";"Specific risk";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:LI,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;020;55509;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"All positions";"Short";;;;;;;;;"Liechtenstein (041)";"050";"Specific risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:LI,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;030;55509;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Long";;;;;;;;;"Liechtenstein (041)";"050";"Specific risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:LI,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;040;55509;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Short";;;;;;;;;"Liechtenstein (041)";"050";"Specific risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi259,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:LI,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;050;55509;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Positions subject to capital charge";;;;;;;;;;"Liechtenstein (041)";"050";"Specific risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:LI,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;060;55509;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Own funds requirements";;;;;;;;;;"Liechtenstein (041)";"050";"Specific risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:LI,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;060;55509;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Additional requirements for options (non-delta risks)";"Own funds requirements";;;;;;;;;;"Liechtenstein (041)";"090";"Additional requirements for options (non-delta risks)";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x61,BAS=eba_BA:x9,CMA=eba_GA:LI,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;100;060;55509;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Simplified method";"Own funds requirements";;;;;;;;;;"Liechtenstein (041)";"090#100";"Additional requirements for options (non-delta risks)#Simplified method";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x62,BAS=eba_BA:x9,CMA=eba_GA:LI,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;110;060;55509;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for gamma risk";"Own funds requirements";;;;;;;;;;"Liechtenstein (041)";"090#110";"Additional requirements for options (non-delta risks)#Delta plus approach - additional requirements for gamma risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x63,BAS=eba_BA:x9,CMA=eba_GA:LI,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;120;060;55509;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for vega risk";"Own funds requirements";;;;;;;;;;"Liechtenstein (041)";"090#120";"Additional requirements for options (non-delta risks)#Delta plus approach - additional requirements for vega risk";"Own funds requirements";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:x5,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;020;55510;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"All positions";"Short";;;;;;;;;"Other (042)";"020";"General risk";"All positions#Short";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi259,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:x5,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;050;55510;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Positions subject to capital charge";;;;;;;;;;"Other (042)";"020";"General risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:x5,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;060;55510;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Own funds requirements";;;;;;;;;;"Other (042)";"020";"General risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:x5,MCY=eba_MC:x99,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;010;55510;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Long";;;;;;;;;"Other (042)";"020#021";"General risk#Derivatives";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:x5,MCY=eba_MC:x99,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;020;55510;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Short";;;;;;;;;"Other (042)";"020#021";"General risk#Derivatives";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:x5,MCY=eba_MC:x157,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;010;55510;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Long";;;;;;;;;"Other (042)";"020#022";"General risk#Other assets and liabilities";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:x5,MCY=eba_MC:x157,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;020;55510;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Short";;;;;;;;;"Other (042)";"020#022";"General risk#Other assets and liabilities";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:x5,MCY=eba_MC:x178,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;010;55510;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions";"Long";;;;;;;;;"Other (042)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:x5,MCY=eba_MC:x260,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;010;55510;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"All positions";"Long";;;;;;;;;"Other (042)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:x5,MCY=eba_MC:x260,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;020;55510;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"All positions";"Short";;;;;;;;;"Other (042)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:x5,MCY=eba_MC:x260,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;030;55510;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"Net positions";"Long";;;;;;;;;"Other (042)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:x5,MCY=eba_MC:x260,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;040;55510;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"Net positions";"Short";;;;;;;;;"Other (042)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"Net positions#Short";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:x5,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;020;55510;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"All positions";"Short";;;;;;;;;"Other (042)";"050";"Specific risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:x5,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;030;55510;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Long";;;;;;;;;"Other (042)";"050";"Specific risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:x5,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;040;55510;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Short";;;;;;;;;"Other (042)";"050";"Specific risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi259,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:x5,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;050;55510;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Positions subject to capital charge";;;;;;;;;;"Other (042)";"050";"Specific risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:x5,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;060;55510;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Own funds requirements";;;;;;;;;;"Other (042)";"050";"Specific risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:x5,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;060;55510;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Additional requirements for options (non-delta risks)";"Own funds requirements";;;;;;;;;;"Other (042)";"090";"Additional requirements for options (non-delta risks)";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x61,BAS=eba_BA:x9,CMA=eba_GA:x5,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;100;060;55510;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Simplified method";"Own funds requirements";;;;;;;;;;"Other (042)";"090#100";"Additional requirements for options (non-delta risks)#Simplified method";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x62,BAS=eba_BA:x9,CMA=eba_GA:x5,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;110;060;55510;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for gamma risk";"Own funds requirements";;;;;;;;;;"Other (042)";"090#110";"Additional requirements for options (non-delta risks)#Delta plus approach - additional requirements for gamma risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x63,BAS=eba_BA:x9,CMA=eba_GA:x5,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;120;060;55510;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for vega risk";"Own funds requirements";;;;;;;;;;"Other (042)";"090#120";"Additional requirements for options (non-delta risks)#Delta plus approach - additional requirements for vega risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x115,BAS=eba_BA:x9,CMA=eba_GA:x5,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;125;060;55510;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - non-continuous options and warrants";"Own funds requirements";;;;;;;;;;"Other (042)";"090#125";"Additional requirements for options (non-delta risks)#Delta plus approach - non-continuous options and warrants";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x64,BAS=eba_BA:x9,CMA=eba_GA:x5,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;130;060;55510;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Scenario matrix approach";"Own funds requirements";;;;;;;;;;"Other (042)";"090#130";"Additional requirements for options (non-delta risks)#Scenario matrix approach";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:HR,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;060;55511;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Own funds requirements";;;;;;;;;;"Croatia (043)";"010";"EQUITIES IN TRADING BOOK";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi235,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:HR,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;070;55511;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Total risk exposure amount";;;;;;;;;;"Croatia (043)";"010";"EQUITIES IN TRADING BOOK";"Total risk exposure amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:HR,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;010;55511;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"All positions";"Long";;;;;;;;;"Croatia (043)";"020";"General risk";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:HR,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;020;55511;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"All positions";"Short";;;;;;;;;"Croatia (043)";"020";"General risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:HR,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;030;55511;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Long";;;;;;;;;"Croatia (043)";"020";"General risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:HR,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;040;55511;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Short";;;;;;;;;"Croatia (043)";"020";"General risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi259,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:HR,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;050;55511;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Positions subject to capital charge";;;;;;;;;;"Croatia (043)";"020";"General risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:HR,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;060;55511;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Own funds requirements";;;;;;;;;;"Croatia (043)";"020";"General risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:HR,MCY=eba_MC:x99,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;010;55511;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Long";;;;;;;;;"Croatia (043)";"020#021";"General risk#Derivatives";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:HR,MCY=eba_MC:x99,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;020;55511;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Short";;;;;;;;;"Croatia (043)";"020#021";"General risk#Derivatives";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:HR,MCY=eba_MC:x157,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;010;55511;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Long";;;;;;;;;"Croatia (043)";"020#022";"General risk#Other assets and liabilities";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:HR,MCY=eba_MC:x157,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;020;55511;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Short";;;;;;;;;"Croatia (043)";"020#022";"General risk#Other assets and liabilities";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:HR,MCY=eba_MC:x178,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;010;55511;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions";"Long";;;;;;;;;"Croatia (043)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:HR,MCY=eba_MC:x178,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;020;55511;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions";"Short";;;;;;;;;"Croatia (043)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions#Short";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:HR,MCY=eba_MC:x178,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;040;55511;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions";"Short";;;;;;;;;"Croatia (043)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:HR,MCY=eba_MC:x260,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;010;55511;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"All positions";"Long";;;;;;;;;"Croatia (043)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:HR,MCY=eba_MC:x260,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;020;55511;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"All positions";"Short";;;;;;;;;"Croatia (043)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:HR,MCY=eba_MC:x260,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;030;55511;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"Net positions";"Long";;;;;;;;;"Croatia (043)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:HR,MCY=eba_MC:x260,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;040;55511;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"Net positions";"Short";;;;;;;;;"Croatia (043)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:HR,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;010;55511;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"All positions";"Long";;;;;;;;;"Croatia (043)";"050";"Specific risk";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:HR,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;020;55511;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"All positions";"Short";;;;;;;;;"Croatia (043)";"050";"Specific risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:HR,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;030;55511;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Long";;;;;;;;;"Croatia (043)";"050";"Specific risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:HR,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;040;55511;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Short";;;;;;;;;"Croatia (043)";"050";"Specific risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi259,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:HR,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;050;55511;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Positions subject to capital charge";;;;;;;;;;"Croatia (043)";"050";"Specific risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:HR,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;060;55511;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Own funds requirements";;;;;;;;;;"Croatia (043)";"050";"Specific risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:HR,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;060;55511;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Additional requirements for options (non-delta risks)";"Own funds requirements";;;;;;;;;;"Croatia (043)";"090";"Additional requirements for options (non-delta risks)";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x61,BAS=eba_BA:x9,CMA=eba_GA:HR,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;100;060;55511;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Simplified method";"Own funds requirements";;;;;;;;;;"Croatia (043)";"090#100";"Additional requirements for options (non-delta risks)#Simplified method";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x62,BAS=eba_BA:x9,CMA=eba_GA:HR,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;110;060;55511;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for gamma risk";"Own funds requirements";;;;;;;;;;"Croatia (043)";"090#110";"Additional requirements for options (non-delta risks)#Delta plus approach - additional requirements for gamma risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x63,BAS=eba_BA:x9,CMA=eba_GA:HR,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;120;060;55511;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for vega risk";"Own funds requirements";;;;;;;;;;"Croatia (043)";"090#120";"Additional requirements for options (non-delta risks)#Delta plus approach - additional requirements for vega risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x115,BAS=eba_BA:x9,CMA=eba_GA:HR,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;125;060;55511;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - non-continuous options and warrants";"Own funds requirements";;;;;;;;;;"Croatia (043)";"090#125";"Additional requirements for options (non-delta risks)#Delta plus approach - non-continuous options and warrants";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x64,BAS=eba_BA:x9,CMA=eba_GA:HR,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;130;060;55511;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Scenario matrix approach";"Own funds requirements";;;;;;;;;;"Croatia (043)";"090#130";"Additional requirements for options (non-delta risks)#Scenario matrix approach";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:x31,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;060;55512;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Own funds requirements";;;;;;;;;;"Euro Area (044)";"010";"EQUITIES IN TRADING BOOK";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi235,APR=eba_AP:x43,BAS=eba_BA:x9,CMA=eba_GA:x31,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;010;070;55512;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"EQUITIES IN TRADING BOOK";"Total risk exposure amount";;;;;;;;;;"Euro Area (044)";"010";"EQUITIES IN TRADING BOOK";"Total risk exposure amount";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:x31,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;010;55512;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"All positions";"Long";;;;;;;;;"Euro Area (044)";"020";"General risk";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:x31,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;020;55512;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"All positions";"Short";;;;;;;;;"Euro Area (044)";"020";"General risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:x31,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;030;55512;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Long";;;;;;;;;"Euro Area (044)";"020";"General risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:x31,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;040;55512;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Net positions";"Short";;;;;;;;;"Euro Area (044)";"020";"General risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi259,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:x31,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;050;55512;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Positions subject to capital charge";;;;;;;;;;"Euro Area (044)";"020";"General risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:x31,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;020;060;55512;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"General risk";"Own funds requirements";;;;;;;;;;"Euro Area (044)";"020";"General risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:x31,MCY=eba_MC:x99,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;010;55512;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Long";;;;;;;;;"Euro Area (044)";"020#021";"General risk#Derivatives";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:x31,MCY=eba_MC:x99,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;021;020;55512;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Derivatives";"All positions";"Short";;;;;;;;;"Euro Area (044)";"020#021";"General risk#Derivatives";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:x31,MCY=eba_MC:x157,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;010;55512;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Long";;;;;;;;;"Euro Area (044)";"020#022";"General risk#Other assets and liabilities";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:x31,MCY=eba_MC:x157,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;022;020;55512;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other assets and liabilities";"All positions";"Short";;;;;;;;;"Euro Area (044)";"020#022";"General risk#Other assets and liabilities";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:x31,MCY=eba_MC:x178,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;010;55512;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions";"Long";;;;;;;;;"Euro Area (044)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:x31,MCY=eba_MC:x178,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;020;55512;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions";"Short";;;;;;;;;"Euro Area (044)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:x31,MCY=eba_MC:x178,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;030;55512;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions";"Long";;;;;;;;;"Euro Area (044)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:x31,MCY=eba_MC:x178,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;030;040;55512;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions";"Short";;;;;;;;;"Euro Area (044)";"020#030";"General risk#Exchange traded stock-index futures broadly diversified subject to particular approach";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:x31,MCY=eba_MC:x260,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;010;55512;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"All positions";"Long";;;;;;;;;"Euro Area (044)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:x31,MCY=eba_MC:x260,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;020;55512;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"All positions";"Short";;;;;;;;;"Euro Area (044)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:x31,MCY=eba_MC:x260,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;030;55512;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"Net positions";"Long";;;;;;;;;"Euro Area (044)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x5,BAS=eba_BA:x9,CMA=eba_GA:x31,MCY=eba_MC:x260,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x13";C_21.00;040;040;55512;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Other equities than exchange traded stock-index futures broadly diversified";"Net positions";"Short";;;;;;;;;"Euro Area (044)";"020#040";"General risk#Other equities than exchange traded stock-index futures broadly diversified";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:x31,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;010;55512;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"All positions";"Long";;;;;;;;;"Euro Area (044)";"050";"Specific risk";"All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:x31,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;020;55512;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"All positions";"Short";;;;;;;;;"Euro Area (044)";"050";"Specific risk";"All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:x31,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;030;55512;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Long";;;;;;;;;"Euro Area (044)";"050";"Specific risk";"Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:x31,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;040;55512;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Net positions";"Short";;;;;;;;;"Euro Area (044)";"050";"Specific risk";"Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi259,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:x31,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;050;55512;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Positions subject to capital charge";;;;;;;;;;"Euro Area (044)";"050";"Specific risk";"Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x7,BAS=eba_BA:x9,CMA=eba_GA:x31,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x15";C_21.00;050;060;55512;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Specific risk";"Own funds requirements";;;;;;;;;;"Euro Area (044)";"050";"Specific risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x11,BAS=eba_BA:x9,CMA=eba_GA:x31,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;090;060;55512;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Additional requirements for options (non-delta risks)";"Own funds requirements";;;;;;;;;;"Euro Area (044)";"090";"Additional requirements for options (non-delta risks)";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x61,BAS=eba_BA:x9,CMA=eba_GA:x31,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;100;060;55512;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Simplified method";"Own funds requirements";;;;;;;;;;"Euro Area (044)";"090#100";"Additional requirements for options (non-delta risks)#Simplified method";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x62,BAS=eba_BA:x9,CMA=eba_GA:x31,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;110;060;55512;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for gamma risk";"Own funds requirements";;;;;;;;;;"Euro Area (044)";"090#110";"Additional requirements for options (non-delta risks)#Delta plus approach - additional requirements for gamma risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x63,BAS=eba_BA:x9,CMA=eba_GA:x31,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;120;060;55512;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - additional requirements for vega risk";"Own funds requirements";;;;;;;;;;"Euro Area (044)";"090#120";"Additional requirements for options (non-delta risks)#Delta plus approach - additional requirements for vega risk";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x115,BAS=eba_BA:x9,CMA=eba_GA:x31,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;125;060;55512;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Delta plus approach - non-continuous options and warrants";"Own funds requirements";;;;;;;;;;"Euro Area (044)";"090#125";"Additional requirements for options (non-delta risks)#Delta plus approach - non-continuous options and warrants";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x64,BAS=eba_BA:x9,CMA=eba_GA:x31,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x14";C_21.00;130;060;55512;monetaryItemType;C 21.00 (MKR SA EQU) Market risk: Standardised Approach for position risk in equities;"Scenario matrix approach";"Own funds requirements";;;;;;;;;;"Euro Area (044)";"090#130";"Additional requirements for options (non-delta risks)#Scenario matrix approach";"Own funds requirements";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi235,APR=eba_AP:x44,BAS=eba_BA:x9,CUE=eba_CU:x42,MCY=eba_MC:x156,PRP=eba_PL:x10,TRI=eba_TR:x16";C_22.00;010;100;;monetaryItemType;C 22.00 (MKR SA FX) Market risk: Standardised Approaches for foreign exchange risk;"TOTAL POSITIONS";"Total risk exposure amount";;;;;;;;;;;"010";"TOTAL POSITIONS";"Total risk exposure amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x44,BAS=eba_BA:x9,CUE=eba_CU:x7,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x10,TRI=eba_TR:x16";C_22.00;020;020;;monetaryItemType;C 22.00 (MKR SA FX) Market risk: Standardised Approaches for foreign exchange risk;"Currencies closely correlated";"All positions";"Long";;;;;;;;;;"010#020";"TOTAL POSITIONS#Currencies closely correlated";"All positions#Long";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x44,BAS=eba_BA:x9,CUE=eba_CU:x7,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x10,TRI=eba_TR:x16";C_22.00;020;030;;monetaryItemType;C 22.00 (MKR SA FX) Market risk: Standardised Approaches for foreign exchange risk;"Currencies closely correlated";"All positions";"Short";;;;;;;;;;"010#020";"TOTAL POSITIONS#Currencies closely correlated";"All positions#Short";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x44,BAS=eba_BA:x9,CUE=eba_CU:x7,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x10,TRI=eba_TR:x16";C_22.00;020;040;;monetaryItemType;C 22.00 (MKR SA FX) Market risk: Standardised Approaches for foreign exchange risk;"Currencies closely correlated";"Net positions";"Long";;;;;;;;;;"010#020";"TOTAL POSITIONS#Currencies closely correlated";"Net positions#Long";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x44,BAS=eba_BA:x9,CUE=eba_CU:x7,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x10,TRI=eba_TR:x16";C_22.00;020;050;;monetaryItemType;C 22.00 (MKR SA FX) Market risk: Standardised Approaches for foreign exchange risk;"Currencies closely correlated";"Net positions";"Short";;;;;;;;;;"010#020";"TOTAL POSITIONS#Currencies closely correlated";"Net positions#Short";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi259,APR=eba_AP:x44,BAS=eba_BA:x9,CUE=eba_CU:x7,MCY=eba_MC:x156,PIN=eba_PI:x2,PRP=eba_PL:x10,TRI=eba_TR:x16";C_22.00;020;080;;monetaryItemType;C 22.00 (MKR SA FX) Market risk: Standardised Approaches for foreign exchange risk;"Currencies closely correlated";"POSITIONS SUBJECT TO CAPITAL CHARGE (Including redistribution of unmatched positions in non-reporting currencies subject to special treatment for matched positions)";"Matched";;;;;;;;;;"010#020";"TOTAL POSITIONS#Currencies closely correlated";"POSITIONS SUBJECT TO CAPITAL CHARGE (Including redistribution of unmatched positions in non-reporting currencies subject to special treatment for matched positions)#Matched";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x44,BAS=eba_BA:x9,CUE=eba_CU:x7,MCY=eba_MC:x156,PRP=eba_PL:x10,TRI=eba_TR:x16";C_22.00;020;090;;monetaryItemType;C 22.00 (MKR SA FX) Market risk: Standardised Approaches for foreign exchange risk;"Currencies closely correlated";"Own funds requirements";;;;;;;;;;;"010#020";"TOTAL POSITIONS#Currencies closely correlated";"Own funds requirements";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x44,BAS=eba_BA:x9,CUE=eba_CU:x71,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x10,TRI=eba_TR:x16";C_22.00;025;040;;monetaryItemType;C 22.00 (MKR SA FX) Market risk: Standardised Approaches for foreign exchange risk;"Of which: reporting currency";"Net positions";"Long";;;;;;;;;;"010#020#025";"TOTAL POSITIONS#Currencies closely correlated#Of which: reporting currency";"Net positions#Long";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x44,BAS=eba_BA:x9,CUE=eba_CU:x71,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x10,TRI=eba_TR:x16";C_22.00;025;050;;monetaryItemType;C 22.00 (MKR SA FX) Market risk: Standardised Approaches for foreign exchange risk;"Of which: reporting currency";"Net positions";"Short";;;;;;;;;;"010#020#025";"TOTAL POSITIONS#Currencies closely correlated#Of which: reporting currency";"Net positions#Short";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi259,APR=eba_AP:x44,BAS=eba_BA:x9,CUE=eba_CU:x71,MCY=eba_MC:x156,PIN=eba_PI:x2,PRP=eba_PL:x10,TRI=eba_TR:x16";C_22.00;025;080;;monetaryItemType;C 22.00 (MKR SA FX) Market risk: Standardised Approaches for foreign exchange risk;"Of which: reporting currency";"POSITIONS SUBJECT TO CAPITAL CHARGE (Including redistribution of unmatched positions in non-reporting currencies subject to special treatment for matched positions)";"Matched";;;;;;;;;;"010#020#025";"TOTAL POSITIONS#Currencies closely correlated#Of which: reporting currency";"POSITIONS SUBJECT TO CAPITAL CHARGE (Including redistribution of unmatched positions in non-reporting currencies subject to special treatment for matched positions)#Matched";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x44,BAS=eba_BA:x9,CUE=eba_CU:x8,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x10,TRI=eba_TR:x16";C_22.00;030;030;;monetaryItemType;C 22.00 (MKR SA FX) Market risk: Standardised Approaches for foreign exchange risk;"All other currencies (including CIUs treated as different currencies)";"All positions";"Short";;;;;;;;;;"010#030";"TOTAL POSITIONS#All other currencies (including CIUs treated as different currencies)";"All positions#Short";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x44,BAS=eba_BA:x9,CUE=eba_CU:x8,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x10,TRI=eba_TR:x16";C_22.00;030;040;;monetaryItemType;C 22.00 (MKR SA FX) Market risk: Standardised Approaches for foreign exchange risk;"All other currencies (including CIUs treated as different currencies)";"Net positions";"Long";;;;;;;;;;"010#030";"TOTAL POSITIONS#All other currencies (including CIUs treated as different currencies)";"Net positions#Long";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x44,BAS=eba_BA:x9,CUE=eba_CU:EUR,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x10,TRI=eba_TR:x16";C_22.00;130;020;;monetaryItemType;C 22.00 (MKR SA FX) Market risk: Standardised Approaches for foreign exchange risk;"Euro";"All positions";"Long";;;;;;;;;;"125#130";"Memorandum items: CURRENCY POSITIONS#Euro";"All positions#Long";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x44,BAS=eba_BA:x9,CUE=eba_CU:EUR,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x10,TRI=eba_TR:x16";C_22.00;130;050;;monetaryItemType;C 22.00 (MKR SA FX) Market risk: Standardised Approaches for foreign exchange risk;"Euro";"Net positions";"Short";;;;;;;;;;"125#130";"Memorandum items: CURRENCY POSITIONS#Euro";"Net positions#Short";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x44,BAS=eba_BA:x9,CUE=eba_CU:ALL,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x10,TRI=eba_TR:x16";C_22.00;140;020;;monetaryItemType;C 22.00 (MKR SA FX) Market risk: Standardised Approaches for foreign exchange risk;"Lek";"All positions";"Long";;;;;;;;;;"125#140";"Memorandum items: CURRENCY POSITIONS#Lek";"All positions#Long";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x46,BAS=eba_BA:x9,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x10,TRI=eba_TR:x12";C_23.00;010;020;;monetaryItemType;C 23.00 (MKR SA COM) Market risk: Standardised Approach for position risk in commodities;"TOTAL POSITIONS IN COMMODITIES";"All positions";"Short";;;;;;;;;;"010";"TOTAL POSITIONS IN COMMODITIES";"All positions#Short";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x46,BAS=eba_BA:x9,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x10,TRI=eba_TR:x12";C_23.00;010;030;;monetaryItemType;C 23.00 (MKR SA COM) Market risk: Standardised Approach for position risk in commodities;"TOTAL POSITIONS IN COMMODITIES";"Net positions";"Long";;;;;;;;;;"010";"TOTAL POSITIONS IN COMMODITIES";"Net positions#Long";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x46,BAS=eba_BA:x9,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x10,TRI=eba_TR:x12";C_23.00;010;040;;monetaryItemType;C 23.00 (MKR SA COM) Market risk: Standardised Approach for position risk in commodities;"TOTAL POSITIONS IN COMMODITIES";"Net positions";"Short";;;;;;;;;;"010";"TOTAL POSITIONS IN COMMODITIES";"Net positions#Short";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi259,APR=eba_AP:x46,BAS=eba_BA:x9,MCY=eba_MC:x156,PRP=eba_PL:x10,TRI=eba_TR:x12";C_23.00;010;050;;monetaryItemType;C 23.00 (MKR SA COM) Market risk: Standardised Approach for position risk in commodities;"TOTAL POSITIONS IN COMMODITIES";"Positions subject to capital charge";;;;;;;;;;;"010";"TOTAL POSITIONS IN COMMODITIES";"Positions subject to capital charge";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x46,BAS=eba_BA:x9,MCY=eba_MC:x156,PRP=eba_PL:x10,TRI=eba_TR:x12";C_23.00;010;060;;monetaryItemType;C 23.00 (MKR SA COM) Market risk: Standardised Approach for position risk in commodities;"TOTAL POSITIONS IN COMMODITIES";"Capital requirements";;;;;;;;;;;"010";"TOTAL POSITIONS IN COMMODITIES";"Capital requirements";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x46,BAS=eba_BA:x9,MCU=eba_MC:x430,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x10,TRI=eba_TR:x12";C_23.00;020;010;;monetaryItemType;C 23.00 (MKR SA COM) Market risk: Standardised Approach for position risk in commodities;"Precious metals (except gold)";"All positions";"Long";;;;;;;;;;"010#020";"TOTAL POSITIONS IN COMMODITIES#Precious metals (except gold)";"All positions#Long";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x46,BAS=eba_BA:x9,MCU=eba_MC:x430,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x10,TRI=eba_TR:x12";C_23.00;020;040;;monetaryItemType;C 23.00 (MKR SA COM) Market risk: Standardised Approach for position risk in commodities;"Precious metals (except gold)";"Net positions";"Short";;;;;;;;;;"010#020";"TOTAL POSITIONS IN COMMODITIES#Precious metals (except gold)";"Net positions#Short";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi259,APR=eba_AP:x46,BAS=eba_BA:x9,MCU=eba_MC:x430,MCY=eba_MC:x156,PRP=eba_PL:x10,TRI=eba_TR:x12";C_23.00;020;050;;monetaryItemType;C 23.00 (MKR SA COM) Market risk: Standardised Approach for position risk in commodities;"Precious metals (except gold)";"Positions subject to capital charge";;;;;;;;;;;"010#020";"TOTAL POSITIONS IN COMMODITIES#Precious metals (except gold)";"Positions subject to capital charge";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x46,BAS=eba_BA:x9,MCU=eba_MC:x430,MCY=eba_MC:x156,PRP=eba_PL:x10,TRI=eba_TR:x12";C_23.00;020;060;;monetaryItemType;C 23.00 (MKR SA COM) Market risk: Standardised Approach for position risk in commodities;"Precious metals (except gold)";"Capital requirements";;;;;;;;;;;"010#020";"TOTAL POSITIONS IN COMMODITIES#Precious metals (except gold)";"Capital requirements";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x46,BAS=eba_BA:x9,MCU=eba_MC:x159,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x10,TRI=eba_TR:x12";C_23.00;030;010;;monetaryItemType;C 23.00 (MKR SA COM) Market risk: Standardised Approach for position risk in commodities;"Base metals";"All positions";"Long";;;;;;;;;;"010#030";"TOTAL POSITIONS IN COMMODITIES#Base metals";"All positions#Long";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x46,BAS=eba_BA:x9,MCU=eba_MC:x159,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x10,TRI=eba_TR:x12";C_23.00;030;020;;monetaryItemType;C 23.00 (MKR SA COM) Market risk: Standardised Approach for position risk in commodities;"Base metals";"All positions";"Short";;;;;;;;;;"010#030";"TOTAL POSITIONS IN COMMODITIES#Base metals";"All positions#Short";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x46,BAS=eba_BA:x9,MCU=eba_MC:x159,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x10,TRI=eba_TR:x12";C_23.00;030;030;;monetaryItemType;C 23.00 (MKR SA COM) Market risk: Standardised Approach for position risk in commodities;"Base metals";"Net positions";"Long";;;;;;;;;;"010#030";"TOTAL POSITIONS IN COMMODITIES#Base metals";"Net positions#Long";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x46,BAS=eba_BA:x9,MCU=eba_MC:x159,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x10,TRI=eba_TR:x12";C_23.00;030;040;;monetaryItemType;C 23.00 (MKR SA COM) Market risk: Standardised Approach for position risk in commodities;"Base metals";"Net positions";"Short";;;;;;;;;;"010#030";"TOTAL POSITIONS IN COMMODITIES#Base metals";"Net positions#Short";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi259,APR=eba_AP:x46,BAS=eba_BA:x9,MCU=eba_MC:x159,MCY=eba_MC:x156,PRP=eba_PL:x10,TRI=eba_TR:x12";C_23.00;030;050;;monetaryItemType;C 23.00 (MKR SA COM) Market risk: Standardised Approach for position risk in commodities;"Base metals";"Positions subject to capital charge";;;;;;;;;;;"010#030";"TOTAL POSITIONS IN COMMODITIES#Base metals";"Positions subject to capital charge";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x46,BAS=eba_BA:x9,MCU=eba_MC:x159,MCY=eba_MC:x156,PRP=eba_PL:x10,TRI=eba_TR:x12";C_23.00;030;060;;monetaryItemType;C 23.00 (MKR SA COM) Market risk: Standardised Approach for position risk in commodities;"Base metals";"Capital requirements";;;;;;;;;;;"010#030";"TOTAL POSITIONS IN COMMODITIES#Base metals";"Capital requirements";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x46,BAS=eba_BA:x9,MCU=eba_MC:x158,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x10,TRI=eba_TR:x12";C_23.00;040;010;;monetaryItemType;C 23.00 (MKR SA COM) Market risk: Standardised Approach for position risk in commodities;"Agricultural products (softs)";"All positions";"Long";;;;;;;;;;"010#040";"TOTAL POSITIONS IN COMMODITIES#Agricultural products (softs)";"All positions#Long";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x46,BAS=eba_BA:x9,MCU=eba_MC:x158,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x10,TRI=eba_TR:x12";C_23.00;040;020;;monetaryItemType;C 23.00 (MKR SA COM) Market risk: Standardised Approach for position risk in commodities;"Agricultural products (softs)";"All positions";"Short";;;;;;;;;;"010#040";"TOTAL POSITIONS IN COMMODITIES#Agricultural products (softs)";"All positions#Short";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x46,BAS=eba_BA:x9,MCU=eba_MC:x158,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x10,TRI=eba_TR:x12";C_23.00;040;030;;monetaryItemType;C 23.00 (MKR SA COM) Market risk: Standardised Approach for position risk in commodities;"Agricultural products (softs)";"Net positions";"Long";;;;;;;;;;"010#040";"TOTAL POSITIONS IN COMMODITIES#Agricultural products (softs)";"Net positions#Long";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x46,BAS=eba_BA:x9,MCU=eba_MC:x158,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x10,TRI=eba_TR:x12";C_23.00;040;040;;monetaryItemType;C 23.00 (MKR SA COM) Market risk: Standardised Approach for position risk in commodities;"Agricultural products (softs)";"Net positions";"Short";;;;;;;;;;"010#040";"TOTAL POSITIONS IN COMMODITIES#Agricultural products (softs)";"Net positions#Short";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi259,APR=eba_AP:x46,BAS=eba_BA:x9,MCU=eba_MC:x158,MCY=eba_MC:x156,PRP=eba_PL:x10,TRI=eba_TR:x12";C_23.00;040;050;;monetaryItemType;C 23.00 (MKR SA COM) Market risk: Standardised Approach for position risk in commodities;"Agricultural products (softs)";"Positions subject to capital charge";;;;;;;;;;;"010#040";"TOTAL POSITIONS IN COMMODITIES#Agricultural products (softs)";"Positions subject to capital charge";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x46,BAS=eba_BA:x9,MCU=eba_MC:x158,MCY=eba_MC:x156,PRP=eba_PL:x10,TRI=eba_TR:x12";C_23.00;040;060;;monetaryItemType;C 23.00 (MKR SA COM) Market risk: Standardised Approach for position risk in commodities;"Agricultural products (softs)";"Capital requirements";;;;;;;;;;;"010#040";"TOTAL POSITIONS IN COMMODITIES#Agricultural products (softs)";"Capital requirements";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x46,BAS=eba_BA:x9,MCU=eba_MC:x161,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x10,TRI=eba_TR:x12";C_23.00;050;010;;monetaryItemType;C 23.00 (MKR SA COM) Market risk: Standardised Approach for position risk in commodities;"Others";"All positions";"Long";;;;;;;;;;"010#050";"TOTAL POSITIONS IN COMMODITIES#Others";"All positions#Long";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x46,BAS=eba_BA:x9,MCU=eba_MC:x161,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x10,TRI=eba_TR:x12";C_23.00;050;020;;monetaryItemType;C 23.00 (MKR SA COM) Market risk: Standardised Approach for position risk in commodities;"Others";"All positions";"Short";;;;;;;;;;"010#050";"TOTAL POSITIONS IN COMMODITIES#Others";"All positions#Short";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x46,BAS=eba_BA:x9,MCU=eba_MC:x161,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x10,TRI=eba_TR:x12";C_23.00;050;030;;monetaryItemType;C 23.00 (MKR SA COM) Market risk: Standardised Approach for position risk in commodities;"Others";"Net positions";"Long";;;;;;;;;;"010#050";"TOTAL POSITIONS IN COMMODITIES#Others";"Net positions#Long";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x46,BAS=eba_BA:x9,MCU=eba_MC:x161,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x10,TRI=eba_TR:x12";C_23.00;050;040;;monetaryItemType;C 23.00 (MKR SA COM) Market risk: Standardised Approach for position risk in commodities;"Others";"Net positions";"Short";;;;;;;;;;"010#050";"TOTAL POSITIONS IN COMMODITIES#Others";"Net positions#Short";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi259,APR=eba_AP:x46,BAS=eba_BA:x9,MCU=eba_MC:x161,MCY=eba_MC:x156,PRP=eba_PL:x10,TRI=eba_TR:x12";C_23.00;050;050;;monetaryItemType;C 23.00 (MKR SA COM) Market risk: Standardised Approach for position risk in commodities;"Others";"Positions subject to capital charge";;;;;;;;;;;"010#050";"TOTAL POSITIONS IN COMMODITIES#Others";"Positions subject to capital charge";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x46,BAS=eba_BA:x9,MCU=eba_MC:x161,MCY=eba_MC:x156,PRP=eba_PL:x10,TRI=eba_TR:x12";C_23.00;050;060;;monetaryItemType;C 23.00 (MKR SA COM) Market risk: Standardised Approach for position risk in commodities;"Others";"Capital requirements";;;;;;;;;;;"010#050";"TOTAL POSITIONS IN COMMODITIES#Others";"Capital requirements";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x46,BAS=eba_BA:x9,MCU=eba_MC:x160,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x10,TRI=eba_TR:x12";C_23.00;060;010;;monetaryItemType;C 23.00 (MKR SA COM) Market risk: Standardised Approach for position risk in commodities;"Of which energy products (oil, gas)";"All positions";"Long";;;;;;;;;;"010#050#060";"TOTAL POSITIONS IN COMMODITIES#Others#Of which energy products (oil, gas)";"All positions#Long";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x46,BAS=eba_BA:x9,MCU=eba_MC:x160,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x10,TRI=eba_TR:x12";C_23.00;060;020;;monetaryItemType;C 23.00 (MKR SA COM) Market risk: Standardised Approach for position risk in commodities;"Of which energy products (oil, gas)";"All positions";"Short";;;;;;;;;;"010#050#060";"TOTAL POSITIONS IN COMMODITIES#Others#Of which energy products (oil, gas)";"All positions#Short";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x46,BAS=eba_BA:x9,MCU=eba_MC:x160,MCY=eba_MC:x156,PRP=eba_PL:x10,TRI=eba_TR:x12";C_23.00;060;060;;monetaryItemType;C 23.00 (MKR SA COM) Market risk: Standardised Approach for position risk in commodities;"Of which energy products (oil, gas)";"Capital requirements";;;;;;;;;;;"010#050#060";"TOTAL POSITIONS IN COMMODITIES#Others#Of which energy products (oil, gas)";"Capital requirements";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x31,BAS=eba_BA:x9,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x10,TRI=eba_TR:x12";C_23.00;070;020;;monetaryItemType;C 23.00 (MKR SA COM) Market risk: Standardised Approach for position risk in commodities;"Maturity ladder approach";"All positions";"Short";;;;;;;;;;"010#070";"TOTAL POSITIONS IN COMMODITIES#Maturity ladder approach";"All positions#Short";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x31,BAS=eba_BA:x9,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x10,TRI=eba_TR:x12";C_23.00;070;030;;monetaryItemType;C 23.00 (MKR SA COM) Market risk: Standardised Approach for position risk in commodities;"Maturity ladder approach";"Net positions";"Long";;;;;;;;;;"010#070";"TOTAL POSITIONS IN COMMODITIES#Maturity ladder approach";"Net positions#Long";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x31,BAS=eba_BA:x9,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x10,TRI=eba_TR:x12";C_23.00;070;040;;monetaryItemType;C 23.00 (MKR SA COM) Market risk: Standardised Approach for position risk in commodities;"Maturity ladder approach";"Net positions";"Short";;;;;;;;;;"010#070";"TOTAL POSITIONS IN COMMODITIES#Maturity ladder approach";"Net positions#Short";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi259,APR=eba_AP:x31,BAS=eba_BA:x9,MCY=eba_MC:x156,PRP=eba_PL:x10,TRI=eba_TR:x12";C_23.00;070;050;;monetaryItemType;C 23.00 (MKR SA COM) Market risk: Standardised Approach for position risk in commodities;"Maturity ladder approach";"Positions subject to capital charge";;;;;;;;;;;"010#070";"TOTAL POSITIONS IN COMMODITIES#Maturity ladder approach";"Positions subject to capital charge";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x23,BAS=eba_BA:x9,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x10,TRI=eba_TR:x12";C_23.00;080;010;;monetaryItemType;C 23.00 (MKR SA COM) Market risk: Standardised Approach for position risk in commodities;"Extended maturity ladder approach";"All positions";"Long";;;;;;;;;;"010#080";"TOTAL POSITIONS IN COMMODITIES#Extended maturity ladder approach";"All positions#Long";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x23,BAS=eba_BA:x9,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x10,TRI=eba_TR:x12";C_23.00;080;020;;monetaryItemType;C 23.00 (MKR SA COM) Market risk: Standardised Approach for position risk in commodities;"Extended maturity ladder approach";"All positions";"Short";;;;;;;;;;"010#080";"TOTAL POSITIONS IN COMMODITIES#Extended maturity ladder approach";"All positions#Short";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x23,BAS=eba_BA:x9,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x10,TRI=eba_TR:x12";C_23.00;080;030;;monetaryItemType;C 23.00 (MKR SA COM) Market risk: Standardised Approach for position risk in commodities;"Extended maturity ladder approach";"Net positions";"Long";;;;;;;;;;"010#080";"TOTAL POSITIONS IN COMMODITIES#Extended maturity ladder approach";"Net positions#Long";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x23,BAS=eba_BA:x9,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x10,TRI=eba_TR:x12";C_23.00;080;040;;monetaryItemType;C 23.00 (MKR SA COM) Market risk: Standardised Approach for position risk in commodities;"Extended maturity ladder approach";"Net positions";"Short";;;;;;;;;;"010#080";"TOTAL POSITIONS IN COMMODITIES#Extended maturity ladder approach";"Net positions#Short";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi259,APR=eba_AP:x23,BAS=eba_BA:x9,MCY=eba_MC:x156,PRP=eba_PL:x10,TRI=eba_TR:x12";C_23.00;080;050;;monetaryItemType;C 23.00 (MKR SA COM) Market risk: Standardised Approach for position risk in commodities;"Extended maturity ladder approach";"Positions subject to capital charge";;;;;;;;;;;"010#080";"TOTAL POSITIONS IN COMMODITIES#Extended maturity ladder approach";"Positions subject to capital charge";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x23,BAS=eba_BA:x9,MCY=eba_MC:x156,PRP=eba_PL:x10,TRI=eba_TR:x12";C_23.00;080;060;;monetaryItemType;C 23.00 (MKR SA COM) Market risk: Standardised Approach for position risk in commodities;"Extended maturity ladder approach";"Capital requirements";;;;;;;;;;;"010#080";"TOTAL POSITIONS IN COMMODITIES#Extended maturity ladder approach";"Capital requirements";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi255,APR=eba_AP:x41,BAS=eba_BA:x9,MCY=eba_MC:x156,PIN=eba_PI:x1,PRP=eba_PL:x10,TRI=eba_TR:x12";C_23.00;090;010;;monetaryItemType;C 23.00 (MKR SA COM) Market risk: Standardised Approach for position risk in commodities;"Simplified approach: All positions";"All positions";"Long";;;;;;;;;;"010#090";"TOTAL POSITIONS IN COMMODITIES#Simplified approach: All positions";"All positions#Long";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi256,APR=eba_AP:x41,BAS=eba_BA:x9,MCY=eba_MC:x156,PIN=eba_PI:x4,PRP=eba_PL:x10,TRI=eba_TR:x12";C_23.00;090;040;;monetaryItemType;C 23.00 (MKR SA COM) Market risk: Standardised Approach for position risk in commodities;"Simplified approach: All positions";"Net positions";"Short";;;;;;;;;;"010#090";"TOTAL POSITIONS IN COMMODITIES#Simplified approach: All positions";"Net positions#Short";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi259,APR=eba_AP:x41,BAS=eba_BA:x9,MCY=eba_MC:x156,PRP=eba_PL:x10,TRI=eba_TR:x12";C_23.00;090;050;;monetaryItemType;C 23.00 (MKR SA COM) Market risk: Standardised Approach for position risk in commodities;"Simplified approach: All positions";"Positions subject to capital charge";;;;;;;;;;;"010#090";"TOTAL POSITIONS IN COMMODITIES#Simplified approach: All positions";"Positions subject to capital charge";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x41,BAS=eba_BA:x9,MCY=eba_MC:x156,PRP=eba_PL:x10,TRI=eba_TR:x12";C_23.00;090;060;;monetaryItemType;C 23.00 (MKR SA COM) Market risk: Standardised Approach for position risk in commodities;"Simplified approach: All positions";"Capital requirements";;;;;;;;;;;"010#090";"TOTAL POSITIONS IN COMMODITIES#Simplified approach: All positions";"Capital requirements";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x11,BAS=eba_BA:x9,MCY=eba_MC:x256,PRP=eba_PL:x10,TRI=eba_TR:x12";C_23.00;100;060;;monetaryItemType;C 23.00 (MKR SA COM) Market risk: Standardised Approach for position risk in commodities;"Additional requirements for options (non-delta risks)";"Capital requirements";;;;;;;;;;;"010#100";"TOTAL POSITIONS IN COMMODITIES#Additional requirements for options (non-delta risks)";"Capital requirements";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x61,BAS=eba_BA:x9,MCY=eba_MC:x256,PRP=eba_PL:x10,TRI=eba_TR:x12";C_23.00;110;060;;monetaryItemType;C 23.00 (MKR SA COM) Market risk: Standardised Approach for position risk in commodities;"Simplified method";"Capital requirements";;;;;;;;;;;"010#100#110";"TOTAL POSITIONS IN COMMODITIES#Additional requirements for options (non-delta risks)#Simplified method";"Capital requirements";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x62,BAS=eba_BA:x9,MCY=eba_MC:x256,PRP=eba_PL:x10,TRI=eba_TR:x12";C_23.00;120;060;;monetaryItemType;C 23.00 (MKR SA COM) Market risk: Standardised Approach for position risk in commodities;"Delta plus approach - additional requirements for gamma risk";"Capital requirements";;;;;;;;;;;"010#100#120";"TOTAL POSITIONS IN COMMODITIES#Additional requirements for options (non-delta risks)#Delta plus approach - additional requirements for gamma risk";"Capital requirements";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x63,BAS=eba_BA:x9,MCY=eba_MC:x256,PRP=eba_PL:x10,TRI=eba_TR:x12";C_23.00;130;060;;monetaryItemType;C 23.00 (MKR SA COM) Market risk: Standardised Approach for position risk in commodities;"Delta plus approach - additional requirements for vega risk";"Capital requirements";;;;;;;;;;;"010#100#130";"TOTAL POSITIONS IN COMMODITIES#Additional requirements for options (non-delta risks)#Delta plus approach - additional requirements for vega risk";"Capital requirements";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x115,BAS=eba_BA:x9,MCY=eba_MC:x256,PRP=eba_PL:x51,TRI=eba_TR:x12";C_23.00;135;060;;monetaryItemType;C 23.00 (MKR SA COM) Market risk: Standardised Approach for position risk in commodities;"Delta plus approach - non-continuous options and warrants";"Capital requirements";;;;;;;;;;;"010#100#135";"TOTAL POSITIONS IN COMMODITIES#Additional requirements for options (non-delta risks)#Delta plus approach - non-continuous options and warrants";"Capital requirements";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x64,BAS=eba_BA:x9,MCY=eba_MC:x256,PRP=eba_PL:x10,TRI=eba_TR:x12";C_23.00;140;060;;monetaryItemType;C 23.00 (MKR SA COM) Market risk: Standardised Approach for position risk in commodities;"Scenario matrix approach";"Capital requirements";;;;;;;;;;;"010#100#140";"TOTAL POSITIONS IN COMMODITIES#Additional requirements for options (non-delta risks)#Scenario matrix approach";"Capital requirements";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi16,APR=eba_AP:x26,BAS=eba_BA:x9,MCY=eba_MC:x156,PRP=eba_PL:x10,TRI=eba_TR:x11";C_24.00;010;030;;monetaryItemType;C 24.00 (MKR IM 1) Market risk: Internal models - Total;"TOTAL POSITIONS";"VaR";"Multiplication factor (mc) x average of previous 60 working days (VaRavg)";;;;;;;;;;"010";"TOTAL POSITIONS";"VaR#Multiplication factor (mc) x average of previous 60 working days (VaRavg)";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi193,APR=eba_AP:x26,BAS=eba_BA:x9,MCY=eba_MC:x156,PRP=eba_PL:x10,TRI=eba_TR:x11";C_24.00;010;040;;monetaryItemType;C 24.00 (MKR IM 1) Market risk: Internal models - Total;"TOTAL POSITIONS";"VaR";"Previous day (VaRt-1)";;;;;;;;;;"010";"TOTAL POSITIONS";"VaR#Previous day (VaRt-1)";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi15,APR=eba_AP:x26,BAS=eba_BA:x9,MCY=eba_MC:x156,PRP=eba_PL:x10,TRI=eba_TR:x11";C_24.00;010;050;;monetaryItemType;C 24.00 (MKR IM 1) Market risk: Internal models - Total;"TOTAL POSITIONS";"Stressed VaR";"Multiplication factor (ms) x average of previous 60 working days (SVaRavg)";;;;;;;;;;"010";"TOTAL POSITIONS";"Stressed VaR#Multiplication factor (ms) x average of previous 60 working days (SVaRavg)";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi192,APR=eba_AP:x26,BAS=eba_BA:x9,MCY=eba_MC:x156,PRP=eba_PL:x10,TRI=eba_TR:x11";C_24.00;010;060;;monetaryItemType;C 24.00 (MKR IM 1) Market risk: Internal models - Total;"TOTAL POSITIONS";"Stressed VaR";"Latest available (SVaRt-1)";;;;;;;;;;"010";"TOTAL POSITIONS";"Stressed VaR#Latest available (SVaRt-1)";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi63,APR=eba_AP:x26,BAS=eba_BA:x9,MCY=eba_MC:x156,PRP=eba_PL:x10,TRI=eba_TR:x11";C_24.00;010;070;;monetaryItemType;C 24.00 (MKR IM 1) Market risk: Internal models - Total;"TOTAL POSITIONS";"Incremental default and migration risk capital charge";"12 weeks average measure";;;;;;;;;;"010";"TOTAL POSITIONS";"Incremental default and migration risk capital charge#12 weeks average measure";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi16,APR=eba_AP:x26,BAS=eba_BA:x9,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x20";C_24.00;040;030;;monetaryItemType;C 24.00 (MKR IM 1) Market risk: Internal models - Total;"TDI - Specific Risk";"VaR";"Multiplication factor (mc) x average of previous 60 working days (VaRavg)";;;;;;;;;;"019#020#040";"Memorandum items: BREAKDOWN OF MARKET RISK#Traded debt instruments#TDI - Specific Risk";"VaR#Multiplication factor (mc) x average of previous 60 working days (VaRavg)";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi15,APR=eba_AP:x26,BAS=eba_BA:x9,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x20";C_24.00;040;050;;monetaryItemType;C 24.00 (MKR IM 1) Market risk: Internal models - Total;"TDI - Specific Risk";"Stressed VaR";"Multiplication factor (ms) x average of previous 60 working days (SVaRavg)";;;;;;;;;;"019#020#040";"Memorandum items: BREAKDOWN OF MARKET RISK#Traded debt instruments#TDI - Specific Risk";"Stressed VaR#Multiplication factor (ms) x average of previous 60 working days (SVaRavg)";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi192,APR=eba_AP:x26,BAS=eba_BA:x9,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x20";C_24.00;040;060;;monetaryItemType;C 24.00 (MKR IM 1) Market risk: Internal models - Total;"TDI - Specific Risk";"Stressed VaR";"Latest available (SVaRt-1)";;;;;;;;;;"019#020#040";"Memorandum items: BREAKDOWN OF MARKET RISK#Traded debt instruments#TDI - Specific Risk";"Stressed VaR#Latest available (SVaRt-1)";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi16,APR=eba_AP:x26,BAS=eba_BA:x9,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_24.00;050;030;;monetaryItemType;C 24.00 (MKR IM 1) Market risk: Internal models - Total;"Equities";"VaR";"Multiplication factor (mc) x average of previous 60 working days (VaRavg)";;;;;;;;;;"019#050";"Memorandum items: BREAKDOWN OF MARKET RISK#Equities";"VaR#Multiplication factor (mc) x average of previous 60 working days (VaRavg)";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi193,APR=eba_AP:x26,BAS=eba_BA:x9,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_24.00;050;040;;monetaryItemType;C 24.00 (MKR IM 1) Market risk: Internal models - Total;"Equities";"VaR";"Previous day (VaRt-1)";;;;;;;;;;"019#050";"Memorandum items: BREAKDOWN OF MARKET RISK#Equities";"VaR#Previous day (VaRt-1)";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi15,APR=eba_AP:x26,BAS=eba_BA:x9,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_24.00;050;050;;monetaryItemType;C 24.00 (MKR IM 1) Market risk: Internal models - Total;"Equities";"Stressed VaR";"Multiplication factor (ms) x average of previous 60 working days (SVaRavg)";;;;;;;;;;"019#050";"Memorandum items: BREAKDOWN OF MARKET RISK#Equities";"Stressed VaR#Multiplication factor (ms) x average of previous 60 working days (SVaRavg)";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi192,APR=eba_AP:x26,BAS=eba_BA:x9,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x14";C_24.00;050;060;;monetaryItemType;C 24.00 (MKR IM 1) Market risk: Internal models - Total;"Equities";"Stressed VaR";"Latest available (SVaRt-1)";;;;;;;;;;"019#050";"Memorandum items: BREAKDOWN OF MARKET RISK#Equities";"Stressed VaR#Latest available (SVaRt-1)";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi16,APR=eba_AP:x26,BAS=eba_BA:x9,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_24.00;060;030;;monetaryItemType;C 24.00 (MKR IM 1) Market risk: Internal models - Total;"Equities - General risk";"VaR";"Multiplication factor (mc) x average of previous 60 working days (VaRavg)";;;;;;;;;;"019#050#060";"Memorandum items: BREAKDOWN OF MARKET RISK#Equities#Equities - General risk";"VaR#Multiplication factor (mc) x average of previous 60 working days (VaRavg)";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi193,APR=eba_AP:x26,BAS=eba_BA:x9,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_24.00;060;040;;monetaryItemType;C 24.00 (MKR IM 1) Market risk: Internal models - Total;"Equities - General risk";"VaR";"Previous day (VaRt-1)";;;;;;;;;;"019#050#060";"Memorandum items: BREAKDOWN OF MARKET RISK#Equities#Equities - General risk";"VaR#Previous day (VaRt-1)";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi15,APR=eba_AP:x26,BAS=eba_BA:x9,MCY=eba_MC:x156,PRP=eba_PL:x51,TRI=eba_TR:x13";C_24.00;060;050;;monetaryItemType;C 24.00 (MKR IM 1) Market risk: Internal models - Total;"Equities - General risk";"Stressed VaR";"Multiplication factor (ms) x average of previous 60 working days (SVaRavg)";;;;;;;;;;"019#050#060";"Memorandum items: BREAKDOWN OF MARKET RISK#Equities#Equities - General risk";"Stressed VaR#Multiplication factor (ms) x average of previous 60 working days (SVaRavg)";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii174,APR=eba_AP:x3,BAS=eba_BA:x17,MRW=eba_AP:x74,PRP=eba_PL:x10,TMA=eba_MA:x5,TRI=eba_TR:x7";C_25.00;020;110;;integerItemType;C 25.00 (CVA) CVA RISK;"According to Advanced method";"MEMORANDUM ITEMS";"Number of counterparties";"of which: proxy was used to determine credit spread";;;;;;;;;"020";"According to Advanced method";"MEMORANDUM ITEMS#Number of counterparties#of which: proxy was used to determine credit spread";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x3,BAS=eba_BA:x17,MCU=eba_MC:x406,MCY=eba_MC:x112,PRP=eba_PL:x10,TMA=eba_MA:x5,TRI=eba_TR:x7";C_25.00;020;130;;monetaryItemType;C 25.00 (CVA) CVA RISK;"According to Advanced method";"CVA Risk Hedge Notionals";"Single Name CDS";;;;;;;;;;"020";"According to Advanced method";"CVA Risk Hedge Notionals#Single Name CDS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x3,BAS=eba_BA:x17,MCU=eba_MC:x405,MCY=eba_MC:x112,PRP=eba_PL:x10,TMA=eba_MA:x5,TRI=eba_TR:x7";C_25.00;020;140;;monetaryItemType;C 25.00 (CVA) CVA RISK;"According to Advanced method";"CVA Risk Hedge Notionals";"Index CDS";;;;;;;;;;"020";"According to Advanced method";"CVA Risk Hedge Notionals#Index CDS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x49,BAS=eba_BA:x9,MCY=eba_MC:x110,PRP=eba_PL:x10,TRI=eba_TR:x7";C_25.00;030;010;;monetaryItemType;C 25.00 (CVA) CVA RISK;"According to Standardised method";"EXPOSURE VALUE";;;;;;;;;;;"030";"According to Standardised method";"EXPOSURE VALUE";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x49,BAS=eba_BA:x9,MCY=eba_MC:x99,PRP=eba_PL:x10,TMA=eba_MA:x5,TRI=eba_TR:x7";C_25.00;030;020;;monetaryItemType;C 25.00 (CVA) CVA RISK;"According to Standardised method";"OTC Derivatives";;;;;;;;;;;"030";"According to Standardised method";"OTC Derivatives";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x49,BAS=eba_BA:x9,MCY=eba_MC:x306,PRP=eba_PL:x10,TRI=eba_TR:x7";C_25.00;030;030;;monetaryItemType;C 25.00 (CVA) CVA RISK;"According to Standardised method";"SFT";;;;;;;;;;;"030";"According to Standardised method";"SFT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x49,BAS=eba_BA:x9,MCY=eba_MC:x110,PRP=eba_PL:x10,TMA=eba_MA:x5,TRI=eba_TR:x7";C_25.00;030;080;;monetaryItemType;C 25.00 (CVA) CVA RISK;"According to Standardised method";"Own funds requirements";;;;;;;;;;;"030";"According to Standardised method";"Own funds requirements";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi235,APR=eba_AP:x49,BAS=eba_BA:x9,MCY=eba_MC:x110,PRP=eba_PL:x10,TMA=eba_MA:x5,TRI=eba_TR:x7";C_25.00;030;090;;monetaryItemType;C 25.00 (CVA) CVA RISK;"According to Standardised method";"Total risk exposure amount";;;;;;;;;;;"030";"According to Standardised method";"Total risk exposure amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii174,APR=eba_AP:x49,BAS=eba_BA:x17,PRP=eba_PL:x10,TMA=eba_MA:x5,TRI=eba_TR:x7";C_25.00;030;100;;integerItemType;C 25.00 (CVA) CVA RISK;"According to Standardised method";"MEMORANDUM ITEMS";"Number of counterparties";;;;;;;;;;"030";"According to Standardised method";"MEMORANDUM ITEMS#Number of counterparties";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x49,BAS=eba_BA:x17,MCU=eba_MC:x406,MCY=eba_MC:x112,PRP=eba_PL:x10,TMA=eba_MA:x5,TRI=eba_TR:x7";C_25.00;030;130;;monetaryItemType;C 25.00 (CVA) CVA RISK;"According to Standardised method";"CVA Risk Hedge Notionals";"Single Name CDS";;;;;;;;;;"030";"According to Standardised method";"CVA Risk Hedge Notionals#Single Name CDS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x49,BAS=eba_BA:x17,MCU=eba_MC:x405,MCY=eba_MC:x112,PRP=eba_PL:x10,TMA=eba_MA:x5,TRI=eba_TR:x7";C_25.00;030;140;;monetaryItemType;C 25.00 (CVA) CVA RISK;"According to Standardised method";"CVA Risk Hedge Notionals";"Index CDS";;;;;;;;;;"030";"According to Standardised method";"CVA Risk Hedge Notionals#Index CDS";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x38,BAS=eba_BA:x9,MCY=eba_MC:x110,PRP=eba_PL:x10,TRI=eba_TR:x7";C_25.00;040;010;;monetaryItemType;C 25.00 (CVA) CVA RISK;"Based on OEM";"EXPOSURE VALUE";;;;;;;;;;;"040";"Based on OEM";"EXPOSURE VALUE";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x38,BAS=eba_BA:x9,MCY=eba_MC:x99,PRP=eba_PL:x10,TMA=eba_MA:x5,TRI=eba_TR:x7";C_25.00;040;020;;monetaryItemType;C 25.00 (CVA) CVA RISK;"Based on OEM";"OTC Derivatives";;;;;;;;;;;"040";"Based on OEM";"OTC Derivatives";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x38,BAS=eba_BA:x9,MCY=eba_MC:x306,PRP=eba_PL:x10,TRI=eba_TR:x7";C_25.00;040;030;;monetaryItemType;C 25.00 (CVA) CVA RISK;"Based on OEM";"SFT";;;;;;;;;;;"040";"Based on OEM";"SFT";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi184,APR=eba_AP:x38,BAS=eba_BA:x9,MCY=eba_MC:x110,PRP=eba_PL:x10,TMA=eba_MA:x5,TRI=eba_TR:x7";C_25.00;040;080;;monetaryItemType;C 25.00 (CVA) CVA RISK;"Based on OEM";"Own funds requirements";;;;;;;;;;;"040";"Based on OEM";"Own funds requirements";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi235,APR=eba_AP:x38,BAS=eba_BA:x9,MCY=eba_MC:x110,PRP=eba_PL:x10,TMA=eba_MA:x5,TRI=eba_TR:x7";C_25.00;040;090;;monetaryItemType;C 25.00 (CVA) CVA RISK;"Based on OEM";"Total risk exposure amount";;;;;;;;;;;"040";"Based on OEM";"Total risk exposure amount";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii174,APR=eba_AP:x38,BAS=eba_BA:x17,PRP=eba_PL:x10,TMA=eba_MA:x5,TRI=eba_TR:x7";C_25.00;040;100;;integerItemType;C 25.00 (CVA) CVA RISK;"Based on OEM";"MEMORANDUM ITEMS";"Number of counterparties";;;;;;;;;;"040";"Based on OEM";"MEMORANDUM ITEMS#Number of counterparties";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:AL";C_33.00.a;010;010;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"ALBANIA (1754)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:AL";C_33.00.a;010;020;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"ALBANIA (1754)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:AL";C_33.00.a;010;030;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"ALBANIA (1754)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:AL";C_33.00.a;010;040;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"ALBANIA (1754)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:AL";C_33.00.a;010;050;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"ALBANIA (1754)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:AL";C_33.00.a;010;060;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"ALBANIA (1754)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:AL";C_33.00.a;010;070;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"ALBANIA (1754)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:AL";C_33.00.a;010;080;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"ALBANIA (1754)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:AL";C_33.00.a;010;100;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"ALBANIA (1754)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:AL";C_33.00.a;010;110;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"ALBANIA (1754)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:AL";C_33.00.a;010;130;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"ALBANIA (1754)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:AL";C_33.00.a;010;140;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"ALBANIA (1754)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:AL";C_33.00.a;010;150;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Accumulated impairment";;;;;;;;;"ALBANIA (1754)";"010";"Total exposures";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:AL";C_33.00.a;010;160;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"ALBANIA (1754)";"010";"Total exposures";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:AL";C_33.00.a;010;170;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"ALBANIA (1754)";"010";"Total exposures";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:AL";C_33.00.a;010;180;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"ALBANIA (1754)";"010";"Total exposures";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:AL";C_33.00.a;010;190;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"ALBANIA (1754)";"010";"Total exposures";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:AL";C_33.00.a;010;200;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"ALBANIA (1754)";"010";"Total exposures";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:AL";C_33.00.a;010;210;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"ALBANIA (1754)";"010";"Total exposures";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:AL";C_33.00.a;010;220;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"ALBANIA (1754)";"010";"Total exposures";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:AL";C_33.00.a;010;230;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"ALBANIA (1754)";"010";"Total exposures";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,BAS=eba_BA:x10,CPS=eba_CT:x1,RCP=eba_GA:AL";C_33.00.a;010;240;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"ALBANIA (1754)";"010";"Total exposures";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:AL";C_33.00.a;010;250;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"ALBANIA (1754)";"010";"Total exposures";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,BAS=eba_BA:x7,CPS=eba_CT:x1,RCP=eba_GA:AL";C_33.00.a;010;260;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"ALBANIA (1754)";"010";"Total exposures";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,BAS=eba_BA:x9,CPS=eba_CT:x1,MCY=eba_MC:x193,RCP=eba_GA:AL";C_33.00.a;010;290;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Exposure value";;;;;;;;;;"ALBANIA (1754)";"010";"Total exposures";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,BAS=eba_BA:x9,CPS=eba_CT:x1,MCY=eba_MC:x193,RCP=eba_GA:AL";C_33.00.a;010;300;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Risk weighted exposure amount";;;;;;;;;;"ALBANIA (1754)";"010";"Total exposures";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:AL";C_33.00.a;020;010;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"ALBANIA (1754)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:AL";C_33.00.a;020;020;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"ALBANIA (1754)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:AL";C_33.00.a;020;030;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"ALBANIA (1754)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:AL";C_33.00.a;020;040;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"ALBANIA (1754)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:AL";C_33.00.a;020;050;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"ALBANIA (1754)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:AL";C_33.00.a;020;060;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"ALBANIA (1754)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:AL";C_33.00.a;020;070;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"ALBANIA (1754)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:AL";C_33.00.a;020;080;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"ALBANIA (1754)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:AL";C_33.00.a;020;090;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"ALBANIA (1754)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:AL";C_33.00.a;020;110;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"ALBANIA (1754)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x45,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:AL";C_33.00.a;020;130;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"ALBANIA (1754)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x45,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:AL";C_33.00.a;020;140;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"ALBANIA (1754)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:AL";C_33.00.a;020;150;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Accumulated impairment";;;;;;;;;"ALBANIA (1754)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:AL";C_33.00.a;020;160;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"ALBANIA (1754)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:AL";C_33.00.a;020;170;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"ALBANIA (1754)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:AL";C_33.00.a;020;180;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"ALBANIA (1754)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:AL";C_33.00.a;020;190;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"ALBANIA (1754)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x45,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:AL";C_33.00.a;020;210;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"ALBANIA (1754)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x45,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:AL";C_33.00.a;020;230;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"ALBANIA (1754)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x45,BAS=eba_BA:x10,CPS=eba_CT:x1,RCP=eba_GA:AL";C_33.00.a;020;240;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"ALBANIA (1754)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x45,BAS=eba_BA:x7,CPS=eba_CT:x1,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:AL";C_33.00.a;020;250;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"ALBANIA (1754)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x45,BAS=eba_BA:x7,CPS=eba_CT:x1,RCP=eba_GA:AL";C_33.00.a;020;260;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"ALBANIA (1754)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x45,BAS=eba_BA:x9,CPS=eba_CT:x1,MCY=eba_MC:x193,RCP=eba_GA:AL";C_33.00.a;020;290;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Exposure value";;;;;;;;;;"ALBANIA (1754)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x45,BAS=eba_BA:x9,CPS=eba_CT:x1,MCY=eba_MC:x193,RCP=eba_GA:AL";C_33.00.a;020;300;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Risk weighted exposure amount";;;;;;;;;;"ALBANIA (1754)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:AL";C_33.00.a;030;010;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"ALBANIA (1754)";"010#015#020#030";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:AL";C_33.00.a;030;020;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"ALBANIA (1754)";"010#015#020#030";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:AL";C_33.00.a;040;190;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"ALBANIA (1754)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:AL";C_33.00.a;050;020;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"ALBANIA (1754)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x323,RCP=eba_GA:AL";C_33.00.a;050;140;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"ALBANIA (1754)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:AL";C_33.00.a;050;150;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated impairment";;;;;;;;;"ALBANIA (1754)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:AL";C_33.00.a;050;160;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"ALBANIA (1754)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:AL";C_33.00.a;050;170;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"ALBANIA (1754)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:AL";C_33.00.a;050;180;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"ALBANIA (1754)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:AL";C_33.00.a;050;190;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"ALBANIA (1754)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x992,RCP=eba_GA:AL";C_33.00.a;050;200;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"ALBANIA (1754)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x42,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x992,RCP=eba_GA:AL";C_33.00.a;050;210;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"ALBANIA (1754)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x991,RCP=eba_GA:AL";C_33.00.a;050;220;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"ALBANIA (1754)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x42,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x991,RCP=eba_GA:AL";C_33.00.a;050;230;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"ALBANIA (1754)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x42,BAS=eba_BA:x10,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:AL";C_33.00.a;050;240;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"ALBANIA (1754)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:AL";C_33.00.a;050;250;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"ALBANIA (1754)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:AL";C_33.00.a;050;260;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"ALBANIA (1754)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x193,RCP=eba_GA:AL";C_33.00.a;050;290;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Exposure value";;;;;;;;;;"ALBANIA (1754)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x193,RCP=eba_GA:AL";C_33.00.a;050;300;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Risk weighted exposure amount";;;;;;;;;;"ALBANIA (1754)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x223,RCP=eba_GA:AL";C_33.00.a;060;010;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"ALBANIA (1754)";"010#015#020#030#060";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Public sector entities";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x223,RCP=eba_GA:AL";C_33.00.a;060;020;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"ALBANIA (1754)";"010#015#020#030#060";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Public sector entities";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x223,RCP=eba_GA:AL";C_33.00.a;060;030;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"ALBANIA (1754)";"010#015#020#030#060";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Public sector entities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x223,RCP=eba_GA:AL";C_33.00.a;060;040;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"ALBANIA (1754)";"010#015#020#030#060";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Public sector entities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x223,RCP=eba_GA:AL";C_33.00.a;060;050;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"ALBANIA (1754)";"010#015#020#030#060";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Public sector entities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x223,RCP=eba_GA:AL";C_33.00.a;060;060;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"ALBANIA (1754)";"010#015#020#030#060";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Public sector entities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x223,RCP=eba_GA:AL";C_33.00.a;060;070;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"ALBANIA (1754)";"010#015#020#030#060";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Public sector entities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x223,RCP=eba_GA:AL";C_33.00.a;075;020;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"ALBANIA (1754)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x223,RCP=eba_GA:AL";C_33.00.a;075;030;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"ALBANIA (1754)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x323,RCP=eba_GA:AL";C_33.00.a;075;140;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"ALBANIA (1754)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:AL";C_33.00.a;075;150;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated impairment";;;;;;;;;"ALBANIA (1754)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:AL";C_33.00.a;075;160;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"ALBANIA (1754)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:AL";C_33.00.a;075;170;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"ALBANIA (1754)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:AL";C_33.00.a;075;180;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"ALBANIA (1754)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x991,RCP=eba_GA:AL";C_33.00.a;075;220;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"ALBANIA (1754)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x193,RCP=eba_GA:AL";C_33.00.a;075;290;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Exposure value";;;;;;;;;;"ALBANIA (1754)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x193,RCP=eba_GA:AL";C_33.00.a;075;300;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Risk weighted exposure amount";;;;;;;;;;"ALBANIA (1754)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:AL";C_33.00.a;080;060;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"ALBANIA (1754)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:AL";C_33.00.a;080;080;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"ALBANIA (1754)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:AL";C_33.00.a;080;090;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"ALBANIA (1754)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:AL";C_33.00.a;080;100;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"ALBANIA (1754)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x1,MCY=eba_MC:x193,RCP=eba_GA:AL";C_33.00.a;080;290;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Exposure value";;;;;;;;;;"ALBANIA (1754)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x1,MCY=eba_MC:x193,RCP=eba_GA:AL";C_33.00.a;080;300;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Risk weighted exposure amount";;;;;;;;;;"ALBANIA (1754)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:AL";C_33.00.a;090;010;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"ALBANIA (1754)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:AL";C_33.00.a;090;020;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"ALBANIA (1754)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:AL";C_33.00.a;090;030;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"ALBANIA (1754)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:AL";C_33.00.a;090;040;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"ALBANIA (1754)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:AL";C_33.00.a;090;140;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"ALBANIA (1754)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:AL";C_33.00.a;090;150;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Accumulated impairment";;;;;;;;;"ALBANIA (1754)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:AL";C_33.00.a;090;190;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"ALBANIA (1754)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:AL";C_33.00.a;090;210;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"ALBANIA (1754)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:AL";C_33.00.a;090;230;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"ALBANIA (1754)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:AL";C_33.00.a;090;240;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"ALBANIA (1754)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:AL";C_33.00.a;090;250;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"ALBANIA (1754)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:AL";C_33.00.a;090;260;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"ALBANIA (1754)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:AL";C_33.00.a;090;290;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Exposure value";;;;;;;;;;"ALBANIA (1754)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:AL";C_33.00.a;090;300;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Risk weighted exposure amount";;;;;;;;;;"ALBANIA (1754)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:AL";C_33.00.a;100;010;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"ALBANIA (1754)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:AL";C_33.00.a;100;020;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"ALBANIA (1754)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:AL";C_33.00.a;100;030;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"ALBANIA (1754)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:AL";C_33.00.a;100;040;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"ALBANIA (1754)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:AL";C_33.00.a;100;050;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"ALBANIA (1754)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:AL";C_33.00.a;100;060;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"ALBANIA (1754)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:AL";C_33.00.a;100;070;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"ALBANIA (1754)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:AL";C_33.00.a;100;080;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"ALBANIA (1754)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:AL";C_33.00.a;100;090;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"ALBANIA (1754)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:AL";C_33.00.a;100;100;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"ALBANIA (1754)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:AL";C_33.00.a;100;110;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"ALBANIA (1754)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:AL";C_33.00.a;100;120;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"ALBANIA (1754)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:AL";C_33.00.a;100;130;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"ALBANIA (1754)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:AL";C_33.00.a;100;140;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"ALBANIA (1754)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:AL";C_33.00.a;100;150;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated impairment";;;;;;;;;"ALBANIA (1754)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:AL";C_33.00.a;100;160;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"ALBANIA (1754)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:AL";C_33.00.a;100;170;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"ALBANIA (1754)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:AL";C_33.00.a;100;180;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"ALBANIA (1754)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:AL";C_33.00.a;100;190;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"ALBANIA (1754)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:AL";C_33.00.a;100;200;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"ALBANIA (1754)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:AL";C_33.00.a;100;210;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"ALBANIA (1754)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:AL";C_33.00.a;110;020;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"ALBANIA (1754)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:AL";C_33.00.a;110;030;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"ALBANIA (1754)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:AL";C_33.00.a;110;060;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"ALBANIA (1754)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x323,RCP=eba_GA:AL";C_33.00.a;110;140;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"ALBANIA (1754)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:AL";C_33.00.a;110;150;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated impairment";;;;;;;;;"ALBANIA (1754)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:AL";C_33.00.a;110;160;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"ALBANIA (1754)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:AL";C_33.00.a;110;170;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"ALBANIA (1754)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:AL";C_33.00.a;110;180;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"ALBANIA (1754)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:AL";C_33.00.a;110;190;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"ALBANIA (1754)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x992,RCP=eba_GA:AL";C_33.00.a;110;200;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"ALBANIA (1754)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x992,RCP=eba_GA:AL";C_33.00.a;110;210;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"ALBANIA (1754)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x991,RCP=eba_GA:AL";C_33.00.a;110;220;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"ALBANIA (1754)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x991,RCP=eba_GA:AL";C_33.00.a;110;230;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"ALBANIA (1754)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:AL";C_33.00.a;110;240;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"ALBANIA (1754)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:AL";C_33.00.a;110;250;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"ALBANIA (1754)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:AL";C_33.00.a;110;260;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"ALBANIA (1754)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x193,RCP=eba_GA:AL";C_33.00.a;110;290;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Exposure value";;;;;;;;;;"ALBANIA (1754)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x193,RCP=eba_GA:AL";C_33.00.a;110;300;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Risk weighted exposure amount";;;;;;;;;;"ALBANIA (1754)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:AL";C_33.00.a;120;010;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"ALBANIA (1754)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:AL";C_33.00.a;120;020;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"ALBANIA (1754)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:AL";C_33.00.a;120;030;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"ALBANIA (1754)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:AL";C_33.00.a;120;040;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"ALBANIA (1754)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:AL";C_33.00.a;120;050;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"ALBANIA (1754)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:AL";C_33.00.a;120;060;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"ALBANIA (1754)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:AL";C_33.00.a;120;070;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"ALBANIA (1754)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:AL";C_33.00.a;120;120;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"ALBANIA (1754)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:AL";C_33.00.a;120;130;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"ALBANIA (1754)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:AL";C_33.00.a;120;140;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"ALBANIA (1754)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:AL";C_33.00.a;120;150;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated impairment";;;;;;;;;"ALBANIA (1754)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:AL";C_33.00.a;120;160;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"ALBANIA (1754)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:AL";C_33.00.a;120;170;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"ALBANIA (1754)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:AL";C_33.00.a;120;180;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"ALBANIA (1754)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:AL";C_33.00.a;120;190;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"ALBANIA (1754)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:AL";C_33.00.a;120;200;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"ALBANIA (1754)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:AL";C_33.00.a;120;210;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"ALBANIA (1754)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:AL";C_33.00.a;120;220;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"ALBANIA (1754)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:AL";C_33.00.a;120;230;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"ALBANIA (1754)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:AL";C_33.00.a;120;240;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"ALBANIA (1754)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x19,EXC=eba_EC:x16,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:AL";C_33.00.a;120;250;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"ALBANIA (1754)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:AL";C_33.00.a;120;260;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"ALBANIA (1754)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:AL";C_33.00.a;140;150;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated impairment";;;;;;;;;"ALBANIA (1754)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:AL";C_33.00.a;140;160;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"ALBANIA (1754)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:AL";C_33.00.a;140;170;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"ALBANIA (1754)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:AL";C_33.00.a;140;180;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"ALBANIA (1754)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:AL";C_33.00.a;140;190;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"ALBANIA (1754)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:AL";C_33.00.a;140;200;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"ALBANIA (1754)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:AL";C_33.00.a;140;210;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"ALBANIA (1754)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:AL";C_33.00.a;140;220;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"ALBANIA (1754)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:AL";C_33.00.a;140;230;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"ALBANIA (1754)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:AL";C_33.00.a;140;240;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"ALBANIA (1754)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x13,EXC=eba_EC:x16,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:AL";C_33.00.a;140;250;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"ALBANIA (1754)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:AL";C_33.00.a;140;260;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"ALBANIA (1754)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:AL";C_33.00.a;140;290;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Exposure value";;;;;;;;;;"ALBANIA (1754)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:AL";C_33.00.a;140;300;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Risk weighted exposure amount";;;;;;;;;;"ALBANIA (1754)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:AL";C_33.00.a;155;010;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"ALBANIA (1754)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:AL";C_33.00.a;155;020;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"ALBANIA (1754)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:AL";C_33.00.a;155;030;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"ALBANIA (1754)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:AL";C_33.00.a;155;040;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"ALBANIA (1754)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:AL";C_33.00.a;155;050;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"ALBANIA (1754)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:AL";C_33.00.a;155;060;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"ALBANIA (1754)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:AL";C_33.00.a;155;070;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"ALBANIA (1754)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:AL";C_33.00.a;155;080;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"ALBANIA (1754)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:AL";C_33.00.a;155;090;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"ALBANIA (1754)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:AL";C_33.00.a;155;100;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"ALBANIA (1754)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:AL";C_33.00.a;155;110;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"ALBANIA (1754)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:AL";C_33.00.a;155;120;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"ALBANIA (1754)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x323,RCP=eba_GA:AL";C_33.00.a;155;130;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"ALBANIA (1754)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x323,RCP=eba_GA:AL";C_33.00.a;155;140;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"ALBANIA (1754)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:AL";C_33.00.a;155;150;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated impairment";;;;;;;;;"ALBANIA (1754)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:AL";C_33.00.a;155;160;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"ALBANIA (1754)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:AL";C_33.00.a;155;170;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"ALBANIA (1754)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:AL";C_33.00.a;155;180;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"ALBANIA (1754)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:AL";C_33.00.a;155;190;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"ALBANIA (1754)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x992,RCP=eba_GA:AL";C_33.00.a;155;200;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"ALBANIA (1754)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x992,RCP=eba_GA:AL";C_33.00.a;155;210;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"ALBANIA (1754)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x991,RCP=eba_GA:AL";C_33.00.a;155;220;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"ALBANIA (1754)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x991,RCP=eba_GA:AL";C_33.00.a;155;230;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"ALBANIA (1754)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:AL";C_33.00.a;155;240;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"ALBANIA (1754)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x203,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:AL";C_33.00.a;155;250;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"ALBANIA (1754)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:AL";C_33.00.a;155;260;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"ALBANIA (1754)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x193,RCP=eba_GA:AL";C_33.00.a;155;290;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Exposure value";;;;;;;;;;"ALBANIA (1754)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x193,RCP=eba_GA:AL";C_33.00.a;155;300;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Risk weighted exposure amount";;;;;;;;;;"ALBANIA (1754)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:AL";C_33.00.a;160;070;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"ALBANIA (1754)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:AL";C_33.00.a;160;080;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"ALBANIA (1754)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:AL";C_33.00.a;160;100;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"ALBANIA (1754)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:AL";C_33.00.a;160;110;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"ALBANIA (1754)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:AL";C_33.00.a;160;120;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"ALBANIA (1754)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x56,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:AL";C_33.00.a;160;130;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"ALBANIA (1754)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x56,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:AL";C_33.00.a;160;140;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"ALBANIA (1754)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:AL";C_33.00.a;160;150;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"Accumulated impairment";;;;;;;;;"ALBANIA (1754)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:AL";C_33.00.a;160;160;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"ALBANIA (1754)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:AL";C_33.00.a;160;170;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"ALBANIA (1754)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:AL";C_33.00.a;160;180;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"ALBANIA (1754)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:AL";C_33.00.a;160;190;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"ALBANIA (1754)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:AL";C_33.00.a;160;200;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"ALBANIA (1754)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x56,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:AL";C_33.00.a;160;210;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"ALBANIA (1754)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:AL,RES=eba_TI:x551";C_33.00.a;220;140;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"ALBANIA (1754)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,BAS=eba_BA:x10,CPS=eba_CT:x1,RCP=eba_GA:AL,RES=eba_TI:x551";C_33.00.a;220;240;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"ALBANIA (1754)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:AL,RES=eba_TI:x551";C_33.00.a;220;250;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"ALBANIA (1754)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:AL,RES=eba_TI:x211";C_33.00.a;230;010;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"ALBANIA (1754)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:AL,RES=eba_TI:x211";C_33.00.a;230;030;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"ALBANIA (1754)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:AL,RES=eba_TI:x211";C_33.00.a;230;060;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"ALBANIA (1754)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:AL,RES=eba_TI:x211";C_33.00.a;230;070;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"ALBANIA (1754)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:AL,RES=eba_TI:x211";C_33.00.a;230;080;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"ALBANIA (1754)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:AL,RES=eba_TI:x211";C_33.00.a;230;090;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"ALBANIA (1754)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:AL,RES=eba_TI:x211";C_33.00.a;230;100;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"ALBANIA (1754)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:AL,RES=eba_TI:x211";C_33.00.a;230;110;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"ALBANIA (1754)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:AL,RES=eba_TI:x211";C_33.00.a;230;130;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"ALBANIA (1754)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:AL,RES=eba_TI:x211";C_33.00.a;230;140;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"ALBANIA (1754)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:AL,RES=eba_TI:x211";C_33.00.a;230;150;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated impairment";;;;;;;;;"ALBANIA (1754)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:AL,RES=eba_TI:x211";C_33.00.a;230;160;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"ALBANIA (1754)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:AL,RES=eba_TI:x211";C_33.00.a;230;170;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"ALBANIA (1754)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:AL,RES=eba_TI:x211";C_33.00.a;230;180;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"ALBANIA (1754)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:AL,RES=eba_TI:x211";C_33.00.a;230;190;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"ALBANIA (1754)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:AL,RES=eba_TI:x211";C_33.00.a;230;200;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"ALBANIA (1754)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:AL,RES=eba_TI:x211";C_33.00.a;230;210;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"ALBANIA (1754)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:AL,RES=eba_TI:x211";C_33.00.a;230;220;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"ALBANIA (1754)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:AL,RES=eba_TI:x211";C_33.00.a;230;230;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"ALBANIA (1754)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,BAS=eba_BA:x10,CPS=eba_CT:x1,RCP=eba_GA:AL,RES=eba_TI:x211";C_33.00.a;230;240;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"ALBANIA (1754)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:AL,RES=eba_TI:x211";C_33.00.a;230;250;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"ALBANIA (1754)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,BAS=eba_BA:x7,CPS=eba_CT:x1,RCP=eba_GA:AL,RES=eba_TI:x211";C_33.00.a;230;260;1754;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"ALBANIA (1754)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:x1";C_33.00.a;010;010;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"All countries (6145)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:x1";C_33.00.a;010;020;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"All countries (6145)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:x1";C_33.00.a;010;030;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"All countries (6145)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:x1";C_33.00.a;010;040;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"All countries (6145)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:x1";C_33.00.a;010;050;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"All countries (6145)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:x1";C_33.00.a;010;060;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"All countries (6145)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:x1";C_33.00.a;010;070;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"All countries (6145)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:x1";C_33.00.a;010;080;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"All countries (6145)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:x1";C_33.00.a;010;090;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"All countries (6145)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:x1";C_33.00.a;010;100;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"All countries (6145)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:x1";C_33.00.a;010;110;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"All countries (6145)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:x1";C_33.00.a;010;120;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"All countries (6145)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:x1";C_33.00.a;010;130;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"All countries (6145)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:x1";C_33.00.a;010;140;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"All countries (6145)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:x1";C_33.00.a;010;150;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Accumulated impairment";;;;;;;;;"All countries (6145)";"010";"Total exposures";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:x1";C_33.00.a;010;160;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"All countries (6145)";"010";"Total exposures";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:x1";C_33.00.a;010;170;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"All countries (6145)";"010";"Total exposures";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:x1";C_33.00.a;010;180;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"All countries (6145)";"010";"Total exposures";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:x1";C_33.00.a;010;190;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"All countries (6145)";"010";"Total exposures";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:x1";C_33.00.a;010;200;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"All countries (6145)";"010";"Total exposures";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:x1";C_33.00.a;010;210;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"All countries (6145)";"010";"Total exposures";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:x1";C_33.00.a;010;220;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"All countries (6145)";"010";"Total exposures";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:x1";C_33.00.a;010;230;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"All countries (6145)";"010";"Total exposures";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,BAS=eba_BA:x10,CPS=eba_CT:x1,RCP=eba_GA:x1";C_33.00.a;010;240;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"All countries (6145)";"010";"Total exposures";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:x1";C_33.00.a;010;250;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"All countries (6145)";"010";"Total exposures";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,BAS=eba_BA:x7,CPS=eba_CT:x1,RCP=eba_GA:x1";C_33.00.a;010;260;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"All countries (6145)";"010";"Total exposures";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,BAS=eba_BA:x9,CPS=eba_CT:x1,MCY=eba_MC:x193,RCP=eba_GA:x1";C_33.00.a;010;290;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Exposure value";;;;;;;;;;"All countries (6145)";"010";"Total exposures";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,BAS=eba_BA:x9,CPS=eba_CT:x1,MCY=eba_MC:x193,RCP=eba_GA:x1";C_33.00.a;010;300;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Risk weighted exposure amount";;;;;;;;;;"All countries (6145)";"010";"Total exposures";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:x1";C_33.00.a;020;010;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"All countries (6145)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:x1";C_33.00.a;020;020;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"All countries (6145)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:x1";C_33.00.a;020;030;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"All countries (6145)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:x1";C_33.00.a;020;040;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"All countries (6145)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:x1";C_33.00.a;020;050;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"All countries (6145)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:x1";C_33.00.a;020;060;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"All countries (6145)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:x1";C_33.00.a;020;070;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"All countries (6145)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:x1";C_33.00.a;020;080;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"All countries (6145)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:x1";C_33.00.a;020;110;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"All countries (6145)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x45,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:x1";C_33.00.a;020;130;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"All countries (6145)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x45,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:x1";C_33.00.a;020;140;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"All countries (6145)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:x1";C_33.00.a;020;150;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Accumulated impairment";;;;;;;;;"All countries (6145)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:x1";C_33.00.a;020;160;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"All countries (6145)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:x1";C_33.00.a;020;170;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"All countries (6145)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:x1";C_33.00.a;020;180;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"All countries (6145)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:x1";C_33.00.a;020;190;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"All countries (6145)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:x1";C_33.00.a;020;200;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"All countries (6145)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x45,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:x1";C_33.00.a;020;210;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"All countries (6145)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x45,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:x1";C_33.00.a;020;220;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"All countries (6145)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x45,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:x1";C_33.00.a;020;230;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"All countries (6145)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x45,BAS=eba_BA:x10,CPS=eba_CT:x1,RCP=eba_GA:x1";C_33.00.a;020;240;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"All countries (6145)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x45,BAS=eba_BA:x7,CPS=eba_CT:x1,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:x1";C_33.00.a;020;250;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"All countries (6145)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x45,BAS=eba_BA:x7,CPS=eba_CT:x1,RCP=eba_GA:x1";C_33.00.a;020;260;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"All countries (6145)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x45,BAS=eba_BA:x9,CPS=eba_CT:x1,MCY=eba_MC:x193,RCP=eba_GA:x1";C_33.00.a;020;290;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Exposure value";;;;;;;;;;"All countries (6145)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x45,BAS=eba_BA:x9,CPS=eba_CT:x1,MCY=eba_MC:x193,RCP=eba_GA:x1";C_33.00.a;020;300;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Risk weighted exposure amount";;;;;;;;;;"All countries (6145)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:x1";C_33.00.a;030;010;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"All countries (6145)";"010#015#020#030";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:x1";C_33.00.a;030;020;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"All countries (6145)";"010#015#020#030";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:x1";C_33.00.a;030;030;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"All countries (6145)";"010#015#020#030";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:x1";C_33.00.a;040;110;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"All countries (6145)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:x1";C_33.00.a;040;140;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"All countries (6145)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:x1";C_33.00.a;040;150;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Accumulated impairment";;;;;;;;;"All countries (6145)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:x1";C_33.00.a;040;160;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"All countries (6145)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:x1";C_33.00.a;040;170;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"All countries (6145)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:x1";C_33.00.a;040;190;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"All countries (6145)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:x1";C_33.00.a;040;250;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"All countries (6145)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:x1";C_33.00.a;040;260;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"All countries (6145)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:x1";C_33.00.a;040;290;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Exposure value";;;;;;;;;;"All countries (6145)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:x1";C_33.00.a;040;300;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Risk weighted exposure amount";;;;;;;;;;"All countries (6145)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:x1";C_33.00.a;050;010;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"All countries (6145)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:x1";C_33.00.a;050;020;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"All countries (6145)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:x1";C_33.00.a;050;030;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"All countries (6145)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:x1";C_33.00.a;050;040;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"All countries (6145)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:x1";C_33.00.a;050;050;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"All countries (6145)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:x1";C_33.00.a;050;060;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"All countries (6145)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:x1";C_33.00.a;050;070;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"All countries (6145)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:x1";C_33.00.a;050;080;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"All countries (6145)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:x1";C_33.00.a;050;090;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"All countries (6145)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:x1";C_33.00.a;050;100;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"All countries (6145)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:x1";C_33.00.a;050;110;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"All countries (6145)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:x1";C_33.00.a;050;120;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"All countries (6145)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x323,RCP=eba_GA:x1";C_33.00.a;050;130;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"All countries (6145)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x323,RCP=eba_GA:x1";C_33.00.a;050;140;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"All countries (6145)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:x1";C_33.00.a;050;150;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated impairment";;;;;;;;;"All countries (6145)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:x1";C_33.00.a;050;160;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"All countries (6145)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:x1";C_33.00.a;050;170;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"All countries (6145)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:x1";C_33.00.a;050;180;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"All countries (6145)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:x1";C_33.00.a;050;190;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"All countries (6145)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x992,RCP=eba_GA:x1";C_33.00.a;050;200;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"All countries (6145)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x42,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x992,RCP=eba_GA:x1";C_33.00.a;050;210;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"All countries (6145)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x991,RCP=eba_GA:x1";C_33.00.a;050;220;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"All countries (6145)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x42,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x991,RCP=eba_GA:x1";C_33.00.a;050;230;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"All countries (6145)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x42,BAS=eba_BA:x10,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:x1";C_33.00.a;050;240;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"All countries (6145)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:x1";C_33.00.a;050;250;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"All countries (6145)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:x1";C_33.00.a;050;260;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"All countries (6145)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x193,RCP=eba_GA:x1";C_33.00.a;050;290;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Exposure value";;;;;;;;;;"All countries (6145)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x193,RCP=eba_GA:x1";C_33.00.a;050;300;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Risk weighted exposure amount";;;;;;;;;;"All countries (6145)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x223,RCP=eba_GA:x1";C_33.00.a;060;010;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"All countries (6145)";"010#015#020#030#060";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Public sector entities";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x223,RCP=eba_GA:x1";C_33.00.a;060;020;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"All countries (6145)";"010#015#020#030#060";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Public sector entities";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x223,RCP=eba_GA:x1";C_33.00.a;060;030;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"All countries (6145)";"010#015#020#030#060";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Public sector entities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x223,RCP=eba_GA:x1";C_33.00.a;060;040;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"All countries (6145)";"010#015#020#030#060";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Public sector entities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x223,RCP=eba_GA:x1";C_33.00.a;060;050;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"All countries (6145)";"010#015#020#030#060";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Public sector entities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x223,RCP=eba_GA:x1";C_33.00.a;060;060;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"All countries (6145)";"010#015#020#030#060";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Public sector entities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x193,RCP=eba_GA:x1";C_33.00.a;060;290;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities";"Exposure value";;;;;;;;;;"All countries (6145)";"010#015#020#030#060";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Public sector entities";"Exposure value";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x13,EXC=eba_EC:x20,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:x1";C_33.00.a;070;250;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"All countries (6145)";"010#015#020#030#070";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#International Organisations";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x13,EXC=eba_EC:x20,RCP=eba_GA:x1";C_33.00.a;070;260;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"All countries (6145)";"010#015#020#030#070";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#International Organisations";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x193,RCP=eba_GA:x1";C_33.00.a;070;290;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations";"Exposure value";;;;;;;;;;"All countries (6145)";"010#015#020#030#070";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#International Organisations";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x193,RCP=eba_GA:x1";C_33.00.a;070;300;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations";"Risk weighted exposure amount";;;;;;;;;;"All countries (6145)";"010#015#020#030#070";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#International Organisations";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x223,RCP=eba_GA:x1";C_33.00.a;075;010;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"All countries (6145)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x223,RCP=eba_GA:x1";C_33.00.a;075;020;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"All countries (6145)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x223,RCP=eba_GA:x1";C_33.00.a;075;030;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"All countries (6145)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x223,RCP=eba_GA:x1";C_33.00.a;075;040;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"All countries (6145)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x223,RCP=eba_GA:x1";C_33.00.a;075;050;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"All countries (6145)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x223,RCP=eba_GA:x1";C_33.00.a;075;060;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"All countries (6145)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x223,RCP=eba_GA:x1";C_33.00.a;075;070;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"All countries (6145)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x223,RCP=eba_GA:x1";C_33.00.a;075;080;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"All countries (6145)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x223,RCP=eba_GA:x1";C_33.00.a;075;090;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"All countries (6145)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x223,RCP=eba_GA:x1";C_33.00.a;075;100;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"All countries (6145)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x223,RCP=eba_GA:x1";C_33.00.a;075;110;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"All countries (6145)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x223,RCP=eba_GA:x1";C_33.00.a;075;120;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"All countries (6145)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x323,RCP=eba_GA:x1";C_33.00.a;075;130;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"All countries (6145)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x323,RCP=eba_GA:x1";C_33.00.a;075;140;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"All countries (6145)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:x1";C_33.00.a;075;150;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated impairment";;;;;;;;;"All countries (6145)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:x1";C_33.00.a;075;160;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"All countries (6145)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:x1";C_33.00.a;075;170;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"All countries (6145)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:x1";C_33.00.a;075;180;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"All countries (6145)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:x1";C_33.00.a;075;190;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"All countries (6145)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x992,RCP=eba_GA:x1";C_33.00.a;075;200;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"All countries (6145)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x42,BAS=eba_BA:x17,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x992,RCP=eba_GA:x1";C_33.00.a;075;210;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"All countries (6145)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x991,RCP=eba_GA:x1";C_33.00.a;075;220;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"All countries (6145)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x42,BAS=eba_BA:x17,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x991,RCP=eba_GA:x1";C_33.00.a;075;230;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"All countries (6145)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x42,BAS=eba_BA:x10,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:x1";C_33.00.a;075;240;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"All countries (6145)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x202,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:x1";C_33.00.a;075;250;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"All countries (6145)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:x1";C_33.00.a;075;260;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"All countries (6145)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x193,RCP=eba_GA:x1";C_33.00.a;075;290;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Exposure value";;;;;;;;;;"All countries (6145)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x193,RCP=eba_GA:x1";C_33.00.a;075;300;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Risk weighted exposure amount";;;;;;;;;;"All countries (6145)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:x1";C_33.00.a;080;010;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"All countries (6145)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:x1";C_33.00.a;080;020;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"All countries (6145)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:x1";C_33.00.a;080;030;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"All countries (6145)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:x1";C_33.00.a;080;040;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"All countries (6145)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:x1";C_33.00.a;080;050;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"All countries (6145)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:x1";C_33.00.a;080;060;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"All countries (6145)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:x1";C_33.00.a;080;070;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"All countries (6145)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:x1";C_33.00.a;080;080;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"All countries (6145)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:x1";C_33.00.a;080;090;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"All countries (6145)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:x1";C_33.00.a;080;100;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"All countries (6145)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:x1";C_33.00.a;080;110;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"All countries (6145)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:x1";C_33.00.a;080;140;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"All countries (6145)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:x1";C_33.00.a;080;150;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"Accumulated impairment";;;;;;;;;"All countries (6145)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:x1";C_33.00.a;080;160;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"All countries (6145)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:x1";C_33.00.a;080;170;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"All countries (6145)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:x1";C_33.00.a;080;180;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"All countries (6145)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x1,RCP=eba_GA:x1";C_33.00.a;080;240;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"All countries (6145)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:x1";C_33.00.a;080;250;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"All countries (6145)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,RCP=eba_GA:x1";C_33.00.a;080;260;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"All countries (6145)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x1,MCY=eba_MC:x193,RCP=eba_GA:x1";C_33.00.a;080;290;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Exposure value";;;;;;;;;;"All countries (6145)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x1,MCY=eba_MC:x193,RCP=eba_GA:x1";C_33.00.a;080;300;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Risk weighted exposure amount";;;;;;;;;;"All countries (6145)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:x1";C_33.00.a;090;010;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"All countries (6145)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:x1";C_33.00.a;090;020;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"All countries (6145)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:x1";C_33.00.a;090;030;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"All countries (6145)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:x1";C_33.00.a;090;040;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"All countries (6145)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:x1";C_33.00.a;090;130;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"All countries (6145)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:x1";C_33.00.a;090;140;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"All countries (6145)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:x1";C_33.00.a;090;150;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Accumulated impairment";;;;;;;;;"All countries (6145)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:x1";C_33.00.a;090;170;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"All countries (6145)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:x1";C_33.00.a;090;180;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"All countries (6145)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:x1";C_33.00.a;090;190;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"All countries (6145)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:x1";C_33.00.a;090;200;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"All countries (6145)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:x1";C_33.00.a;090;210;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"All countries (6145)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:x1";C_33.00.a;090;220;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"All countries (6145)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:x1";C_33.00.a;090;230;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"All countries (6145)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:x1";C_33.00.a;090;240;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"All countries (6145)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:x1";C_33.00.a;090;250;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"All countries (6145)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:x1";C_33.00.a;090;260;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"All countries (6145)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:x1";C_33.00.a;090;290;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Exposure value";;;;;;;;;;"All countries (6145)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:x1";C_33.00.a;090;300;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Risk weighted exposure amount";;;;;;;;;;"All countries (6145)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:x1";C_33.00.a;100;010;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"All countries (6145)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:x1";C_33.00.a;100;020;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"All countries (6145)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:x1";C_33.00.a;100;030;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"All countries (6145)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:x1";C_33.00.a;100;040;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"All countries (6145)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:x1";C_33.00.a;100;050;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"All countries (6145)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:x1";C_33.00.a;100;060;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"All countries (6145)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:x1";C_33.00.a;100;070;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"All countries (6145)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:x1";C_33.00.a;100;080;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"All countries (6145)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:x1";C_33.00.a;100;090;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"All countries (6145)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:x1";C_33.00.a;100;100;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"All countries (6145)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:x1";C_33.00.a;100;110;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"All countries (6145)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:x1";C_33.00.a;100;120;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"All countries (6145)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:x1";C_33.00.a;100;130;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"All countries (6145)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:x1";C_33.00.a;100;140;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"All countries (6145)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:x1";C_33.00.a;100;150;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated impairment";;;;;;;;;"All countries (6145)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:x1";C_33.00.a;100;160;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"All countries (6145)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:x1";C_33.00.a;100;170;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"All countries (6145)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:x1";C_33.00.a;100;180;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"All countries (6145)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:x1";C_33.00.a;100;190;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"All countries (6145)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:x1";C_33.00.a;100;200;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"All countries (6145)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:x1";C_33.00.a;100;210;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"All countries (6145)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:x1";C_33.00.a;100;230;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"All countries (6145)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x16,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:x1";C_33.00.a;100;250;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"All countries (6145)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:x1";C_33.00.a;100;260;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"All countries (6145)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:x1";C_33.00.a;100;290;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Exposure value";;;;;;;;;;"All countries (6145)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:x1";C_33.00.a;100;300;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Risk weighted exposure amount";;;;;;;;;;"All countries (6145)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:x1";C_33.00.a;110;020;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"All countries (6145)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:x1";C_33.00.a;110;030;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"All countries (6145)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:x1";C_33.00.a;110;040;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"All countries (6145)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:x1";C_33.00.a;110;050;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"All countries (6145)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:x1";C_33.00.a;110;060;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"All countries (6145)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:x1";C_33.00.a;110;080;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"All countries (6145)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:x1";C_33.00.a;110;090;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"All countries (6145)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:x1";C_33.00.a;110;100;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"All countries (6145)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:x1";C_33.00.a;110;120;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"All countries (6145)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x323,RCP=eba_GA:x1";C_33.00.a;110;130;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"All countries (6145)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x323,RCP=eba_GA:x1";C_33.00.a;110;140;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"All countries (6145)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:x1";C_33.00.a;110;150;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated impairment";;;;;;;;;"All countries (6145)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:x1";C_33.00.a;110;160;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"All countries (6145)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:x1";C_33.00.a;110;170;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"All countries (6145)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:x1";C_33.00.a;110;180;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"All countries (6145)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:x1";C_33.00.a;110;190;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"All countries (6145)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x992,RCP=eba_GA:x1";C_33.00.a;110;200;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"All countries (6145)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x992,RCP=eba_GA:x1";C_33.00.a;110;210;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"All countries (6145)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x991,RCP=eba_GA:x1";C_33.00.a;110;220;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"All countries (6145)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x991,RCP=eba_GA:x1";C_33.00.a;110;230;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"All countries (6145)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:x1";C_33.00.a;110;240;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"All countries (6145)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:x1";C_33.00.a;110;250;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"All countries (6145)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:x1";C_33.00.a;110;260;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"All countries (6145)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x193,RCP=eba_GA:x1";C_33.00.a;110;290;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Exposure value";;;;;;;;;;"All countries (6145)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x193,RCP=eba_GA:x1";C_33.00.a;110;300;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Risk weighted exposure amount";;;;;;;;;;"All countries (6145)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:x1";C_33.00.a;120;010;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"All countries (6145)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:x1";C_33.00.a;120;020;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"All countries (6145)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:x1";C_33.00.a;120;030;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"All countries (6145)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:x1";C_33.00.a;120;040;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"All countries (6145)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:x1";C_33.00.a;120;050;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"All countries (6145)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:x1";C_33.00.a;120;060;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"All countries (6145)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:x1";C_33.00.a;120;070;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"All countries (6145)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:x1";C_33.00.a;120;080;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"All countries (6145)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:x1";C_33.00.a;120;090;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"All countries (6145)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:x1";C_33.00.a;120;100;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"All countries (6145)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:x1";C_33.00.a;120;110;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"All countries (6145)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:x1";C_33.00.a;120;120;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"All countries (6145)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:x1";C_33.00.a;120;130;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"All countries (6145)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:x1";C_33.00.a;120;140;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"All countries (6145)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:x1";C_33.00.a;120;150;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated impairment";;;;;;;;;"All countries (6145)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:x1";C_33.00.a;120;160;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"All countries (6145)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:x1";C_33.00.a;120;170;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"All countries (6145)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:x1";C_33.00.a;120;180;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"All countries (6145)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:x1";C_33.00.a;120;190;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"All countries (6145)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:x1";C_33.00.a;120;200;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"All countries (6145)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:x1";C_33.00.a;120;210;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"All countries (6145)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:x1";C_33.00.a;120;220;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"All countries (6145)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:x1";C_33.00.a;120;230;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"All countries (6145)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:x1";C_33.00.a;120;240;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"All countries (6145)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x19,EXC=eba_EC:x16,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:x1";C_33.00.a;120;250;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"All countries (6145)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:x1";C_33.00.a;120;290;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Exposure value";;;;;;;;;;"All countries (6145)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Exposure value";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:x1";C_33.00.a;140;140;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"All countries (6145)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:x1";C_33.00.a;140;150;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated impairment";;;;;;;;;"All countries (6145)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:x1";C_33.00.a;140;160;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"All countries (6145)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:x1";C_33.00.a;140;170;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"All countries (6145)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:x1";C_33.00.a;140;180;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"All countries (6145)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:x1";C_33.00.a;140;190;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"All countries (6145)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:x1";C_33.00.a;140;200;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"All countries (6145)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:x1";C_33.00.a;140;210;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"All countries (6145)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:x1";C_33.00.a;140;220;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"All countries (6145)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:x1";C_33.00.a;140;230;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"All countries (6145)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:x1";C_33.00.a;140;240;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"All countries (6145)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x13,EXC=eba_EC:x16,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:x1";C_33.00.a;140;250;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"All countries (6145)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:x1";C_33.00.a;140;260;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"All countries (6145)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:x1";C_33.00.a;140;290;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Exposure value";;;;;;;;;;"All countries (6145)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:x1";C_33.00.a;140;300;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Risk weighted exposure amount";;;;;;;;;;"All countries (6145)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:x1";C_33.00.a;155;010;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"All countries (6145)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:x1";C_33.00.a;155;020;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"All countries (6145)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:x1";C_33.00.a;155;030;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"All countries (6145)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:x1";C_33.00.a;155;040;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"All countries (6145)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:x1";C_33.00.a;155;050;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"All countries (6145)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:x1";C_33.00.a;155;060;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"All countries (6145)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:x1";C_33.00.a;155;070;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"All countries (6145)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:x1";C_33.00.a;155;080;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"All countries (6145)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:x1";C_33.00.a;155;090;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"All countries (6145)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:x1";C_33.00.a;155;100;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"All countries (6145)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:x1";C_33.00.a;155;110;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"All countries (6145)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:x1";C_33.00.a;155;120;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"All countries (6145)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x323,RCP=eba_GA:x1";C_33.00.a;155;130;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"All countries (6145)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x323,RCP=eba_GA:x1";C_33.00.a;155;140;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"All countries (6145)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:x1";C_33.00.a;155;150;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated impairment";;;;;;;;;"All countries (6145)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:x1";C_33.00.a;155;160;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"All countries (6145)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:x1";C_33.00.a;155;170;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"All countries (6145)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:x1";C_33.00.a;155;180;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"All countries (6145)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:x1";C_33.00.a;155;190;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"All countries (6145)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x992,RCP=eba_GA:x1";C_33.00.a;155;200;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"All countries (6145)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x992,RCP=eba_GA:x1";C_33.00.a;155;210;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"All countries (6145)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x991,RCP=eba_GA:x1";C_33.00.a;155;220;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"All countries (6145)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x991,RCP=eba_GA:x1";C_33.00.a;155;230;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"All countries (6145)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:x1";C_33.00.a;155;240;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"All countries (6145)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x203,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:x1";C_33.00.a;155;250;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"All countries (6145)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:x1";C_33.00.a;155;260;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"All countries (6145)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x193,RCP=eba_GA:x1";C_33.00.a;155;290;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Exposure value";;;;;;;;;;"All countries (6145)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x193,RCP=eba_GA:x1";C_33.00.a;155;300;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Risk weighted exposure amount";;;;;;;;;;"All countries (6145)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:x1";C_33.00.a;160;010;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"All countries (6145)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:x1";C_33.00.a;160;020;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"All countries (6145)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:x1";C_33.00.a;160;040;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"All countries (6145)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:x1";C_33.00.a;160;080;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"All countries (6145)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:x1";C_33.00.a;160;100;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"All countries (6145)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:x1";C_33.00.a;160;110;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"All countries (6145)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:x1";C_33.00.a;160;120;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"All countries (6145)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x56,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:x1";C_33.00.a;160;130;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"All countries (6145)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x56,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:x1";C_33.00.a;160;140;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"All countries (6145)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:x1";C_33.00.a;160;150;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"Accumulated impairment";;;;;;;;;"All countries (6145)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:x1";C_33.00.a;160;160;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"All countries (6145)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:x1";C_33.00.a;160;170;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"All countries (6145)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:x1";C_33.00.a;160;180;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"All countries (6145)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:x1";C_33.00.a;160;190;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"All countries (6145)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:x1";C_33.00.a;160;200;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"All countries (6145)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:x1,RES=eba_TI:x551";C_33.00.a;220;110;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"All countries (6145)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:x1,RES=eba_TI:x551";C_33.00.a;220;180;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"All countries (6145)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:x1,RES=eba_TI:x551";C_33.00.a;220;210;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"All countries (6145)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:x1,RES=eba_TI:x551";C_33.00.a;220;230;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"All countries (6145)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,BAS=eba_BA:x10,CPS=eba_CT:x1,RCP=eba_GA:x1,RES=eba_TI:x551";C_33.00.a;220;240;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"All countries (6145)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:x1,RES=eba_TI:x551";C_33.00.a;220;250;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"All countries (6145)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,BAS=eba_BA:x7,CPS=eba_CT:x1,RCP=eba_GA:x1,RES=eba_TI:x551";C_33.00.a;220;260;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"All countries (6145)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:x1,RES=eba_TI:x211";C_33.00.a;230;010;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"All countries (6145)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:x1,RES=eba_TI:x211";C_33.00.a;230;020;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"All countries (6145)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:x1,RES=eba_TI:x211";C_33.00.a;230;030;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"All countries (6145)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:x1,RES=eba_TI:x211";C_33.00.a;230;040;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"All countries (6145)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:x1,RES=eba_TI:x211";C_33.00.a;230;050;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"All countries (6145)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:x1,RES=eba_TI:x211";C_33.00.a;230;060;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"All countries (6145)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:x1,RES=eba_TI:x211";C_33.00.a;230;070;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"All countries (6145)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:x1,RES=eba_TI:x211";C_33.00.a;230;080;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"All countries (6145)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:x1,RES=eba_TI:x211";C_33.00.a;230;100;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"All countries (6145)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:x1,RES=eba_TI:x211";C_33.00.a;230;110;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"All countries (6145)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:x1,RES=eba_TI:x211";C_33.00.a;230;130;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"All countries (6145)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:x1,RES=eba_TI:x211";C_33.00.a;230;140;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"All countries (6145)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:x1,RES=eba_TI:x211";C_33.00.a;230;150;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated impairment";;;;;;;;;"All countries (6145)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:x1,RES=eba_TI:x211";C_33.00.a;230;160;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"All countries (6145)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:x1,RES=eba_TI:x211";C_33.00.a;230;170;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"All countries (6145)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:x1,RES=eba_TI:x211";C_33.00.a;230;180;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"All countries (6145)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:x1,RES=eba_TI:x211";C_33.00.a;230;190;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"All countries (6145)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:x1,RES=eba_TI:x211";C_33.00.a;230;200;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"All countries (6145)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:x1,RES=eba_TI:x211";C_33.00.a;230;210;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"All countries (6145)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:x1,RES=eba_TI:x211";C_33.00.a;230;220;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"All countries (6145)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:x1,RES=eba_TI:x211";C_33.00.a;230;230;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"All countries (6145)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,BAS=eba_BA:x10,CPS=eba_CT:x1,RCP=eba_GA:x1,RES=eba_TI:x211";C_33.00.a;230;240;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"All countries (6145)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:x1,RES=eba_TI:x211";C_33.00.a;230;250;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"All countries (6145)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,BAS=eba_BA:x7,CPS=eba_CT:x1,RCP=eba_GA:x1,RES=eba_TI:x211";C_33.00.a;230;260;6145;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"All countries (6145)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:AT";C_33.00.a;010;010;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"AUSTRIA (1755)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:AT";C_33.00.a;010;020;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"AUSTRIA (1755)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:AT";C_33.00.a;010;030;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"AUSTRIA (1755)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:AT";C_33.00.a;010;040;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"AUSTRIA (1755)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:AT";C_33.00.a;010;050;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"AUSTRIA (1755)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:AT";C_33.00.a;010;060;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"AUSTRIA (1755)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:AT";C_33.00.a;010;070;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"AUSTRIA (1755)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:AT";C_33.00.a;010;110;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"AUSTRIA (1755)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:AT";C_33.00.a;010;130;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"AUSTRIA (1755)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:AT";C_33.00.a;010;140;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"AUSTRIA (1755)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:AT";C_33.00.a;010;150;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Accumulated impairment";;;;;;;;;"AUSTRIA (1755)";"010";"Total exposures";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:AT";C_33.00.a;010;160;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"AUSTRIA (1755)";"010";"Total exposures";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:AT";C_33.00.a;010;170;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"AUSTRIA (1755)";"010";"Total exposures";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:AT";C_33.00.a;010;200;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"AUSTRIA (1755)";"010";"Total exposures";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:AT";C_33.00.a;010;210;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"AUSTRIA (1755)";"010";"Total exposures";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:AT";C_33.00.a;010;220;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"AUSTRIA (1755)";"010";"Total exposures";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:AT";C_33.00.a;010;230;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"AUSTRIA (1755)";"010";"Total exposures";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,BAS=eba_BA:x10,CPS=eba_CT:x1,RCP=eba_GA:AT";C_33.00.a;010;240;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"AUSTRIA (1755)";"010";"Total exposures";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:AT";C_33.00.a;010;250;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"AUSTRIA (1755)";"010";"Total exposures";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,BAS=eba_BA:x7,CPS=eba_CT:x1,RCP=eba_GA:AT";C_33.00.a;010;260;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"AUSTRIA (1755)";"010";"Total exposures";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,BAS=eba_BA:x9,CPS=eba_CT:x1,MCY=eba_MC:x193,RCP=eba_GA:AT";C_33.00.a;010;290;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Exposure value";;;;;;;;;;"AUSTRIA (1755)";"010";"Total exposures";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,BAS=eba_BA:x9,CPS=eba_CT:x1,MCY=eba_MC:x193,RCP=eba_GA:AT";C_33.00.a;010;300;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Risk weighted exposure amount";;;;;;;;;;"AUSTRIA (1755)";"010";"Total exposures";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:AT";C_33.00.a;020;010;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"AUSTRIA (1755)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:AT";C_33.00.a;020;020;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"AUSTRIA (1755)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:AT";C_33.00.a;020;030;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"AUSTRIA (1755)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:AT";C_33.00.a;020;040;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"AUSTRIA (1755)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:AT";C_33.00.a;020;050;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"AUSTRIA (1755)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:AT";C_33.00.a;020;060;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"AUSTRIA (1755)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:AT";C_33.00.a;020;110;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"AUSTRIA (1755)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:AT";C_33.00.a;020;120;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"AUSTRIA (1755)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x45,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:AT";C_33.00.a;020;130;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"AUSTRIA (1755)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x45,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:AT";C_33.00.a;020;140;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"AUSTRIA (1755)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:AT";C_33.00.a;020;150;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Accumulated impairment";;;;;;;;;"AUSTRIA (1755)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:AT";C_33.00.a;020;160;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"AUSTRIA (1755)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:AT";C_33.00.a;020;170;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"AUSTRIA (1755)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:AT";C_33.00.a;020;180;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"AUSTRIA (1755)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:AT";C_33.00.a;020;190;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"AUSTRIA (1755)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:AT";C_33.00.a;020;200;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"AUSTRIA (1755)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x45,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:AT";C_33.00.a;020;210;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"AUSTRIA (1755)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x45,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:AT";C_33.00.a;020;220;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"AUSTRIA (1755)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x45,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:AT";C_33.00.a;020;230;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"AUSTRIA (1755)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x45,BAS=eba_BA:x10,CPS=eba_CT:x1,RCP=eba_GA:AT";C_33.00.a;020;240;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"AUSTRIA (1755)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x45,BAS=eba_BA:x7,CPS=eba_CT:x1,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:AT";C_33.00.a;020;250;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"AUSTRIA (1755)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x45,BAS=eba_BA:x7,CPS=eba_CT:x1,RCP=eba_GA:AT";C_33.00.a;020;260;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"AUSTRIA (1755)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x45,BAS=eba_BA:x9,CPS=eba_CT:x1,MCY=eba_MC:x193,RCP=eba_GA:AT";C_33.00.a;020;290;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Exposure value";;;;;;;;;;"AUSTRIA (1755)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Exposure value";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:AT";C_33.00.a;030;190;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Standardised Approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"AUSTRIA (1755)";"010#015#020#030";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:AT";C_33.00.a;040;140;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"AUSTRIA (1755)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x323,RCP=eba_GA:AT";C_33.00.a;050;130;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"AUSTRIA (1755)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x323,RCP=eba_GA:AT";C_33.00.a;050;140;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"AUSTRIA (1755)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:AT";C_33.00.a;050;150;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated impairment";;;;;;;;;"AUSTRIA (1755)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:AT";C_33.00.a;050;160;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"AUSTRIA (1755)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:AT";C_33.00.a;050;170;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"AUSTRIA (1755)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:AT";C_33.00.a;050;180;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"AUSTRIA (1755)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:AT";C_33.00.a;050;190;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"AUSTRIA (1755)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x992,RCP=eba_GA:AT";C_33.00.a;050;200;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"AUSTRIA (1755)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x42,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x992,RCP=eba_GA:AT";C_33.00.a;050;210;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"AUSTRIA (1755)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x991,RCP=eba_GA:AT";C_33.00.a;050;220;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"AUSTRIA (1755)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x42,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x991,RCP=eba_GA:AT";C_33.00.a;050;230;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"AUSTRIA (1755)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x42,BAS=eba_BA:x10,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:AT";C_33.00.a;050;240;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"AUSTRIA (1755)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:AT";C_33.00.a;050;250;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"AUSTRIA (1755)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:AT";C_33.00.a;050;260;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"AUSTRIA (1755)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x193,RCP=eba_GA:AT";C_33.00.a;050;290;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Exposure value";;;;;;;;;;"AUSTRIA (1755)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x193,RCP=eba_GA:AT";C_33.00.a;050;300;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Risk weighted exposure amount";;;;;;;;;;"AUSTRIA (1755)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x223,RCP=eba_GA:AT";C_33.00.a;060;010;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"AUSTRIA (1755)";"010#015#020#030#060";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Public sector entities";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x223,RCP=eba_GA:AT";C_33.00.a;060;020;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"AUSTRIA (1755)";"010#015#020#030#060";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Public sector entities";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x223,RCP=eba_GA:AT";C_33.00.a;060;030;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"AUSTRIA (1755)";"010#015#020#030#060";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Public sector entities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x223,RCP=eba_GA:AT";C_33.00.a;060;040;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"AUSTRIA (1755)";"010#015#020#030#060";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Public sector entities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x323,RCP=eba_GA:AT";C_33.00.a;075;140;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"AUSTRIA (1755)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:AT";C_33.00.a;075;150;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated impairment";;;;;;;;;"AUSTRIA (1755)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:AT";C_33.00.a;075;160;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"AUSTRIA (1755)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:AT";C_33.00.a;075;260;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"AUSTRIA (1755)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x193,RCP=eba_GA:AT";C_33.00.a;075;290;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Exposure value";;;;;;;;;;"AUSTRIA (1755)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x193,RCP=eba_GA:AT";C_33.00.a;075;300;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Risk weighted exposure amount";;;;;;;;;;"AUSTRIA (1755)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:AT";C_33.00.a;080;010;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"AUSTRIA (1755)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:AT";C_33.00.a;080;020;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"AUSTRIA (1755)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:AT";C_33.00.a;080;030;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"AUSTRIA (1755)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:AT";C_33.00.a;080;050;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"AUSTRIA (1755)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:AT";C_33.00.a;080;060;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"AUSTRIA (1755)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:AT";C_33.00.a;080;070;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"AUSTRIA (1755)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:AT";C_33.00.a;080;080;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"AUSTRIA (1755)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:AT";C_33.00.a;080;090;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"AUSTRIA (1755)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:AT";C_33.00.a;080;150;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"Accumulated impairment";;;;;;;;;"AUSTRIA (1755)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:AT";C_33.00.a;080;160;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"AUSTRIA (1755)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:AT";C_33.00.a;080;180;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"AUSTRIA (1755)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:AT";C_33.00.a;080;190;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"AUSTRIA (1755)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:AT";C_33.00.a;080;230;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"AUSTRIA (1755)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x1,RCP=eba_GA:AT";C_33.00.a;080;240;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"AUSTRIA (1755)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,RCP=eba_GA:AT";C_33.00.a;080;260;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"AUSTRIA (1755)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x1,MCY=eba_MC:x193,RCP=eba_GA:AT";C_33.00.a;080;290;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Exposure value";;;;;;;;;;"AUSTRIA (1755)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x1,MCY=eba_MC:x193,RCP=eba_GA:AT";C_33.00.a;080;300;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Risk weighted exposure amount";;;;;;;;;;"AUSTRIA (1755)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:AT";C_33.00.a;090;010;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"AUSTRIA (1755)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:AT";C_33.00.a;090;020;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"AUSTRIA (1755)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:AT";C_33.00.a;090;030;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"AUSTRIA (1755)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:AT";C_33.00.a;090;150;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Accumulated impairment";;;;;;;;;"AUSTRIA (1755)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:AT";C_33.00.a;090;180;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"AUSTRIA (1755)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:AT";C_33.00.a;090;190;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"AUSTRIA (1755)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:AT";C_33.00.a;090;210;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"AUSTRIA (1755)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:AT";C_33.00.a;090;220;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"AUSTRIA (1755)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:AT";C_33.00.a;090;230;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"AUSTRIA (1755)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:AT";C_33.00.a;090;240;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"AUSTRIA (1755)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:AT";C_33.00.a;090;250;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"AUSTRIA (1755)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:AT";C_33.00.a;090;260;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"AUSTRIA (1755)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:AT";C_33.00.a;090;290;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Exposure value";;;;;;;;;;"AUSTRIA (1755)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:AT";C_33.00.a;090;300;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Risk weighted exposure amount";;;;;;;;;;"AUSTRIA (1755)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:AT";C_33.00.a;100;010;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"AUSTRIA (1755)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:AT";C_33.00.a;100;020;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"AUSTRIA (1755)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:AT";C_33.00.a;100;030;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"AUSTRIA (1755)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:AT";C_33.00.a;100;040;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"AUSTRIA (1755)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:AT";C_33.00.a;100;050;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"AUSTRIA (1755)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:AT";C_33.00.a;100;060;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"AUSTRIA (1755)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:AT";C_33.00.a;100;070;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"AUSTRIA (1755)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:AT";C_33.00.a;100;080;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"AUSTRIA (1755)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:AT";C_33.00.a;100;090;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"AUSTRIA (1755)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:AT";C_33.00.a;100;100;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"AUSTRIA (1755)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:AT";C_33.00.a;100;110;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"AUSTRIA (1755)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:AT";C_33.00.a;100;120;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"AUSTRIA (1755)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:AT";C_33.00.a;100;130;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"AUSTRIA (1755)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:AT";C_33.00.a;100;140;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"AUSTRIA (1755)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:AT";C_33.00.a;100;150;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated impairment";;;;;;;;;"AUSTRIA (1755)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:AT";C_33.00.a;100;160;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"AUSTRIA (1755)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:AT";C_33.00.a;100;170;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"AUSTRIA (1755)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:AT";C_33.00.a;100;180;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"AUSTRIA (1755)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:AT";C_33.00.a;100;190;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"AUSTRIA (1755)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:AT";C_33.00.a;100;200;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"AUSTRIA (1755)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:AT";C_33.00.a;100;210;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"AUSTRIA (1755)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:AT";C_33.00.a;100;220;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"AUSTRIA (1755)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:AT";C_33.00.a;100;230;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"AUSTRIA (1755)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:AT";C_33.00.a;100;240;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"AUSTRIA (1755)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x16,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:AT";C_33.00.a;100;250;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"AUSTRIA (1755)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:AT";C_33.00.a;100;260;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"AUSTRIA (1755)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:AT";C_33.00.a;100;290;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Exposure value";;;;;;;;;;"AUSTRIA (1755)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:AT";C_33.00.a;100;300;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Risk weighted exposure amount";;;;;;;;;;"AUSTRIA (1755)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:AT";C_33.00.a;110;010;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"AUSTRIA (1755)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:AT";C_33.00.a;110;020;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"AUSTRIA (1755)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:AT";C_33.00.a;110;030;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"AUSTRIA (1755)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:AT";C_33.00.a;110;040;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"AUSTRIA (1755)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:AT";C_33.00.a;110;050;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"AUSTRIA (1755)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:AT";C_33.00.a;110;060;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"AUSTRIA (1755)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:AT";C_33.00.a;110;080;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"AUSTRIA (1755)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:AT";C_33.00.a;110;090;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"AUSTRIA (1755)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:AT";C_33.00.a;110;110;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"AUSTRIA (1755)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:AT";C_33.00.a;110;120;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"AUSTRIA (1755)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x323,RCP=eba_GA:AT";C_33.00.a;110;130;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"AUSTRIA (1755)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x323,RCP=eba_GA:AT";C_33.00.a;110;140;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"AUSTRIA (1755)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:AT";C_33.00.a;110;150;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated impairment";;;;;;;;;"AUSTRIA (1755)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:AT";C_33.00.a;110;160;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"AUSTRIA (1755)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:AT";C_33.00.a;110;170;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"AUSTRIA (1755)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:AT";C_33.00.a;110;180;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"AUSTRIA (1755)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:AT";C_33.00.a;110;190;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"AUSTRIA (1755)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x992,RCP=eba_GA:AT";C_33.00.a;110;200;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"AUSTRIA (1755)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x992,RCP=eba_GA:AT";C_33.00.a;110;210;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"AUSTRIA (1755)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x991,RCP=eba_GA:AT";C_33.00.a;110;220;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"AUSTRIA (1755)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x991,RCP=eba_GA:AT";C_33.00.a;110;230;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"AUSTRIA (1755)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:AT";C_33.00.a;110;240;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"AUSTRIA (1755)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:AT";C_33.00.a;110;250;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"AUSTRIA (1755)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:AT";C_33.00.a;110;260;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"AUSTRIA (1755)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x193,RCP=eba_GA:AT";C_33.00.a;110;290;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Exposure value";;;;;;;;;;"AUSTRIA (1755)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x193,RCP=eba_GA:AT";C_33.00.a;110;300;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Risk weighted exposure amount";;;;;;;;;;"AUSTRIA (1755)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:AT";C_33.00.a;120;010;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"AUSTRIA (1755)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:AT";C_33.00.a;120;020;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"AUSTRIA (1755)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:AT";C_33.00.a;120;030;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"AUSTRIA (1755)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:AT";C_33.00.a;120;040;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"AUSTRIA (1755)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:AT";C_33.00.a;120;050;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"AUSTRIA (1755)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:AT";C_33.00.a;120;070;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"AUSTRIA (1755)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:AT";C_33.00.a;120;090;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"AUSTRIA (1755)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:AT";C_33.00.a;120;120;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"AUSTRIA (1755)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:AT";C_33.00.a;120;130;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"AUSTRIA (1755)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:AT";C_33.00.a;120;140;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"AUSTRIA (1755)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:AT";C_33.00.a;120;150;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated impairment";;;;;;;;;"AUSTRIA (1755)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:AT";C_33.00.a;120;160;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"AUSTRIA (1755)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:AT";C_33.00.a;120;170;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"AUSTRIA (1755)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:AT";C_33.00.a;120;180;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"AUSTRIA (1755)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:AT";C_33.00.a;120;190;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"AUSTRIA (1755)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:AT";C_33.00.a;120;200;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"AUSTRIA (1755)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:AT";C_33.00.a;120;210;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"AUSTRIA (1755)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:AT";C_33.00.a;120;220;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"AUSTRIA (1755)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:AT";C_33.00.a;120;230;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"AUSTRIA (1755)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:AT";C_33.00.a;140;120;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"AUSTRIA (1755)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:AT";C_33.00.a;140;130;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"AUSTRIA (1755)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:AT";C_33.00.a;140;140;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"AUSTRIA (1755)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:AT";C_33.00.a;140;150;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated impairment";;;;;;;;;"AUSTRIA (1755)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:AT";C_33.00.a;140;160;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"AUSTRIA (1755)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:AT";C_33.00.a;140;170;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"AUSTRIA (1755)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:AT";C_33.00.a;140;180;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"AUSTRIA (1755)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:AT";C_33.00.a;140;190;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"AUSTRIA (1755)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:AT";C_33.00.a;140;200;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"AUSTRIA (1755)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:AT";C_33.00.a;140;210;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"AUSTRIA (1755)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:AT";C_33.00.a;140;220;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"AUSTRIA (1755)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:AT";C_33.00.a;140;230;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"AUSTRIA (1755)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:AT";C_33.00.a;140;240;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"AUSTRIA (1755)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x13,EXC=eba_EC:x16,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:AT";C_33.00.a;140;250;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"AUSTRIA (1755)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:AT";C_33.00.a;140;260;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"AUSTRIA (1755)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:AT";C_33.00.a;140;290;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Exposure value";;;;;;;;;;"AUSTRIA (1755)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:AT";C_33.00.a;140;300;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Risk weighted exposure amount";;;;;;;;;;"AUSTRIA (1755)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:AT";C_33.00.a;155;010;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"AUSTRIA (1755)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:AT";C_33.00.a;155;020;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"AUSTRIA (1755)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:AT";C_33.00.a;155;030;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"AUSTRIA (1755)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:AT";C_33.00.a;155;040;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"AUSTRIA (1755)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:AT";C_33.00.a;155;050;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"AUSTRIA (1755)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:AT";C_33.00.a;155;060;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"AUSTRIA (1755)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:AT";C_33.00.a;155;070;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"AUSTRIA (1755)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:AT";C_33.00.a;155;080;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"AUSTRIA (1755)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:AT";C_33.00.a;155;090;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"AUSTRIA (1755)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:AT";C_33.00.a;155;100;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"AUSTRIA (1755)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:AT";C_33.00.a;155;110;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"AUSTRIA (1755)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:AT";C_33.00.a;155;120;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"AUSTRIA (1755)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x323,RCP=eba_GA:AT";C_33.00.a;155;130;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"AUSTRIA (1755)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x323,RCP=eba_GA:AT";C_33.00.a;155;140;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"AUSTRIA (1755)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:AT";C_33.00.a;155;150;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated impairment";;;;;;;;;"AUSTRIA (1755)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:AT";C_33.00.a;155;160;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"AUSTRIA (1755)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:AT";C_33.00.a;155;170;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"AUSTRIA (1755)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:AT";C_33.00.a;155;180;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"AUSTRIA (1755)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:AT";C_33.00.a;155;190;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"AUSTRIA (1755)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x992,RCP=eba_GA:AT";C_33.00.a;155;200;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"AUSTRIA (1755)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x992,RCP=eba_GA:AT";C_33.00.a;155;210;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"AUSTRIA (1755)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x991,RCP=eba_GA:AT";C_33.00.a;155;220;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"AUSTRIA (1755)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x991,RCP=eba_GA:AT";C_33.00.a;155;230;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"AUSTRIA (1755)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:AT";C_33.00.a;155;240;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"AUSTRIA (1755)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x203,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:AT";C_33.00.a;155;250;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"AUSTRIA (1755)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:AT";C_33.00.a;160;010;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"AUSTRIA (1755)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:AT";C_33.00.a;160;090;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"AUSTRIA (1755)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:AT";C_33.00.a;160;100;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"AUSTRIA (1755)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:AT";C_33.00.a;160;110;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"AUSTRIA (1755)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:AT";C_33.00.a;160;120;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"AUSTRIA (1755)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x56,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:AT";C_33.00.a;160;130;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"AUSTRIA (1755)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x56,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:AT";C_33.00.a;160;140;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"AUSTRIA (1755)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:AT";C_33.00.a;160;150;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"Accumulated impairment";;;;;;;;;"AUSTRIA (1755)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:AT";C_33.00.a;160;160;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"AUSTRIA (1755)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:AT";C_33.00.a;160;170;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"AUSTRIA (1755)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:AT";C_33.00.a;160;180;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"AUSTRIA (1755)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:AT,RES=eba_TI:x621";C_33.00.a;200;090;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 2Y - 3Y [";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"AUSTRIA (1755)";"010#165#200";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 2Y - 3Y [";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:AT,RES=eba_TI:x551";C_33.00.a;220;110;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"AUSTRIA (1755)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:AT,RES=eba_TI:x551";C_33.00.a;220;190;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"AUSTRIA (1755)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:AT,RES=eba_TI:x551";C_33.00.a;220;210;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"AUSTRIA (1755)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:AT,RES=eba_TI:x551";C_33.00.a;220;220;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"AUSTRIA (1755)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:AT,RES=eba_TI:x551";C_33.00.a;220;230;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"AUSTRIA (1755)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,BAS=eba_BA:x10,CPS=eba_CT:x1,RCP=eba_GA:AT,RES=eba_TI:x551";C_33.00.a;220;240;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"AUSTRIA (1755)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:AT,RES=eba_TI:x551";C_33.00.a;220;250;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"AUSTRIA (1755)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:AT,RES=eba_TI:x211";C_33.00.a;230;010;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"AUSTRIA (1755)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:AT,RES=eba_TI:x211";C_33.00.a;230;040;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"AUSTRIA (1755)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:AT,RES=eba_TI:x211";C_33.00.a;230;060;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"AUSTRIA (1755)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:AT,RES=eba_TI:x211";C_33.00.a;230;110;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"AUSTRIA (1755)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:AT,RES=eba_TI:x211";C_33.00.a;230;130;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"AUSTRIA (1755)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:AT,RES=eba_TI:x211";C_33.00.a;230;140;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"AUSTRIA (1755)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:AT,RES=eba_TI:x211";C_33.00.a;230;150;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated impairment";;;;;;;;;"AUSTRIA (1755)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:AT,RES=eba_TI:x211";C_33.00.a;230;160;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"AUSTRIA (1755)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:AT,RES=eba_TI:x211";C_33.00.a;230;170;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"AUSTRIA (1755)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:AT,RES=eba_TI:x211";C_33.00.a;230;180;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"AUSTRIA (1755)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:AT,RES=eba_TI:x211";C_33.00.a;230;190;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"AUSTRIA (1755)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:AT,RES=eba_TI:x211";C_33.00.a;230;200;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"AUSTRIA (1755)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:AT,RES=eba_TI:x211";C_33.00.a;230;210;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"AUSTRIA (1755)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:AT,RES=eba_TI:x211";C_33.00.a;230;220;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"AUSTRIA (1755)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:AT,RES=eba_TI:x211";C_33.00.a;230;230;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"AUSTRIA (1755)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,BAS=eba_BA:x10,CPS=eba_CT:x1,RCP=eba_GA:AT,RES=eba_TI:x211";C_33.00.a;230;240;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"AUSTRIA (1755)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:AT,RES=eba_TI:x211";C_33.00.a;230;250;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"AUSTRIA (1755)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,BAS=eba_BA:x7,CPS=eba_CT:x1,RCP=eba_GA:AT,RES=eba_TI:x211";C_33.00.a;230;260;1755;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"AUSTRIA (1755)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:BE";C_33.00.a;010;010;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"BELGIUM (1756)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:BE";C_33.00.a;010;020;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"BELGIUM (1756)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:BE";C_33.00.a;010;030;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"BELGIUM (1756)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:BE";C_33.00.a;010;050;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"BELGIUM (1756)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:BE";C_33.00.a;010;100;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"BELGIUM (1756)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:BE";C_33.00.a;010;110;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"BELGIUM (1756)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:BE";C_33.00.a;010;130;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"BELGIUM (1756)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:BE";C_33.00.a;010;140;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"BELGIUM (1756)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:BE";C_33.00.a;010;150;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Accumulated impairment";;;;;;;;;"BELGIUM (1756)";"010";"Total exposures";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:BE";C_33.00.a;010;160;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"BELGIUM (1756)";"010";"Total exposures";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:BE";C_33.00.a;010;190;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"BELGIUM (1756)";"010";"Total exposures";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:BE";C_33.00.a;010;200;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"BELGIUM (1756)";"010";"Total exposures";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:BE";C_33.00.a;010;210;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"BELGIUM (1756)";"010";"Total exposures";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:BE";C_33.00.a;010;220;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"BELGIUM (1756)";"010";"Total exposures";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:BE";C_33.00.a;010;230;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"BELGIUM (1756)";"010";"Total exposures";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,BAS=eba_BA:x10,CPS=eba_CT:x1,RCP=eba_GA:BE";C_33.00.a;010;240;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"BELGIUM (1756)";"010";"Total exposures";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:BE";C_33.00.a;010;250;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"BELGIUM (1756)";"010";"Total exposures";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,BAS=eba_BA:x7,CPS=eba_CT:x1,RCP=eba_GA:BE";C_33.00.a;010;260;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"BELGIUM (1756)";"010";"Total exposures";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,BAS=eba_BA:x9,CPS=eba_CT:x1,MCY=eba_MC:x193,RCP=eba_GA:BE";C_33.00.a;010;290;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Exposure value";;;;;;;;;;"BELGIUM (1756)";"010";"Total exposures";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,BAS=eba_BA:x9,CPS=eba_CT:x1,MCY=eba_MC:x193,RCP=eba_GA:BE";C_33.00.a;010;300;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Risk weighted exposure amount";;;;;;;;;;"BELGIUM (1756)";"010";"Total exposures";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:BE";C_33.00.a;020;010;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"BELGIUM (1756)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:BE";C_33.00.a;020;020;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"BELGIUM (1756)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:BE";C_33.00.a;020;030;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"BELGIUM (1756)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:BE";C_33.00.a;020;050;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"BELGIUM (1756)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:BE";C_33.00.a;020;150;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Accumulated impairment";;;;;;;;;"BELGIUM (1756)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:BE";C_33.00.a;020;180;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"BELGIUM (1756)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:BE";C_33.00.a;020;190;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"BELGIUM (1756)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x45,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:BE";C_33.00.a;020;230;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"BELGIUM (1756)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x45,BAS=eba_BA:x10,CPS=eba_CT:x1,RCP=eba_GA:BE";C_33.00.a;020;240;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"BELGIUM (1756)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x45,BAS=eba_BA:x7,CPS=eba_CT:x1,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:BE";C_33.00.a;020;250;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"BELGIUM (1756)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x45,BAS=eba_BA:x7,CPS=eba_CT:x1,RCP=eba_GA:BE";C_33.00.a;020;260;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"BELGIUM (1756)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:BE";C_33.00.a;030;190;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Standardised Approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"BELGIUM (1756)";"010#015#020#030";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:BE";C_33.00.a;040;140;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"BELGIUM (1756)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:BE";C_33.00.a;050;020;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"BELGIUM (1756)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:BE";C_33.00.a;050;030;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"BELGIUM (1756)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:BE";C_33.00.a;050;040;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"BELGIUM (1756)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:BE";C_33.00.a;050;050;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"BELGIUM (1756)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:BE";C_33.00.a;050;060;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"BELGIUM (1756)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:BE";C_33.00.a;050;090;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"BELGIUM (1756)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:BE";C_33.00.a;050;100;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"BELGIUM (1756)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:BE";C_33.00.a;050;110;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"BELGIUM (1756)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:BE";C_33.00.a;050;120;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"BELGIUM (1756)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x323,RCP=eba_GA:BE";C_33.00.a;050;130;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"BELGIUM (1756)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x323,RCP=eba_GA:BE";C_33.00.a;050;140;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"BELGIUM (1756)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:BE";C_33.00.a;050;150;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated impairment";;;;;;;;;"BELGIUM (1756)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:BE";C_33.00.a;050;160;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"BELGIUM (1756)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:BE";C_33.00.a;050;170;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"BELGIUM (1756)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:BE";C_33.00.a;050;180;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"BELGIUM (1756)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:BE";C_33.00.a;050;190;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"BELGIUM (1756)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x992,RCP=eba_GA:BE";C_33.00.a;050;200;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"BELGIUM (1756)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x42,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x992,RCP=eba_GA:BE";C_33.00.a;050;210;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"BELGIUM (1756)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x991,RCP=eba_GA:BE";C_33.00.a;050;220;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"BELGIUM (1756)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x42,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x991,RCP=eba_GA:BE";C_33.00.a;050;230;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"BELGIUM (1756)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x42,BAS=eba_BA:x10,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:BE";C_33.00.a;050;240;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"BELGIUM (1756)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:BE";C_33.00.a;050;250;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"BELGIUM (1756)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:BE";C_33.00.a;050;260;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"BELGIUM (1756)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x193,RCP=eba_GA:BE";C_33.00.a;050;290;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Exposure value";;;;;;;;;;"BELGIUM (1756)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x193,RCP=eba_GA:BE";C_33.00.a;050;300;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Risk weighted exposure amount";;;;;;;;;;"BELGIUM (1756)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x223,RCP=eba_GA:BE";C_33.00.a;060;010;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"BELGIUM (1756)";"010#015#020#030#060";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Public sector entities";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x223,RCP=eba_GA:BE";C_33.00.a;060;020;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"BELGIUM (1756)";"010#015#020#030#060";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Public sector entities";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x223,RCP=eba_GA:BE";C_33.00.a;060;030;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"BELGIUM (1756)";"010#015#020#030#060";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Public sector entities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x323,RCP=eba_GA:BE";C_33.00.a;075;140;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"BELGIUM (1756)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:BE";C_33.00.a;075;150;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated impairment";;;;;;;;;"BELGIUM (1756)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:BE";C_33.00.a;075;160;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"BELGIUM (1756)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:BE";C_33.00.a;075;170;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"BELGIUM (1756)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:BE";C_33.00.a;075;180;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"BELGIUM (1756)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:BE";C_33.00.a;075;190;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"BELGIUM (1756)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x992,RCP=eba_GA:BE";C_33.00.a;075;200;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"BELGIUM (1756)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x42,BAS=eba_BA:x17,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x992,RCP=eba_GA:BE";C_33.00.a;075;210;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"BELGIUM (1756)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x991,RCP=eba_GA:BE";C_33.00.a;075;220;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"BELGIUM (1756)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x42,BAS=eba_BA:x17,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x991,RCP=eba_GA:BE";C_33.00.a;075;230;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"BELGIUM (1756)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x42,BAS=eba_BA:x10,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:BE";C_33.00.a;075;240;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"BELGIUM (1756)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x202,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:BE";C_33.00.a;075;250;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"BELGIUM (1756)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:BE";C_33.00.a;075;260;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"BELGIUM (1756)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x193,RCP=eba_GA:BE";C_33.00.a;075;290;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Exposure value";;;;;;;;;;"BELGIUM (1756)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x193,RCP=eba_GA:BE";C_33.00.a;075;300;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Risk weighted exposure amount";;;;;;;;;;"BELGIUM (1756)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:BE";C_33.00.a;080;010;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"BELGIUM (1756)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:BE";C_33.00.a;080;020;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"BELGIUM (1756)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:BE";C_33.00.a;080;030;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"BELGIUM (1756)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:BE";C_33.00.a;080;040;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"BELGIUM (1756)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:BE";C_33.00.a;080;050;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"BELGIUM (1756)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:BE";C_33.00.a;080;060;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"BELGIUM (1756)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:BE";C_33.00.a;080;070;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"BELGIUM (1756)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:BE";C_33.00.a;080;080;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"BELGIUM (1756)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:BE";C_33.00.a;080;090;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"BELGIUM (1756)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:BE";C_33.00.a;080;230;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"BELGIUM (1756)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x1,RCP=eba_GA:BE";C_33.00.a;080;240;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"BELGIUM (1756)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x1,MCY=eba_MC:x193,RCP=eba_GA:BE";C_33.00.a;080;290;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Exposure value";;;;;;;;;;"BELGIUM (1756)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x1,MCY=eba_MC:x193,RCP=eba_GA:BE";C_33.00.a;080;300;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Risk weighted exposure amount";;;;;;;;;;"BELGIUM (1756)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:BE";C_33.00.a;090;010;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"BELGIUM (1756)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:BE";C_33.00.a;090;020;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"BELGIUM (1756)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:BE";C_33.00.a;090;190;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"BELGIUM (1756)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:BE";C_33.00.a;090;210;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"BELGIUM (1756)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:BE";C_33.00.a;090;220;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"BELGIUM (1756)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:BE";C_33.00.a;090;230;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"BELGIUM (1756)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:BE";C_33.00.a;090;240;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"BELGIUM (1756)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:BE";C_33.00.a;090;250;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"BELGIUM (1756)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:BE";C_33.00.a;090;260;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"BELGIUM (1756)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:BE";C_33.00.a;090;290;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Exposure value";;;;;;;;;;"BELGIUM (1756)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:BE";C_33.00.a;090;300;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Risk weighted exposure amount";;;;;;;;;;"BELGIUM (1756)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:BE";C_33.00.a;100;010;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"BELGIUM (1756)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:BE";C_33.00.a;100;020;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"BELGIUM (1756)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:BE";C_33.00.a;100;030;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"BELGIUM (1756)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:BE";C_33.00.a;100;040;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"BELGIUM (1756)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:BE";C_33.00.a;100;050;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"BELGIUM (1756)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:BE";C_33.00.a;100;060;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"BELGIUM (1756)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:BE";C_33.00.a;100;070;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"BELGIUM (1756)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:BE";C_33.00.a;100;080;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"BELGIUM (1756)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:BE";C_33.00.a;100;090;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"BELGIUM (1756)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:BE";C_33.00.a;100;100;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"BELGIUM (1756)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:BE";C_33.00.a;100;110;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"BELGIUM (1756)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:BE";C_33.00.a;100;120;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"BELGIUM (1756)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:BE";C_33.00.a;100;130;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"BELGIUM (1756)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:BE";C_33.00.a;100;140;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"BELGIUM (1756)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:BE";C_33.00.a;100;150;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated impairment";;;;;;;;;"BELGIUM (1756)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:BE";C_33.00.a;100;160;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"BELGIUM (1756)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:BE";C_33.00.a;100;170;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"BELGIUM (1756)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:BE";C_33.00.a;100;180;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"BELGIUM (1756)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:BE";C_33.00.a;100;210;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"BELGIUM (1756)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:BE";C_33.00.a;100;220;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"BELGIUM (1756)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:BE";C_33.00.a;100;230;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"BELGIUM (1756)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:BE";C_33.00.a;100;240;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"BELGIUM (1756)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x16,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:BE";C_33.00.a;100;250;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"BELGIUM (1756)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:BE";C_33.00.a;110;010;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"BELGIUM (1756)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:BE";C_33.00.a;110;020;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"BELGIUM (1756)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:BE";C_33.00.a;110;030;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"BELGIUM (1756)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:BE";C_33.00.a;110;040;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"BELGIUM (1756)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:BE";C_33.00.a;110;060;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"BELGIUM (1756)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:BE";C_33.00.a;110;080;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"BELGIUM (1756)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:BE";C_33.00.a;110;110;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"BELGIUM (1756)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:BE";C_33.00.a;110;120;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"BELGIUM (1756)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x323,RCP=eba_GA:BE";C_33.00.a;110;130;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"BELGIUM (1756)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x323,RCP=eba_GA:BE";C_33.00.a;110;140;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"BELGIUM (1756)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:BE";C_33.00.a;110;150;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated impairment";;;;;;;;;"BELGIUM (1756)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:BE";C_33.00.a;110;160;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"BELGIUM (1756)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:BE";C_33.00.a;110;170;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"BELGIUM (1756)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:BE";C_33.00.a;110;180;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"BELGIUM (1756)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:BE";C_33.00.a;110;190;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"BELGIUM (1756)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x992,RCP=eba_GA:BE";C_33.00.a;110;200;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"BELGIUM (1756)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x992,RCP=eba_GA:BE";C_33.00.a;110;210;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"BELGIUM (1756)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x991,RCP=eba_GA:BE";C_33.00.a;110;220;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"BELGIUM (1756)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x991,RCP=eba_GA:BE";C_33.00.a;110;230;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"BELGIUM (1756)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:BE";C_33.00.a;110;240;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"BELGIUM (1756)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:BE";C_33.00.a;110;250;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"BELGIUM (1756)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:BE";C_33.00.a;110;260;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"BELGIUM (1756)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x193,RCP=eba_GA:BE";C_33.00.a;110;290;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Exposure value";;;;;;;;;;"BELGIUM (1756)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x193,RCP=eba_GA:BE";C_33.00.a;110;300;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Risk weighted exposure amount";;;;;;;;;;"BELGIUM (1756)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:BE";C_33.00.a;120;010;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"BELGIUM (1756)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:BE";C_33.00.a;120;020;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"BELGIUM (1756)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:BE";C_33.00.a;120;030;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"BELGIUM (1756)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:BE";C_33.00.a;120;040;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"BELGIUM (1756)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:BE";C_33.00.a;120;070;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"BELGIUM (1756)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:BE";C_33.00.a;120;120;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"BELGIUM (1756)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:BE";C_33.00.a;120;130;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"BELGIUM (1756)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:BE";C_33.00.a;120;140;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"BELGIUM (1756)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:BE";C_33.00.a;120;150;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated impairment";;;;;;;;;"BELGIUM (1756)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:BE";C_33.00.a;120;160;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"BELGIUM (1756)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:BE";C_33.00.a;120;170;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"BELGIUM (1756)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:BE";C_33.00.a;120;180;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"BELGIUM (1756)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:BE";C_33.00.a;120;190;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"BELGIUM (1756)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:BE";C_33.00.a;120;200;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"BELGIUM (1756)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:BE";C_33.00.a;120;210;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"BELGIUM (1756)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:BE";C_33.00.a;120;220;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"BELGIUM (1756)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:BE";C_33.00.a;120;230;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"BELGIUM (1756)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:BE";C_33.00.a;140;120;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"BELGIUM (1756)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:BE";C_33.00.a;140;130;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"BELGIUM (1756)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:BE";C_33.00.a;140;140;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"BELGIUM (1756)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:BE";C_33.00.a;140;150;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated impairment";;;;;;;;;"BELGIUM (1756)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:BE";C_33.00.a;140;160;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"BELGIUM (1756)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:BE";C_33.00.a;140;170;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"BELGIUM (1756)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:BE";C_33.00.a;140;180;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"BELGIUM (1756)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:BE";C_33.00.a;140;190;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"BELGIUM (1756)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:BE";C_33.00.a;140;200;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"BELGIUM (1756)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:BE";C_33.00.a;140;210;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"BELGIUM (1756)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:BE";C_33.00.a;140;220;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"BELGIUM (1756)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:BE";C_33.00.a;140;230;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"BELGIUM (1756)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:BE";C_33.00.a;140;240;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"BELGIUM (1756)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x13,EXC=eba_EC:x16,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:BE";C_33.00.a;140;250;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"BELGIUM (1756)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:BE";C_33.00.a;140;260;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"BELGIUM (1756)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:BE";C_33.00.a;140;290;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Exposure value";;;;;;;;;;"BELGIUM (1756)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:BE";C_33.00.a;140;300;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Risk weighted exposure amount";;;;;;;;;;"BELGIUM (1756)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:BE";C_33.00.a;155;010;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"BELGIUM (1756)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:BE";C_33.00.a;155;020;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"BELGIUM (1756)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:BE";C_33.00.a;155;030;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"BELGIUM (1756)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:BE";C_33.00.a;155;040;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"BELGIUM (1756)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:BE";C_33.00.a;155;050;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"BELGIUM (1756)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:BE";C_33.00.a;155;060;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"BELGIUM (1756)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:BE";C_33.00.a;155;070;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"BELGIUM (1756)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:BE";C_33.00.a;155;080;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"BELGIUM (1756)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:BE";C_33.00.a;155;090;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"BELGIUM (1756)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:BE";C_33.00.a;155;100;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"BELGIUM (1756)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:BE";C_33.00.a;155;110;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"BELGIUM (1756)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:BE";C_33.00.a;155;120;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"BELGIUM (1756)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x323,RCP=eba_GA:BE";C_33.00.a;155;130;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"BELGIUM (1756)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x323,RCP=eba_GA:BE";C_33.00.a;155;140;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"BELGIUM (1756)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:BE";C_33.00.a;155;150;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated impairment";;;;;;;;;"BELGIUM (1756)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:BE";C_33.00.a;155;160;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"BELGIUM (1756)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:BE";C_33.00.a;155;170;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"BELGIUM (1756)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:BE";C_33.00.a;155;180;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"BELGIUM (1756)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:BE";C_33.00.a;155;190;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"BELGIUM (1756)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x992,RCP=eba_GA:BE";C_33.00.a;155;200;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"BELGIUM (1756)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x992,RCP=eba_GA:BE";C_33.00.a;155;210;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"BELGIUM (1756)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x991,RCP=eba_GA:BE";C_33.00.a;155;220;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"BELGIUM (1756)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x991,RCP=eba_GA:BE";C_33.00.a;155;230;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"BELGIUM (1756)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:BE";C_33.00.a;155;240;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"BELGIUM (1756)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x203,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:BE";C_33.00.a;155;250;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"BELGIUM (1756)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:BE";C_33.00.a;160;010;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"BELGIUM (1756)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:BE";C_33.00.a;160;090;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"BELGIUM (1756)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:BE";C_33.00.a;160;100;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"BELGIUM (1756)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:BE";C_33.00.a;160;110;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"BELGIUM (1756)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:BE";C_33.00.a;160;120;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"BELGIUM (1756)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x56,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:BE";C_33.00.a;160;130;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"BELGIUM (1756)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x56,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:BE";C_33.00.a;160;140;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"BELGIUM (1756)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:BE";C_33.00.a;160;150;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"Accumulated impairment";;;;;;;;;"BELGIUM (1756)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:BE";C_33.00.a;160;160;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"BELGIUM (1756)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:BE";C_33.00.a;160;170;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"BELGIUM (1756)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:BE";C_33.00.a;160;180;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"BELGIUM (1756)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:BE,RES=eba_TI:x551";C_33.00.a;220;210;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"BELGIUM (1756)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:BE,RES=eba_TI:x551";C_33.00.a;220;220;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"BELGIUM (1756)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:BE,RES=eba_TI:x551";C_33.00.a;220;230;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"BELGIUM (1756)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,BAS=eba_BA:x10,CPS=eba_CT:x1,RCP=eba_GA:BE,RES=eba_TI:x551";C_33.00.a;220;240;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"BELGIUM (1756)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:BE,RES=eba_TI:x551";C_33.00.a;220;250;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"BELGIUM (1756)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:BE,RES=eba_TI:x211";C_33.00.a;230;010;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"BELGIUM (1756)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:BE,RES=eba_TI:x211";C_33.00.a;230;030;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"BELGIUM (1756)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:BE,RES=eba_TI:x211";C_33.00.a;230;040;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"BELGIUM (1756)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:BE,RES=eba_TI:x211";C_33.00.a;230;110;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"BELGIUM (1756)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:BE,RES=eba_TI:x211";C_33.00.a;230;140;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"BELGIUM (1756)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:BE,RES=eba_TI:x211";C_33.00.a;230;150;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated impairment";;;;;;;;;"BELGIUM (1756)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:BE,RES=eba_TI:x211";C_33.00.a;230;160;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"BELGIUM (1756)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:BE,RES=eba_TI:x211";C_33.00.a;230;170;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"BELGIUM (1756)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:BE,RES=eba_TI:x211";C_33.00.a;230;180;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"BELGIUM (1756)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:BE,RES=eba_TI:x211";C_33.00.a;230;190;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"BELGIUM (1756)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:BE,RES=eba_TI:x211";C_33.00.a;230;200;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"BELGIUM (1756)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:BE,RES=eba_TI:x211";C_33.00.a;230;210;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"BELGIUM (1756)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:BE,RES=eba_TI:x211";C_33.00.a;230;220;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"BELGIUM (1756)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:BE,RES=eba_TI:x211";C_33.00.a;230;230;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"BELGIUM (1756)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,BAS=eba_BA:x10,CPS=eba_CT:x1,RCP=eba_GA:BE,RES=eba_TI:x211";C_33.00.a;230;240;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"BELGIUM (1756)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:BE,RES=eba_TI:x211";C_33.00.a;230;250;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"BELGIUM (1756)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,BAS=eba_BA:x7,CPS=eba_CT:x1,RCP=eba_GA:BE,RES=eba_TI:x211";C_33.00.a;230;260;1756;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"BELGIUM (1756)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:BG";C_33.00.a;010;010;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"BULGARIA (1757)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:BG";C_33.00.a;010;020;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"BULGARIA (1757)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:BG";C_33.00.a;010;030;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"BULGARIA (1757)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:BG";C_33.00.a;010;050;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"BULGARIA (1757)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:BG";C_33.00.a;010;100;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"BULGARIA (1757)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:BG";C_33.00.a;010;110;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"BULGARIA (1757)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:BG";C_33.00.a;010;120;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"BULGARIA (1757)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:BG";C_33.00.a;010;130;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"BULGARIA (1757)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:BG";C_33.00.a;010;140;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"BULGARIA (1757)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:BG";C_33.00.a;010;150;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Accumulated impairment";;;;;;;;;"BULGARIA (1757)";"010";"Total exposures";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:BG";C_33.00.a;010;160;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"BULGARIA (1757)";"010";"Total exposures";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:BG";C_33.00.a;010;170;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"BULGARIA (1757)";"010";"Total exposures";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:BG";C_33.00.a;010;180;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"BULGARIA (1757)";"010";"Total exposures";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:BG";C_33.00.a;010;190;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"BULGARIA (1757)";"010";"Total exposures";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:BG";C_33.00.a;010;200;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"BULGARIA (1757)";"010";"Total exposures";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:BG";C_33.00.a;010;210;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"BULGARIA (1757)";"010";"Total exposures";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:BG";C_33.00.a;010;220;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"BULGARIA (1757)";"010";"Total exposures";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:BG";C_33.00.a;010;230;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"BULGARIA (1757)";"010";"Total exposures";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,BAS=eba_BA:x10,CPS=eba_CT:x1,RCP=eba_GA:BG";C_33.00.a;010;240;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"BULGARIA (1757)";"010";"Total exposures";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:BG";C_33.00.a;010;250;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"BULGARIA (1757)";"010";"Total exposures";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,BAS=eba_BA:x7,CPS=eba_CT:x1,RCP=eba_GA:BG";C_33.00.a;010;260;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"BULGARIA (1757)";"010";"Total exposures";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,BAS=eba_BA:x9,CPS=eba_CT:x1,MCY=eba_MC:x193,RCP=eba_GA:BG";C_33.00.a;010;290;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Exposure value";;;;;;;;;;"BULGARIA (1757)";"010";"Total exposures";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,BAS=eba_BA:x9,CPS=eba_CT:x1,MCY=eba_MC:x193,RCP=eba_GA:BG";C_33.00.a;010;300;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Risk weighted exposure amount";;;;;;;;;;"BULGARIA (1757)";"010";"Total exposures";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:BG";C_33.00.a;020;010;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"BULGARIA (1757)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:BG";C_33.00.a;020;020;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"BULGARIA (1757)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:BG";C_33.00.a;020;030;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"BULGARIA (1757)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:BG";C_33.00.a;020;040;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"BULGARIA (1757)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:BG";C_33.00.a;020;090;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"BULGARIA (1757)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:BG";C_33.00.a;020;100;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"BULGARIA (1757)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:BG";C_33.00.a;020;110;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"BULGARIA (1757)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:BG";C_33.00.a;020;120;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"BULGARIA (1757)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x45,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:BG";C_33.00.a;020;140;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"BULGARIA (1757)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:BG";C_33.00.a;020;150;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Accumulated impairment";;;;;;;;;"BULGARIA (1757)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:BG";C_33.00.a;020;160;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"BULGARIA (1757)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:BG";C_33.00.a;020;170;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"BULGARIA (1757)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:BG";C_33.00.a;020;180;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"BULGARIA (1757)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:BG";C_33.00.a;020;190;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"BULGARIA (1757)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:BG";C_33.00.a;020;200;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"BULGARIA (1757)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x45,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:BG";C_33.00.a;020;210;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"BULGARIA (1757)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x45,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:BG";C_33.00.a;020;220;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"BULGARIA (1757)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x45,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:BG";C_33.00.a;020;230;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"BULGARIA (1757)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x45,BAS=eba_BA:x10,CPS=eba_CT:x1,RCP=eba_GA:BG";C_33.00.a;020;240;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"BULGARIA (1757)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x45,BAS=eba_BA:x7,CPS=eba_CT:x1,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:BG";C_33.00.a;020;250;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"BULGARIA (1757)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x45,BAS=eba_BA:x9,CPS=eba_CT:x1,MCY=eba_MC:x193,RCP=eba_GA:BG";C_33.00.a;020;290;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Exposure value";;;;;;;;;;"BULGARIA (1757)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Exposure value";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:BG";C_33.00.a;030;190;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Standardised Approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"BULGARIA (1757)";"010#015#020#030";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:BG";C_33.00.a;040;140;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"BULGARIA (1757)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:BG";C_33.00.a;040;150;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Accumulated impairment";;;;;;;;;"BULGARIA (1757)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:BG";C_33.00.a;050;010;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"BULGARIA (1757)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:BG";C_33.00.a;050;020;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"BULGARIA (1757)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:BG";C_33.00.a;050;030;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"BULGARIA (1757)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:BG";C_33.00.a;050;040;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"BULGARIA (1757)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:BG";C_33.00.a;050;050;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"BULGARIA (1757)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:BG";C_33.00.a;050;060;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"BULGARIA (1757)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:BG";C_33.00.a;050;070;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"BULGARIA (1757)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:BG";C_33.00.a;050;090;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"BULGARIA (1757)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:BG";C_33.00.a;050;100;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"BULGARIA (1757)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:BG";C_33.00.a;050;110;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"BULGARIA (1757)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:BG";C_33.00.a;050;120;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"BULGARIA (1757)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x323,RCP=eba_GA:BG";C_33.00.a;050;130;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"BULGARIA (1757)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x323,RCP=eba_GA:BG";C_33.00.a;050;140;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"BULGARIA (1757)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:BG";C_33.00.a;050;150;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated impairment";;;;;;;;;"BULGARIA (1757)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:BG";C_33.00.a;050;160;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"BULGARIA (1757)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:BG";C_33.00.a;050;170;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"BULGARIA (1757)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:BG";C_33.00.a;050;180;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"BULGARIA (1757)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:BG";C_33.00.a;050;190;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"BULGARIA (1757)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x992,RCP=eba_GA:BG";C_33.00.a;050;200;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"BULGARIA (1757)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x42,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x992,RCP=eba_GA:BG";C_33.00.a;050;210;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"BULGARIA (1757)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x991,RCP=eba_GA:BG";C_33.00.a;050;220;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"BULGARIA (1757)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x42,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x991,RCP=eba_GA:BG";C_33.00.a;050;230;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"BULGARIA (1757)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x42,BAS=eba_BA:x10,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:BG";C_33.00.a;050;240;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"BULGARIA (1757)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:BG";C_33.00.a;050;250;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"BULGARIA (1757)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:BG";C_33.00.a;050;260;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"BULGARIA (1757)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x193,RCP=eba_GA:BG";C_33.00.a;050;290;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Exposure value";;;;;;;;;;"BULGARIA (1757)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x193,RCP=eba_GA:BG";C_33.00.a;050;300;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Risk weighted exposure amount";;;;;;;;;;"BULGARIA (1757)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x223,RCP=eba_GA:BG";C_33.00.a;060;010;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"BULGARIA (1757)";"010#015#020#030#060";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Public sector entities";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x223,RCP=eba_GA:BG";C_33.00.a;060;020;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"BULGARIA (1757)";"010#015#020#030#060";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Public sector entities";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x223,RCP=eba_GA:BG";C_33.00.a;060;030;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"BULGARIA (1757)";"010#015#020#030#060";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Public sector entities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x323,RCP=eba_GA:BG";C_33.00.a;075;140;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"BULGARIA (1757)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:BG";C_33.00.a;075;150;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated impairment";;;;;;;;;"BULGARIA (1757)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:BG";C_33.00.a;075;160;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"BULGARIA (1757)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:BG";C_33.00.a;075;170;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"BULGARIA (1757)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:BG";C_33.00.a;075;180;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"BULGARIA (1757)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:BG";C_33.00.a;075;190;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"BULGARIA (1757)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x992,RCP=eba_GA:BG";C_33.00.a;075;200;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"BULGARIA (1757)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x42,BAS=eba_BA:x17,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x992,RCP=eba_GA:BG";C_33.00.a;075;210;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"BULGARIA (1757)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x991,RCP=eba_GA:BG";C_33.00.a;075;220;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"BULGARIA (1757)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x42,BAS=eba_BA:x17,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x991,RCP=eba_GA:BG";C_33.00.a;075;230;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"BULGARIA (1757)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x42,BAS=eba_BA:x10,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:BG";C_33.00.a;075;240;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"BULGARIA (1757)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x202,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:BG";C_33.00.a;075;250;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"BULGARIA (1757)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:BG";C_33.00.a;075;260;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"BULGARIA (1757)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x193,RCP=eba_GA:BG";C_33.00.a;075;290;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Exposure value";;;;;;;;;;"BULGARIA (1757)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x193,RCP=eba_GA:BG";C_33.00.a;075;300;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Risk weighted exposure amount";;;;;;;;;;"BULGARIA (1757)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:BG";C_33.00.a;080;010;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"BULGARIA (1757)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:BG";C_33.00.a;080;020;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"BULGARIA (1757)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:BG";C_33.00.a;080;030;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"BULGARIA (1757)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:BG";C_33.00.a;080;040;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"BULGARIA (1757)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:BG";C_33.00.a;080;050;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"BULGARIA (1757)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:BG";C_33.00.a;080;060;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"BULGARIA (1757)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:BG";C_33.00.a;080;070;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"BULGARIA (1757)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:BG";C_33.00.a;080;080;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"BULGARIA (1757)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:BG";C_33.00.a;080;090;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"BULGARIA (1757)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:BG";C_33.00.a;080;190;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"BULGARIA (1757)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:BG";C_33.00.a;080;230;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"BULGARIA (1757)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x1,RCP=eba_GA:BG";C_33.00.a;080;240;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"BULGARIA (1757)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:BG";C_33.00.a;080;250;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"BULGARIA (1757)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x1,MCY=eba_MC:x193,RCP=eba_GA:BG";C_33.00.a;080;290;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Exposure value";;;;;;;;;;"BULGARIA (1757)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x1,MCY=eba_MC:x193,RCP=eba_GA:BG";C_33.00.a;080;300;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Risk weighted exposure amount";;;;;;;;;;"BULGARIA (1757)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:BG";C_33.00.a;090;010;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"BULGARIA (1757)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:BG";C_33.00.a;090;020;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"BULGARIA (1757)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:BG";C_33.00.a;090;190;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"BULGARIA (1757)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:BG";C_33.00.a;090;210;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"BULGARIA (1757)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:BG";C_33.00.a;090;240;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"BULGARIA (1757)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:BG";C_33.00.a;090;250;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"BULGARIA (1757)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:BG";C_33.00.a;090;260;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"BULGARIA (1757)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:BG";C_33.00.a;090;290;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Exposure value";;;;;;;;;;"BULGARIA (1757)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:BG";C_33.00.a;090;300;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Risk weighted exposure amount";;;;;;;;;;"BULGARIA (1757)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:BG";C_33.00.a;100;010;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"BULGARIA (1757)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:BG";C_33.00.a;100;020;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"BULGARIA (1757)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:BG";C_33.00.a;100;030;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"BULGARIA (1757)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:BG";C_33.00.a;100;040;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"BULGARIA (1757)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:BG";C_33.00.a;100;050;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"BULGARIA (1757)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:BG";C_33.00.a;100;060;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"BULGARIA (1757)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:BG";C_33.00.a;100;070;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"BULGARIA (1757)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:BG";C_33.00.a;100;080;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"BULGARIA (1757)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:BG";C_33.00.a;100;090;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"BULGARIA (1757)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:BG";C_33.00.a;100;100;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"BULGARIA (1757)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:BG";C_33.00.a;100;110;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"BULGARIA (1757)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:BG";C_33.00.a;100;120;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"BULGARIA (1757)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:BG";C_33.00.a;100;130;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"BULGARIA (1757)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:BG";C_33.00.a;100;140;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"BULGARIA (1757)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:BG";C_33.00.a;100;150;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated impairment";;;;;;;;;"BULGARIA (1757)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:BG";C_33.00.a;100;160;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"BULGARIA (1757)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:BG";C_33.00.a;100;170;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"BULGARIA (1757)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:BG";C_33.00.a;100;180;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"BULGARIA (1757)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:BG";C_33.00.a;100;220;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"BULGARIA (1757)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:BG";C_33.00.a;100;230;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"BULGARIA (1757)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x16,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:BG";C_33.00.a;100;250;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"BULGARIA (1757)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:BG";C_33.00.a;100;260;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"BULGARIA (1757)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:BG";C_33.00.a;100;290;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Exposure value";;;;;;;;;;"BULGARIA (1757)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:BG";C_33.00.a;100;300;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Risk weighted exposure amount";;;;;;;;;;"BULGARIA (1757)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:BG";C_33.00.a;110;010;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"BULGARIA (1757)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:BG";C_33.00.a;110;020;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"BULGARIA (1757)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:BG";C_33.00.a;110;030;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"BULGARIA (1757)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:BG";C_33.00.a;110;040;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"BULGARIA (1757)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:BG";C_33.00.a;110;080;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"BULGARIA (1757)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:BG";C_33.00.a;110;090;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"BULGARIA (1757)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:BG";C_33.00.a;110;100;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"BULGARIA (1757)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:BG";C_33.00.a;110;120;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"BULGARIA (1757)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x323,RCP=eba_GA:BG";C_33.00.a;110;130;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"BULGARIA (1757)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x323,RCP=eba_GA:BG";C_33.00.a;110;140;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"BULGARIA (1757)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:BG";C_33.00.a;110;150;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated impairment";;;;;;;;;"BULGARIA (1757)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:BG";C_33.00.a;110;160;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"BULGARIA (1757)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:BG";C_33.00.a;110;170;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"BULGARIA (1757)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:BG";C_33.00.a;110;180;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"BULGARIA (1757)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:BG";C_33.00.a;110;190;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"BULGARIA (1757)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x992,RCP=eba_GA:BG";C_33.00.a;110;200;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"BULGARIA (1757)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x992,RCP=eba_GA:BG";C_33.00.a;110;210;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"BULGARIA (1757)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x991,RCP=eba_GA:BG";C_33.00.a;110;220;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"BULGARIA (1757)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x991,RCP=eba_GA:BG";C_33.00.a;110;230;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"BULGARIA (1757)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:BG";C_33.00.a;110;240;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"BULGARIA (1757)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:BG";C_33.00.a;110;250;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"BULGARIA (1757)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:BG";C_33.00.a;110;260;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"BULGARIA (1757)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x193,RCP=eba_GA:BG";C_33.00.a;110;290;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Exposure value";;;;;;;;;;"BULGARIA (1757)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x193,RCP=eba_GA:BG";C_33.00.a;110;300;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Risk weighted exposure amount";;;;;;;;;;"BULGARIA (1757)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:BG";C_33.00.a;120;010;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"BULGARIA (1757)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:BG";C_33.00.a;120;020;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"BULGARIA (1757)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:BG";C_33.00.a;120;030;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"BULGARIA (1757)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:BG";C_33.00.a;120;040;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"BULGARIA (1757)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:BG";C_33.00.a;120;080;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"BULGARIA (1757)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:BG";C_33.00.a;120;120;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"BULGARIA (1757)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:BG";C_33.00.a;120;140;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"BULGARIA (1757)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:BG";C_33.00.a;120;150;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated impairment";;;;;;;;;"BULGARIA (1757)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:BG";C_33.00.a;120;160;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"BULGARIA (1757)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:BG";C_33.00.a;120;170;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"BULGARIA (1757)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:BG";C_33.00.a;120;180;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"BULGARIA (1757)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:BG";C_33.00.a;120;190;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"BULGARIA (1757)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:BG";C_33.00.a;120;200;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"BULGARIA (1757)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:BG";C_33.00.a;120;210;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"BULGARIA (1757)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:BG";C_33.00.a;120;220;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"BULGARIA (1757)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:BG";C_33.00.a;120;230;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"BULGARIA (1757)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:BG";C_33.00.a;140;120;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"BULGARIA (1757)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:BG";C_33.00.a;140;130;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"BULGARIA (1757)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:BG";C_33.00.a;140;140;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"BULGARIA (1757)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:BG";C_33.00.a;140;150;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated impairment";;;;;;;;;"BULGARIA (1757)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:BG";C_33.00.a;140;160;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"BULGARIA (1757)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:BG";C_33.00.a;140;170;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"BULGARIA (1757)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:BG";C_33.00.a;140;180;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"BULGARIA (1757)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:BG";C_33.00.a;140;190;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"BULGARIA (1757)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:BG";C_33.00.a;140;200;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"BULGARIA (1757)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:BG";C_33.00.a;140;210;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"BULGARIA (1757)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:BG";C_33.00.a;140;220;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"BULGARIA (1757)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:BG";C_33.00.a;140;230;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"BULGARIA (1757)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x13,EXC=eba_EC:x16,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:BG";C_33.00.a;140;250;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"BULGARIA (1757)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:BG";C_33.00.a;140;260;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"BULGARIA (1757)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:BG";C_33.00.a;140;290;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Exposure value";;;;;;;;;;"BULGARIA (1757)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:BG";C_33.00.a;140;300;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Risk weighted exposure amount";;;;;;;;;;"BULGARIA (1757)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:BG";C_33.00.a;155;010;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"BULGARIA (1757)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:BG";C_33.00.a;155;020;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"BULGARIA (1757)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:BG";C_33.00.a;155;030;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"BULGARIA (1757)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:BG";C_33.00.a;155;040;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"BULGARIA (1757)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:BG";C_33.00.a;155;050;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"BULGARIA (1757)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:BG";C_33.00.a;155;060;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"BULGARIA (1757)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:BG";C_33.00.a;155;070;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"BULGARIA (1757)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:BG";C_33.00.a;155;080;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"BULGARIA (1757)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:BG";C_33.00.a;155;090;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"BULGARIA (1757)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:BG";C_33.00.a;155;100;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"BULGARIA (1757)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:BG";C_33.00.a;155;110;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"BULGARIA (1757)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:BG";C_33.00.a;155;120;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"BULGARIA (1757)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x323,RCP=eba_GA:BG";C_33.00.a;155;130;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"BULGARIA (1757)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x323,RCP=eba_GA:BG";C_33.00.a;155;140;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"BULGARIA (1757)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:BG";C_33.00.a;155;150;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated impairment";;;;;;;;;"BULGARIA (1757)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:BG";C_33.00.a;155;160;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"BULGARIA (1757)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:BG";C_33.00.a;155;170;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"BULGARIA (1757)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:BG";C_33.00.a;155;180;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"BULGARIA (1757)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:BG";C_33.00.a;155;190;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"BULGARIA (1757)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x992,RCP=eba_GA:BG";C_33.00.a;155;200;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"BULGARIA (1757)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x992,RCP=eba_GA:BG";C_33.00.a;155;210;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"BULGARIA (1757)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x991,RCP=eba_GA:BG";C_33.00.a;155;220;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"BULGARIA (1757)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x991,RCP=eba_GA:BG";C_33.00.a;155;230;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"BULGARIA (1757)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:BG";C_33.00.a;155;240;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"BULGARIA (1757)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x203,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:BG";C_33.00.a;155;250;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"BULGARIA (1757)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x193,RCP=eba_GA:BG";C_33.00.a;155;290;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Exposure value";;;;;;;;;;"BULGARIA (1757)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x193,RCP=eba_GA:BG";C_33.00.a;155;300;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Risk weighted exposure amount";;;;;;;;;;"BULGARIA (1757)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:BG";C_33.00.a;160;010;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"BULGARIA (1757)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:BG";C_33.00.a;160;020;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"BULGARIA (1757)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:BG";C_33.00.a;160;030;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"BULGARIA (1757)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:BG";C_33.00.a;160;040;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"BULGARIA (1757)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:BG";C_33.00.a;160;050;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"BULGARIA (1757)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:BG";C_33.00.a;160;060;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"BULGARIA (1757)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:BG";C_33.00.a;160;070;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"BULGARIA (1757)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:BG";C_33.00.a;160;080;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"BULGARIA (1757)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:BG";C_33.00.a;160;090;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"BULGARIA (1757)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:BG";C_33.00.a;160;100;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"BULGARIA (1757)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:BG";C_33.00.a;160;110;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"BULGARIA (1757)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:BG";C_33.00.a;160;120;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"BULGARIA (1757)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x56,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:BG";C_33.00.a;160;130;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"BULGARIA (1757)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x56,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:BG";C_33.00.a;160;140;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"BULGARIA (1757)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:BG";C_33.00.a;160;150;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"Accumulated impairment";;;;;;;;;"BULGARIA (1757)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:BG";C_33.00.a;160;160;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"BULGARIA (1757)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:BG";C_33.00.a;160;170;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"BULGARIA (1757)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:BG";C_33.00.a;160;180;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"BULGARIA (1757)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:BG,RES=eba_TI:x621";C_33.00.a;200;090;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 2Y - 3Y [";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"BULGARIA (1757)";"010#165#200";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 2Y - 3Y [";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:BG,RES=eba_TI:x551";C_33.00.a;220;110;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"BULGARIA (1757)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:BG,RES=eba_TI:x551";C_33.00.a;220;160;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"BULGARIA (1757)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:BG,RES=eba_TI:x551";C_33.00.a;220;170;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"BULGARIA (1757)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:BG,RES=eba_TI:x551";C_33.00.a;220;190;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"BULGARIA (1757)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:BG,RES=eba_TI:x551";C_33.00.a;220;200;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"BULGARIA (1757)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:BG,RES=eba_TI:x551";C_33.00.a;220;210;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"BULGARIA (1757)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:BG,RES=eba_TI:x551";C_33.00.a;220;230;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"BULGARIA (1757)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,BAS=eba_BA:x10,CPS=eba_CT:x1,RCP=eba_GA:BG,RES=eba_TI:x551";C_33.00.a;220;240;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"BULGARIA (1757)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:BG,RES=eba_TI:x551";C_33.00.a;220;250;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"BULGARIA (1757)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,BAS=eba_BA:x7,CPS=eba_CT:x1,RCP=eba_GA:BG,RES=eba_TI:x551";C_33.00.a;220;260;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"BULGARIA (1757)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:BG,RES=eba_TI:x211";C_33.00.a;230;010;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"BULGARIA (1757)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:BG,RES=eba_TI:x211";C_33.00.a;230;020;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"BULGARIA (1757)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:BG,RES=eba_TI:x211";C_33.00.a;230;040;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"BULGARIA (1757)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:BG,RES=eba_TI:x211";C_33.00.a;230;060;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"BULGARIA (1757)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:BG,RES=eba_TI:x211";C_33.00.a;230;110;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"BULGARIA (1757)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:BG,RES=eba_TI:x211";C_33.00.a;230;140;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"BULGARIA (1757)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:BG,RES=eba_TI:x211";C_33.00.a;230;150;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated impairment";;;;;;;;;"BULGARIA (1757)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:BG,RES=eba_TI:x211";C_33.00.a;230;160;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"BULGARIA (1757)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:BG,RES=eba_TI:x211";C_33.00.a;230;170;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"BULGARIA (1757)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:BG,RES=eba_TI:x211";C_33.00.a;230;180;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"BULGARIA (1757)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:BG,RES=eba_TI:x211";C_33.00.a;230;190;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"BULGARIA (1757)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:BG,RES=eba_TI:x211";C_33.00.a;230;200;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"BULGARIA (1757)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:BG,RES=eba_TI:x211";C_33.00.a;230;210;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"BULGARIA (1757)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:BG,RES=eba_TI:x211";C_33.00.a;230;220;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"BULGARIA (1757)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:BG,RES=eba_TI:x211";C_33.00.a;230;230;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"BULGARIA (1757)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,BAS=eba_BA:x10,CPS=eba_CT:x1,RCP=eba_GA:BG,RES=eba_TI:x211";C_33.00.a;230;240;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"BULGARIA (1757)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:BG,RES=eba_TI:x211";C_33.00.a;230;250;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"BULGARIA (1757)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,BAS=eba_BA:x7,CPS=eba_CT:x1,RCP=eba_GA:BG,RES=eba_TI:x211";C_33.00.a;230;260;1757;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"BULGARIA (1757)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:CY";C_33.00.a;010;010;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"CYPRUS (1759)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:CY";C_33.00.a;010;020;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"CYPRUS (1759)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:CY";C_33.00.a;010;030;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"CYPRUS (1759)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:CY";C_33.00.a;010;050;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"CYPRUS (1759)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:CY";C_33.00.a;010;100;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"CYPRUS (1759)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:CY";C_33.00.a;010;130;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"CYPRUS (1759)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:CY";C_33.00.a;010;140;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"CYPRUS (1759)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:CY";C_33.00.a;010;160;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"CYPRUS (1759)";"010";"Total exposures";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:CY";C_33.00.a;010;180;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"CYPRUS (1759)";"010";"Total exposures";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:CY";C_33.00.a;010;190;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"CYPRUS (1759)";"010";"Total exposures";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:CY";C_33.00.a;010;200;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"CYPRUS (1759)";"010";"Total exposures";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:CY";C_33.00.a;010;210;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"CYPRUS (1759)";"010";"Total exposures";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:CY";C_33.00.a;010;220;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"CYPRUS (1759)";"010";"Total exposures";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:CY";C_33.00.a;010;230;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"CYPRUS (1759)";"010";"Total exposures";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,BAS=eba_BA:x10,CPS=eba_CT:x1,RCP=eba_GA:CY";C_33.00.a;010;240;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"CYPRUS (1759)";"010";"Total exposures";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:CY";C_33.00.a;010;250;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"CYPRUS (1759)";"010";"Total exposures";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,BAS=eba_BA:x7,CPS=eba_CT:x1,RCP=eba_GA:CY";C_33.00.a;010;260;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"CYPRUS (1759)";"010";"Total exposures";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,BAS=eba_BA:x9,CPS=eba_CT:x1,MCY=eba_MC:x193,RCP=eba_GA:CY";C_33.00.a;010;290;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Exposure value";;;;;;;;;;"CYPRUS (1759)";"010";"Total exposures";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,BAS=eba_BA:x9,CPS=eba_CT:x1,MCY=eba_MC:x193,RCP=eba_GA:CY";C_33.00.a;010;300;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Risk weighted exposure amount";;;;;;;;;;"CYPRUS (1759)";"010";"Total exposures";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:CY";C_33.00.a;020;010;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"CYPRUS (1759)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:CY";C_33.00.a;020;020;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"CYPRUS (1759)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:CY";C_33.00.a;020;030;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"CYPRUS (1759)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:CY";C_33.00.a;020;050;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"CYPRUS (1759)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:CY";C_33.00.a;020;110;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"CYPRUS (1759)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:CY";C_33.00.a;020;150;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Accumulated impairment";;;;;;;;;"CYPRUS (1759)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:CY";C_33.00.a;020;180;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"CYPRUS (1759)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:CY";C_33.00.a;020;190;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"CYPRUS (1759)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x45,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:CY";C_33.00.a;020;230;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"CYPRUS (1759)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x45,BAS=eba_BA:x10,CPS=eba_CT:x1,RCP=eba_GA:CY";C_33.00.a;020;240;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"CYPRUS (1759)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x45,BAS=eba_BA:x7,CPS=eba_CT:x1,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:CY";C_33.00.a;020;250;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"CYPRUS (1759)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x45,BAS=eba_BA:x7,CPS=eba_CT:x1,RCP=eba_GA:CY";C_33.00.a;020;260;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"CYPRUS (1759)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:CY";C_33.00.a;050;020;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"CYPRUS (1759)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:CY";C_33.00.a;050;030;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"CYPRUS (1759)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:CY";C_33.00.a;050;110;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"CYPRUS (1759)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:CY";C_33.00.a;050;120;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"CYPRUS (1759)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x323,RCP=eba_GA:CY";C_33.00.a;050;130;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"CYPRUS (1759)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x323,RCP=eba_GA:CY";C_33.00.a;050;140;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"CYPRUS (1759)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:CY";C_33.00.a;050;150;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated impairment";;;;;;;;;"CYPRUS (1759)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:CY";C_33.00.a;050;160;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"CYPRUS (1759)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:CY";C_33.00.a;050;170;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"CYPRUS (1759)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:CY";C_33.00.a;050;180;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"CYPRUS (1759)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:CY";C_33.00.a;050;190;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"CYPRUS (1759)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x992,RCP=eba_GA:CY";C_33.00.a;050;200;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"CYPRUS (1759)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x42,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x992,RCP=eba_GA:CY";C_33.00.a;050;210;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"CYPRUS (1759)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x991,RCP=eba_GA:CY";C_33.00.a;050;220;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"CYPRUS (1759)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x42,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x991,RCP=eba_GA:CY";C_33.00.a;050;230;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"CYPRUS (1759)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x42,BAS=eba_BA:x10,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:CY";C_33.00.a;050;240;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"CYPRUS (1759)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:CY";C_33.00.a;050;250;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"CYPRUS (1759)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:CY";C_33.00.a;050;260;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"CYPRUS (1759)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x193,RCP=eba_GA:CY";C_33.00.a;050;290;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Exposure value";;;;;;;;;;"CYPRUS (1759)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x193,RCP=eba_GA:CY";C_33.00.a;050;300;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Risk weighted exposure amount";;;;;;;;;;"CYPRUS (1759)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x223,RCP=eba_GA:CY";C_33.00.a;060;010;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"CYPRUS (1759)";"010#015#020#030#060";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Public sector entities";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x223,RCP=eba_GA:CY";C_33.00.a;060;020;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"CYPRUS (1759)";"010#015#020#030#060";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Public sector entities";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x223,RCP=eba_GA:CY";C_33.00.a;060;030;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"CYPRUS (1759)";"010#015#020#030#060";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Public sector entities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x323,RCP=eba_GA:CY";C_33.00.a;075;140;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"CYPRUS (1759)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:CY";C_33.00.a;075;150;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated impairment";;;;;;;;;"CYPRUS (1759)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:CY";C_33.00.a;075;160;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"CYPRUS (1759)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:CY";C_33.00.a;075;170;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"CYPRUS (1759)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:CY";C_33.00.a;075;180;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"CYPRUS (1759)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:CY";C_33.00.a;075;190;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"CYPRUS (1759)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x992,RCP=eba_GA:CY";C_33.00.a;075;200;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"CYPRUS (1759)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x42,BAS=eba_BA:x17,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x992,RCP=eba_GA:CY";C_33.00.a;075;210;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"CYPRUS (1759)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x991,RCP=eba_GA:CY";C_33.00.a;075;220;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"CYPRUS (1759)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x42,BAS=eba_BA:x17,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x991,RCP=eba_GA:CY";C_33.00.a;075;230;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"CYPRUS (1759)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x42,BAS=eba_BA:x10,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:CY";C_33.00.a;075;240;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"CYPRUS (1759)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x202,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:CY";C_33.00.a;075;250;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"CYPRUS (1759)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:CY";C_33.00.a;075;260;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"CYPRUS (1759)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x193,RCP=eba_GA:CY";C_33.00.a;075;290;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Exposure value";;;;;;;;;;"CYPRUS (1759)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x193,RCP=eba_GA:CY";C_33.00.a;075;300;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Risk weighted exposure amount";;;;;;;;;;"CYPRUS (1759)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:CY";C_33.00.a;080;010;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"CYPRUS (1759)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:CY";C_33.00.a;080;020;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"CYPRUS (1759)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:CY";C_33.00.a;080;030;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"CYPRUS (1759)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:CY";C_33.00.a;080;040;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"CYPRUS (1759)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:CY";C_33.00.a;080;050;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"CYPRUS (1759)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:CY";C_33.00.a;080;060;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"CYPRUS (1759)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:CY";C_33.00.a;080;070;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"CYPRUS (1759)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:CY";C_33.00.a;080;080;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"CYPRUS (1759)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:CY";C_33.00.a;080;090;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"CYPRUS (1759)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:CY";C_33.00.a;080;140;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"CYPRUS (1759)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:CY";C_33.00.a;080;150;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"Accumulated impairment";;;;;;;;;"CYPRUS (1759)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:CY";C_33.00.a;080;160;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"CYPRUS (1759)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:CY";C_33.00.a;080;170;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"CYPRUS (1759)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:CY";C_33.00.a;080;180;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"CYPRUS (1759)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:CY";C_33.00.a;080;210;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"CYPRUS (1759)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:CY";C_33.00.a;080;230;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"CYPRUS (1759)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x1,RCP=eba_GA:CY";C_33.00.a;080;240;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"CYPRUS (1759)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:CY";C_33.00.a;080;250;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"CYPRUS (1759)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,RCP=eba_GA:CY";C_33.00.a;080;260;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"CYPRUS (1759)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x1,MCY=eba_MC:x193,RCP=eba_GA:CY";C_33.00.a;080;290;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Exposure value";;;;;;;;;;"CYPRUS (1759)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x1,MCY=eba_MC:x193,RCP=eba_GA:CY";C_33.00.a;080;300;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Risk weighted exposure amount";;;;;;;;;;"CYPRUS (1759)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:CY";C_33.00.a;090;010;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"CYPRUS (1759)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:CY";C_33.00.a;090;020;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"CYPRUS (1759)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:CY";C_33.00.a;090;240;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"CYPRUS (1759)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:CY";C_33.00.a;090;250;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"CYPRUS (1759)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:CY";C_33.00.a;090;260;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"CYPRUS (1759)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:CY";C_33.00.a;090;290;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Exposure value";;;;;;;;;;"CYPRUS (1759)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:CY";C_33.00.a;090;300;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Risk weighted exposure amount";;;;;;;;;;"CYPRUS (1759)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:CY";C_33.00.a;100;010;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"CYPRUS (1759)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:CY";C_33.00.a;100;020;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"CYPRUS (1759)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:CY";C_33.00.a;100;030;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"CYPRUS (1759)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:CY";C_33.00.a;100;040;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"CYPRUS (1759)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:CY";C_33.00.a;100;050;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"CYPRUS (1759)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:CY";C_33.00.a;100;060;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"CYPRUS (1759)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:CY";C_33.00.a;100;070;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"CYPRUS (1759)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:CY";C_33.00.a;100;080;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"CYPRUS (1759)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:CY";C_33.00.a;100;090;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"CYPRUS (1759)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:CY";C_33.00.a;100;100;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"CYPRUS (1759)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:CY";C_33.00.a;100;110;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"CYPRUS (1759)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:CY";C_33.00.a;100;120;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"CYPRUS (1759)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:CY";C_33.00.a;100;130;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"CYPRUS (1759)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:CY";C_33.00.a;100;140;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"CYPRUS (1759)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:CY";C_33.00.a;100;150;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated impairment";;;;;;;;;"CYPRUS (1759)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:CY";C_33.00.a;100;160;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"CYPRUS (1759)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:CY";C_33.00.a;100;170;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"CYPRUS (1759)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:CY";C_33.00.a;100;180;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"CYPRUS (1759)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:CY";C_33.00.a;100;190;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"CYPRUS (1759)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:CY";C_33.00.a;100;210;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"CYPRUS (1759)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:CY";C_33.00.a;100;230;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"CYPRUS (1759)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x16,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:CY";C_33.00.a;100;250;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"CYPRUS (1759)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:CY";C_33.00.a;110;020;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"CYPRUS (1759)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:CY";C_33.00.a;110;030;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"CYPRUS (1759)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:CY";C_33.00.a;110;040;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"CYPRUS (1759)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:CY";C_33.00.a;110;080;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"CYPRUS (1759)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:CY";C_33.00.a;110;120;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"CYPRUS (1759)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x323,RCP=eba_GA:CY";C_33.00.a;110;130;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"CYPRUS (1759)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x323,RCP=eba_GA:CY";C_33.00.a;110;140;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"CYPRUS (1759)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:CY";C_33.00.a;110;150;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated impairment";;;;;;;;;"CYPRUS (1759)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:CY";C_33.00.a;110;160;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"CYPRUS (1759)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:CY";C_33.00.a;110;170;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"CYPRUS (1759)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:CY";C_33.00.a;110;180;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"CYPRUS (1759)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:CY";C_33.00.a;110;190;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"CYPRUS (1759)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x992,RCP=eba_GA:CY";C_33.00.a;110;200;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"CYPRUS (1759)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x992,RCP=eba_GA:CY";C_33.00.a;110;210;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"CYPRUS (1759)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x991,RCP=eba_GA:CY";C_33.00.a;110;220;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"CYPRUS (1759)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x991,RCP=eba_GA:CY";C_33.00.a;110;230;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"CYPRUS (1759)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:CY";C_33.00.a;110;240;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"CYPRUS (1759)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:CY";C_33.00.a;110;250;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"CYPRUS (1759)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:CY";C_33.00.a;110;260;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"CYPRUS (1759)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x193,RCP=eba_GA:CY";C_33.00.a;110;290;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Exposure value";;;;;;;;;;"CYPRUS (1759)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x193,RCP=eba_GA:CY";C_33.00.a;110;300;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Risk weighted exposure amount";;;;;;;;;;"CYPRUS (1759)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:CY";C_33.00.a;120;010;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"CYPRUS (1759)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:CY";C_33.00.a;120;020;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"CYPRUS (1759)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:CY";C_33.00.a;120;030;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"CYPRUS (1759)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:CY";C_33.00.a;120;040;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"CYPRUS (1759)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:CY";C_33.00.a;120;050;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"CYPRUS (1759)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:CY";C_33.00.a;120;120;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"CYPRUS (1759)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:CY";C_33.00.a;120;140;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"CYPRUS (1759)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:CY";C_33.00.a;120;150;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated impairment";;;;;;;;;"CYPRUS (1759)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:CY";C_33.00.a;120;160;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"CYPRUS (1759)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:CY";C_33.00.a;120;170;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"CYPRUS (1759)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:CY";C_33.00.a;120;180;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"CYPRUS (1759)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:CY";C_33.00.a;120;190;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"CYPRUS (1759)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:CY";C_33.00.a;120;200;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"CYPRUS (1759)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:CY";C_33.00.a;120;210;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"CYPRUS (1759)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:CY";C_33.00.a;120;220;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"CYPRUS (1759)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:CY";C_33.00.a;120;230;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"CYPRUS (1759)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:CY";C_33.00.a;120;240;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"CYPRUS (1759)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:CY";C_33.00.a;140;130;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"CYPRUS (1759)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:CY";C_33.00.a;140;140;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"CYPRUS (1759)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:CY";C_33.00.a;140;150;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated impairment";;;;;;;;;"CYPRUS (1759)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:CY";C_33.00.a;140;160;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"CYPRUS (1759)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:CY";C_33.00.a;140;170;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"CYPRUS (1759)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:CY";C_33.00.a;140;180;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"CYPRUS (1759)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:CY";C_33.00.a;140;190;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"CYPRUS (1759)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:CY";C_33.00.a;140;200;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"CYPRUS (1759)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:CY";C_33.00.a;140;210;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"CYPRUS (1759)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:CY";C_33.00.a;140;220;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"CYPRUS (1759)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:CY";C_33.00.a;140;230;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"CYPRUS (1759)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:CY";C_33.00.a;140;240;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"CYPRUS (1759)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x13,EXC=eba_EC:x16,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:CY";C_33.00.a;140;250;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"CYPRUS (1759)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:CY";C_33.00.a;140;260;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"CYPRUS (1759)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:CY";C_33.00.a;140;290;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Exposure value";;;;;;;;;;"CYPRUS (1759)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:CY";C_33.00.a;140;300;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Risk weighted exposure amount";;;;;;;;;;"CYPRUS (1759)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:CY";C_33.00.a;155;010;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"CYPRUS (1759)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:CY";C_33.00.a;155;020;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"CYPRUS (1759)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:CY";C_33.00.a;155;030;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"CYPRUS (1759)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:CY";C_33.00.a;155;040;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"CYPRUS (1759)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:CY";C_33.00.a;155;050;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"CYPRUS (1759)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:CY";C_33.00.a;155;060;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"CYPRUS (1759)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:CY";C_33.00.a;155;070;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"CYPRUS (1759)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:CY";C_33.00.a;155;080;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"CYPRUS (1759)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:CY";C_33.00.a;155;090;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"CYPRUS (1759)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:CY";C_33.00.a;155;100;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"CYPRUS (1759)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:CY";C_33.00.a;155;110;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"CYPRUS (1759)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:CY";C_33.00.a;155;120;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"CYPRUS (1759)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x323,RCP=eba_GA:CY";C_33.00.a;155;130;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"CYPRUS (1759)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x323,RCP=eba_GA:CY";C_33.00.a;155;140;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"CYPRUS (1759)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:CY";C_33.00.a;155;150;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated impairment";;;;;;;;;"CYPRUS (1759)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:CY";C_33.00.a;155;160;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"CYPRUS (1759)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:CY";C_33.00.a;155;170;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"CYPRUS (1759)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:CY";C_33.00.a;155;180;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"CYPRUS (1759)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:CY";C_33.00.a;155;190;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"CYPRUS (1759)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x992,RCP=eba_GA:CY";C_33.00.a;155;200;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"CYPRUS (1759)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x992,RCP=eba_GA:CY";C_33.00.a;155;210;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"CYPRUS (1759)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x991,RCP=eba_GA:CY";C_33.00.a;155;220;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"CYPRUS (1759)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x991,RCP=eba_GA:CY";C_33.00.a;155;230;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"CYPRUS (1759)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:CY";C_33.00.a;155;240;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"CYPRUS (1759)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x203,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:CY";C_33.00.a;155;250;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"CYPRUS (1759)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:CY";C_33.00.a;155;260;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"CYPRUS (1759)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:CY";C_33.00.a;160;100;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"CYPRUS (1759)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:CY";C_33.00.a;160;110;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"CYPRUS (1759)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:CY";C_33.00.a;160;120;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"CYPRUS (1759)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x56,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:CY";C_33.00.a;160;130;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"CYPRUS (1759)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x56,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:CY";C_33.00.a;160;140;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"CYPRUS (1759)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:CY";C_33.00.a;160;150;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"Accumulated impairment";;;;;;;;;"CYPRUS (1759)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:CY";C_33.00.a;160;160;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"CYPRUS (1759)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:CY";C_33.00.a;160;170;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"CYPRUS (1759)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:CY";C_33.00.a;160;180;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"CYPRUS (1759)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:CY";C_33.00.a;160;190;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"CYPRUS (1759)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:CY,RES=eba_TI:x542";C_33.00.a;210;080;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 3Y - 5Y [";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"CYPRUS (1759)";"010#165#210";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 3Y - 5Y [";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:CY,RES=eba_TI:x542";C_33.00.a;210;090;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 3Y - 5Y [";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"CYPRUS (1759)";"010#165#210";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 3Y - 5Y [";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:CY,RES=eba_TI:x551";C_33.00.a;220;110;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"CYPRUS (1759)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:CY,RES=eba_TI:x551";C_33.00.a;220;160;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"CYPRUS (1759)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:CY,RES=eba_TI:x551";C_33.00.a;220;180;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"CYPRUS (1759)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:CY,RES=eba_TI:x551";C_33.00.a;220;190;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"CYPRUS (1759)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:CY,RES=eba_TI:x551";C_33.00.a;220;200;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"CYPRUS (1759)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:CY,RES=eba_TI:x551";C_33.00.a;220;210;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"CYPRUS (1759)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:CY,RES=eba_TI:x551";C_33.00.a;220;220;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"CYPRUS (1759)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:CY,RES=eba_TI:x551";C_33.00.a;220;230;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"CYPRUS (1759)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,BAS=eba_BA:x10,CPS=eba_CT:x1,RCP=eba_GA:CY,RES=eba_TI:x551";C_33.00.a;220;240;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"CYPRUS (1759)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:CY,RES=eba_TI:x551";C_33.00.a;220;250;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"CYPRUS (1759)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,BAS=eba_BA:x7,CPS=eba_CT:x1,RCP=eba_GA:CY,RES=eba_TI:x551";C_33.00.a;220;260;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"CYPRUS (1759)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:CY,RES=eba_TI:x211";C_33.00.a;230;010;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"CYPRUS (1759)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:CY,RES=eba_TI:x211";C_33.00.a;230;020;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"CYPRUS (1759)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:CY,RES=eba_TI:x211";C_33.00.a;230;030;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"CYPRUS (1759)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:CY,RES=eba_TI:x211";C_33.00.a;230;040;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"CYPRUS (1759)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:CY,RES=eba_TI:x211";C_33.00.a;230;060;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"CYPRUS (1759)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:CY,RES=eba_TI:x211";C_33.00.a;230;070;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"CYPRUS (1759)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:CY,RES=eba_TI:x211";C_33.00.a;230;080;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"CYPRUS (1759)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:CY,RES=eba_TI:x211";C_33.00.a;230;100;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"CYPRUS (1759)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:CY,RES=eba_TI:x211";C_33.00.a;230;110;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"CYPRUS (1759)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:CY,RES=eba_TI:x211";C_33.00.a;230;120;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"CYPRUS (1759)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:CY,RES=eba_TI:x211";C_33.00.a;230;130;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"CYPRUS (1759)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:CY,RES=eba_TI:x211";C_33.00.a;230;140;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"CYPRUS (1759)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:CY,RES=eba_TI:x211";C_33.00.a;230;150;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated impairment";;;;;;;;;"CYPRUS (1759)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:CY,RES=eba_TI:x211";C_33.00.a;230;160;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"CYPRUS (1759)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:CY,RES=eba_TI:x211";C_33.00.a;230;170;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"CYPRUS (1759)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:CY,RES=eba_TI:x211";C_33.00.a;230;180;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"CYPRUS (1759)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:CY,RES=eba_TI:x211";C_33.00.a;230;190;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"CYPRUS (1759)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:CY,RES=eba_TI:x211";C_33.00.a;230;200;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"CYPRUS (1759)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:CY,RES=eba_TI:x211";C_33.00.a;230;210;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"CYPRUS (1759)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:CY,RES=eba_TI:x211";C_33.00.a;230;220;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"CYPRUS (1759)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:CY,RES=eba_TI:x211";C_33.00.a;230;230;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"CYPRUS (1759)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,BAS=eba_BA:x10,CPS=eba_CT:x1,RCP=eba_GA:CY,RES=eba_TI:x211";C_33.00.a;230;240;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"CYPRUS (1759)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:CY,RES=eba_TI:x211";C_33.00.a;230;250;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"CYPRUS (1759)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,BAS=eba_BA:x7,CPS=eba_CT:x1,RCP=eba_GA:CY,RES=eba_TI:x211";C_33.00.a;230;260;1759;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"CYPRUS (1759)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:CZ";C_33.00.a;010;010;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"CZECH REPUBLIC (1760)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:CZ";C_33.00.a;010;020;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"CZECH REPUBLIC (1760)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:CZ";C_33.00.a;010;030;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"CZECH REPUBLIC (1760)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:CZ";C_33.00.a;010;040;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"CZECH REPUBLIC (1760)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:CZ";C_33.00.a;010;160;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"CZECH REPUBLIC (1760)";"010";"Total exposures";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:CZ";C_33.00.a;010;230;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"CZECH REPUBLIC (1760)";"010";"Total exposures";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,BAS=eba_BA:x10,CPS=eba_CT:x1,RCP=eba_GA:CZ";C_33.00.a;010;240;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"CZECH REPUBLIC (1760)";"010";"Total exposures";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:CZ";C_33.00.a;010;250;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"CZECH REPUBLIC (1760)";"010";"Total exposures";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,BAS=eba_BA:x7,CPS=eba_CT:x1,RCP=eba_GA:CZ";C_33.00.a;010;260;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"CZECH REPUBLIC (1760)";"010";"Total exposures";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,BAS=eba_BA:x9,CPS=eba_CT:x1,MCY=eba_MC:x193,RCP=eba_GA:CZ";C_33.00.a;010;290;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Exposure value";;;;;;;;;;"CZECH REPUBLIC (1760)";"010";"Total exposures";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,BAS=eba_BA:x9,CPS=eba_CT:x1,MCY=eba_MC:x193,RCP=eba_GA:CZ";C_33.00.a;010;300;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Risk weighted exposure amount";;;;;;;;;;"CZECH REPUBLIC (1760)";"010";"Total exposures";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:CZ";C_33.00.a;020;010;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"CZECH REPUBLIC (1760)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:CZ";C_33.00.a;020;020;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"CZECH REPUBLIC (1760)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:CZ";C_33.00.a;020;030;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"CZECH REPUBLIC (1760)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:CZ";C_33.00.a;020;190;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"CZECH REPUBLIC (1760)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x45,BAS=eba_BA:x7,CPS=eba_CT:x1,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:CZ";C_33.00.a;020;250;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"CZECH REPUBLIC (1760)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x45,BAS=eba_BA:x7,CPS=eba_CT:x1,RCP=eba_GA:CZ";C_33.00.a;020;260;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"CZECH REPUBLIC (1760)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:CZ";C_33.00.a;040;150;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Accumulated impairment";;;;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:CZ";C_33.00.a;050;030;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x323,RCP=eba_GA:CZ";C_33.00.a;050;130;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x323,RCP=eba_GA:CZ";C_33.00.a;050;140;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:CZ";C_33.00.a;050;150;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated impairment";;;;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:CZ";C_33.00.a;050;160;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:CZ";C_33.00.a;050;170;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:CZ";C_33.00.a;050;180;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:CZ";C_33.00.a;050;190;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x992,RCP=eba_GA:CZ";C_33.00.a;050;200;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x42,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x992,RCP=eba_GA:CZ";C_33.00.a;050;210;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x991,RCP=eba_GA:CZ";C_33.00.a;050;220;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x42,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x991,RCP=eba_GA:CZ";C_33.00.a;050;230;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x42,BAS=eba_BA:x10,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:CZ";C_33.00.a;050;240;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:CZ";C_33.00.a;050;250;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:CZ";C_33.00.a;050;260;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x193,RCP=eba_GA:CZ";C_33.00.a;050;290;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Exposure value";;;;;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x193,RCP=eba_GA:CZ";C_33.00.a;050;300;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Risk weighted exposure amount";;;;;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x223,RCP=eba_GA:CZ";C_33.00.a;060;010;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#030#060";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Public sector entities";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x223,RCP=eba_GA:CZ";C_33.00.a;060;020;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#030#060";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Public sector entities";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x223,RCP=eba_GA:CZ";C_33.00.a;075;120;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x323,RCP=eba_GA:CZ";C_33.00.a;075;130;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x323,RCP=eba_GA:CZ";C_33.00.a;075;140;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:CZ";C_33.00.a;075;150;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated impairment";;;;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:CZ";C_33.00.a;075;160;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:CZ";C_33.00.a;075;170;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:CZ";C_33.00.a;075;180;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:CZ";C_33.00.a;075;190;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x992,RCP=eba_GA:CZ";C_33.00.a;075;200;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x42,BAS=eba_BA:x17,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x992,RCP=eba_GA:CZ";C_33.00.a;075;210;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x991,RCP=eba_GA:CZ";C_33.00.a;075;220;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x42,BAS=eba_BA:x17,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x991,RCP=eba_GA:CZ";C_33.00.a;075;230;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x42,BAS=eba_BA:x10,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:CZ";C_33.00.a;075;240;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x202,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:CZ";C_33.00.a;075;250;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:CZ";C_33.00.a;075;260;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x193,RCP=eba_GA:CZ";C_33.00.a;075;290;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Exposure value";;;;;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x193,RCP=eba_GA:CZ";C_33.00.a;075;300;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Risk weighted exposure amount";;;;;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:CZ";C_33.00.a;080;010;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:CZ";C_33.00.a;080;020;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:CZ";C_33.00.a;080;030;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:CZ";C_33.00.a;090;140;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:CZ";C_33.00.a;090;150;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Accumulated impairment";;;;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:CZ";C_33.00.a;090;170;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:CZ";C_33.00.a;090;180;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:CZ";C_33.00.a;090;190;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:CZ";C_33.00.a;090;220;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:CZ";C_33.00.a;090;300;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Risk weighted exposure amount";;;;;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:CZ";C_33.00.a;100;010;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:CZ";C_33.00.a;100;020;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:CZ";C_33.00.a;100;030;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:CZ";C_33.00.a;100;040;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:CZ";C_33.00.a;100;050;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:CZ";C_33.00.a;100;060;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:CZ";C_33.00.a;100;080;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:CZ";C_33.00.a;100;090;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:CZ";C_33.00.a;100;100;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:CZ";C_33.00.a;100;110;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:CZ";C_33.00.a;100;120;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:CZ";C_33.00.a;100;130;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:CZ";C_33.00.a;100;140;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:CZ";C_33.00.a;100;150;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated impairment";;;;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:CZ";C_33.00.a;100;160;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:CZ";C_33.00.a;100;170;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:CZ";C_33.00.a;100;180;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:CZ";C_33.00.a;100;190;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:CZ";C_33.00.a;100;200;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:CZ";C_33.00.a;100;210;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:CZ";C_33.00.a;100;220;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:CZ";C_33.00.a;100;230;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:CZ";C_33.00.a;100;240;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x16,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:CZ";C_33.00.a;100;250;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:CZ";C_33.00.a;100;260;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:CZ";C_33.00.a;100;290;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Exposure value";;;;;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:CZ";C_33.00.a;100;300;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Risk weighted exposure amount";;;;;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:CZ";C_33.00.a;110;010;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:CZ";C_33.00.a;110;020;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:CZ";C_33.00.a;110;030;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:CZ";C_33.00.a;110;040;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:CZ";C_33.00.a;110;050;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:CZ";C_33.00.a;110;060;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:CZ";C_33.00.a;110;070;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:CZ";C_33.00.a;110;080;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x323,RCP=eba_GA:CZ";C_33.00.a;110;140;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:CZ";C_33.00.a;110;150;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated impairment";;;;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:CZ";C_33.00.a;110;160;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:CZ";C_33.00.a;110;180;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:CZ";C_33.00.a;110;190;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x992,RCP=eba_GA:CZ";C_33.00.a;110;200;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x991,RCP=eba_GA:CZ";C_33.00.a;110;220;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x991,RCP=eba_GA:CZ";C_33.00.a;110;230;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:CZ";C_33.00.a;110;240;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:CZ";C_33.00.a;110;250;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:CZ";C_33.00.a;110;260;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x193,RCP=eba_GA:CZ";C_33.00.a;110;290;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Exposure value";;;;;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x193,RCP=eba_GA:CZ";C_33.00.a;110;300;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Risk weighted exposure amount";;;;;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:CZ";C_33.00.a;120;010;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:CZ";C_33.00.a;120;020;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:CZ";C_33.00.a;120;030;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:CZ";C_33.00.a;120;040;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:CZ";C_33.00.a;120;050;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:CZ";C_33.00.a;120;060;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:CZ";C_33.00.a;120;070;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:CZ";C_33.00.a;120;080;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:CZ";C_33.00.a;120;090;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:CZ";C_33.00.a;120;100;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:CZ";C_33.00.a;120;110;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:CZ";C_33.00.a;120;120;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:CZ";C_33.00.a;120;130;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:CZ";C_33.00.a;120;140;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:CZ";C_33.00.a;120;150;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated impairment";;;;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:CZ";C_33.00.a;120;160;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:CZ";C_33.00.a;120;170;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:CZ";C_33.00.a;120;180;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:CZ";C_33.00.a;120;190;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:CZ";C_33.00.a;140;140;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:CZ";C_33.00.a;140;150;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated impairment";;;;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:CZ";C_33.00.a;140;160;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:CZ";C_33.00.a;140;170;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:CZ";C_33.00.a;140;180;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:CZ";C_33.00.a;140;190;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:CZ";C_33.00.a;140;200;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:CZ";C_33.00.a;140;210;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:CZ";C_33.00.a;140;220;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:CZ";C_33.00.a;140;230;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:CZ";C_33.00.a;140;240;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x13,EXC=eba_EC:x16,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:CZ";C_33.00.a;140;250;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:CZ";C_33.00.a;140;260;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:CZ";C_33.00.a;140;290;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Exposure value";;;;;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:CZ";C_33.00.a;140;300;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Risk weighted exposure amount";;;;;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:CZ";C_33.00.a;155;010;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:CZ";C_33.00.a;155;020;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:CZ";C_33.00.a;155;030;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:CZ";C_33.00.a;155;040;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:CZ";C_33.00.a;155;050;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:CZ";C_33.00.a;155;060;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:CZ";C_33.00.a;155;070;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:CZ";C_33.00.a;155;080;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:CZ";C_33.00.a;155;090;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:CZ";C_33.00.a;155;100;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:CZ";C_33.00.a;155;110;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:CZ";C_33.00.a;155;120;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x323,RCP=eba_GA:CZ";C_33.00.a;155;130;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x323,RCP=eba_GA:CZ";C_33.00.a;155;140;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:CZ";C_33.00.a;155;150;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated impairment";;;;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:CZ";C_33.00.a;155;160;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:CZ";C_33.00.a;155;170;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:CZ";C_33.00.a;155;180;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:CZ";C_33.00.a;155;190;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x992,RCP=eba_GA:CZ";C_33.00.a;155;200;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x992,RCP=eba_GA:CZ";C_33.00.a;155;210;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"CZECH REPUBLIC (1760)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:CZ";C_33.00.a;160;070;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"CZECH REPUBLIC (1760)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:CZ";C_33.00.a;160;090;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"CZECH REPUBLIC (1760)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:CZ";C_33.00.a;160;110;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"CZECH REPUBLIC (1760)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:CZ";C_33.00.a;160;120;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"CZECH REPUBLIC (1760)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x56,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:CZ";C_33.00.a;160;130;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"CZECH REPUBLIC (1760)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:CZ,RES=eba_TI:x211";C_33.00.a;230;100;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"CZECH REPUBLIC (1760)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:CZ,RES=eba_TI:x211";C_33.00.a;230;130;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"CZECH REPUBLIC (1760)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:CZ,RES=eba_TI:x211";C_33.00.a;230;140;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"CZECH REPUBLIC (1760)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:CZ,RES=eba_TI:x211";C_33.00.a;230;150;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated impairment";;;;;;;;;"CZECH REPUBLIC (1760)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:CZ,RES=eba_TI:x211";C_33.00.a;230;160;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"CZECH REPUBLIC (1760)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:CZ,RES=eba_TI:x211";C_33.00.a;230;170;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"CZECH REPUBLIC (1760)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:CZ,RES=eba_TI:x211";C_33.00.a;230;180;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"CZECH REPUBLIC (1760)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:CZ,RES=eba_TI:x211";C_33.00.a;230;190;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"CZECH REPUBLIC (1760)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:CZ,RES=eba_TI:x211";C_33.00.a;230;200;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"CZECH REPUBLIC (1760)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:CZ,RES=eba_TI:x211";C_33.00.a;230;220;1760;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"CZECH REPUBLIC (1760)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:DK";C_33.00.a;010;010;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"DENMARK (1761)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:DK";C_33.00.a;010;070;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"DENMARK (1761)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:DK";C_33.00.a;010;080;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"DENMARK (1761)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:DK";C_33.00.a;010;090;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"DENMARK (1761)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:DK";C_33.00.a;010;130;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"DENMARK (1761)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:DK";C_33.00.a;010;140;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"DENMARK (1761)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:DK";C_33.00.a;010;150;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Accumulated impairment";;;;;;;;;"DENMARK (1761)";"010";"Total exposures";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:DK";C_33.00.a;010;160;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"DENMARK (1761)";"010";"Total exposures";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:DK";C_33.00.a;010;170;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"DENMARK (1761)";"010";"Total exposures";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:DK";C_33.00.a;010;180;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"DENMARK (1761)";"010";"Total exposures";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:DK";C_33.00.a;010;190;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"DENMARK (1761)";"010";"Total exposures";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:DK";C_33.00.a;010;200;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"DENMARK (1761)";"010";"Total exposures";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:DK";C_33.00.a;010;210;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"DENMARK (1761)";"010";"Total exposures";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:DK";C_33.00.a;010;220;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"DENMARK (1761)";"010";"Total exposures";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:DK";C_33.00.a;010;230;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"DENMARK (1761)";"010";"Total exposures";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,BAS=eba_BA:x10,CPS=eba_CT:x1,RCP=eba_GA:DK";C_33.00.a;010;240;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"DENMARK (1761)";"010";"Total exposures";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:DK";C_33.00.a;010;250;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"DENMARK (1761)";"010";"Total exposures";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,BAS=eba_BA:x9,CPS=eba_CT:x1,MCY=eba_MC:x193,RCP=eba_GA:DK";C_33.00.a;010;290;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Exposure value";;;;;;;;;;"DENMARK (1761)";"010";"Total exposures";"Exposure value";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:DK";C_33.00.a;040;140;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"DENMARK (1761)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:DK";C_33.00.a;040;150;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Accumulated impairment";;;;;;;;;"DENMARK (1761)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:DK";C_33.00.a;040;160;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"DENMARK (1761)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:DK";C_33.00.a;040;170;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"DENMARK (1761)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:DK";C_33.00.a;040;180;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"DENMARK (1761)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:DK";C_33.00.a;040;190;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"DENMARK (1761)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:DK";C_33.00.a;040;200;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"DENMARK (1761)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x42,BAS=eba_BA:x17,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:DK";C_33.00.a;040;210;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"DENMARK (1761)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:DK";C_33.00.a;040;220;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"DENMARK (1761)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x42,BAS=eba_BA:x17,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:DK";C_33.00.a;040;230;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"DENMARK (1761)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x42,BAS=eba_BA:x10,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:DK";C_33.00.a;040;240;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"DENMARK (1761)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:DK";C_33.00.a;040;250;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"DENMARK (1761)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:DK";C_33.00.a;040;260;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"DENMARK (1761)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:DK";C_33.00.a;040;290;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Exposure value";;;;;;;;;;"DENMARK (1761)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:DK";C_33.00.a;040;300;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Risk weighted exposure amount";;;;;;;;;;"DENMARK (1761)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:DK";C_33.00.a;050;010;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"DENMARK (1761)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:DK";C_33.00.a;050;020;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"DENMARK (1761)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:DK";C_33.00.a;050;030;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"DENMARK (1761)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:DK";C_33.00.a;050;040;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"DENMARK (1761)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:DK";C_33.00.a;050;050;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"DENMARK (1761)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:DK";C_33.00.a;050;060;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"DENMARK (1761)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:DK";C_33.00.a;050;070;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"DENMARK (1761)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:DK";C_33.00.a;050;090;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"DENMARK (1761)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:DK";C_33.00.a;050;100;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"DENMARK (1761)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:DK";C_33.00.a;050;110;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"DENMARK (1761)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:DK";C_33.00.a;050;120;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"DENMARK (1761)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x323,RCP=eba_GA:DK";C_33.00.a;050;130;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"DENMARK (1761)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x323,RCP=eba_GA:DK";C_33.00.a;050;140;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"DENMARK (1761)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:DK";C_33.00.a;050;150;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated impairment";;;;;;;;;"DENMARK (1761)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:DK";C_33.00.a;050;160;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"DENMARK (1761)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:DK";C_33.00.a;050;170;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"DENMARK (1761)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:DK";C_33.00.a;050;180;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"DENMARK (1761)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:DK";C_33.00.a;050;190;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"DENMARK (1761)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x42,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x992,RCP=eba_GA:DK";C_33.00.a;050;210;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"DENMARK (1761)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x991,RCP=eba_GA:DK";C_33.00.a;050;220;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"DENMARK (1761)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x42,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x991,RCP=eba_GA:DK";C_33.00.a;050;230;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"DENMARK (1761)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x42,BAS=eba_BA:x10,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:DK";C_33.00.a;050;240;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"DENMARK (1761)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:DK";C_33.00.a;050;250;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"DENMARK (1761)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:DK";C_33.00.a;050;260;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"DENMARK (1761)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x193,RCP=eba_GA:DK";C_33.00.a;050;290;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Exposure value";;;;;;;;;;"DENMARK (1761)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Exposure value";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x223,RCP=eba_GA:DK";C_33.00.a;075;100;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"DENMARK (1761)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x223,RCP=eba_GA:DK";C_33.00.a;075;120;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"DENMARK (1761)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x323,RCP=eba_GA:DK";C_33.00.a;075;130;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"DENMARK (1761)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x323,RCP=eba_GA:DK";C_33.00.a;075;140;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"DENMARK (1761)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:DK";C_33.00.a;075;150;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated impairment";;;;;;;;;"DENMARK (1761)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:DK";C_33.00.a;075;160;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"DENMARK (1761)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:DK";C_33.00.a;075;170;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"DENMARK (1761)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:DK";C_33.00.a;075;180;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"DENMARK (1761)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:DK";C_33.00.a;075;190;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"DENMARK (1761)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x992,RCP=eba_GA:DK";C_33.00.a;075;200;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"DENMARK (1761)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x42,BAS=eba_BA:x17,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x992,RCP=eba_GA:DK";C_33.00.a;075;210;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"DENMARK (1761)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x991,RCP=eba_GA:DK";C_33.00.a;075;220;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"DENMARK (1761)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x42,BAS=eba_BA:x17,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x991,RCP=eba_GA:DK";C_33.00.a;075;230;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"DENMARK (1761)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x42,BAS=eba_BA:x10,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:DK";C_33.00.a;075;240;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"DENMARK (1761)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x202,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:DK";C_33.00.a;075;250;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"DENMARK (1761)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:DK";C_33.00.a;075;260;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"DENMARK (1761)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x193,RCP=eba_GA:DK";C_33.00.a;075;290;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Exposure value";;;;;;;;;;"DENMARK (1761)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x193,RCP=eba_GA:DK";C_33.00.a;075;300;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Risk weighted exposure amount";;;;;;;;;;"DENMARK (1761)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:DK";C_33.00.a;080;010;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"DENMARK (1761)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:DK";C_33.00.a;080;020;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"DENMARK (1761)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:DK";C_33.00.a;080;030;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"DENMARK (1761)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:DK";C_33.00.a;080;050;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"DENMARK (1761)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:DK";C_33.00.a;090;190;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"DENMARK (1761)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:DK";C_33.00.a;090;240;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"DENMARK (1761)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:DK";C_33.00.a;090;250;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"DENMARK (1761)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:DK";C_33.00.a;090;260;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"DENMARK (1761)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:DK";C_33.00.a;090;290;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Exposure value";;;;;;;;;;"DENMARK (1761)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:DK";C_33.00.a;090;300;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Risk weighted exposure amount";;;;;;;;;;"DENMARK (1761)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:DK";C_33.00.a;100;010;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"DENMARK (1761)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:DK";C_33.00.a;100;020;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"DENMARK (1761)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:DK";C_33.00.a;100;030;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"DENMARK (1761)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:DK";C_33.00.a;100;040;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"DENMARK (1761)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:DK";C_33.00.a;100;050;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"DENMARK (1761)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:DK";C_33.00.a;100;060;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"DENMARK (1761)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:DK";C_33.00.a;100;070;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"DENMARK (1761)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:DK";C_33.00.a;100;080;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"DENMARK (1761)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:DK";C_33.00.a;100;090;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"DENMARK (1761)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:DK";C_33.00.a;100;100;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"DENMARK (1761)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:DK";C_33.00.a;100;110;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"DENMARK (1761)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:DK";C_33.00.a;100;120;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"DENMARK (1761)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:DK";C_33.00.a;100;130;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"DENMARK (1761)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:DK";C_33.00.a;100;140;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"DENMARK (1761)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:DK";C_33.00.a;100;150;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated impairment";;;;;;;;;"DENMARK (1761)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:DK";C_33.00.a;100;160;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"DENMARK (1761)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:DK";C_33.00.a;100;170;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"DENMARK (1761)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:DK";C_33.00.a;100;180;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"DENMARK (1761)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:DK";C_33.00.a;100;190;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"DENMARK (1761)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:DK";C_33.00.a;100;200;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"DENMARK (1761)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:DK";C_33.00.a;100;210;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"DENMARK (1761)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:DK";C_33.00.a;100;220;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"DENMARK (1761)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:DK";C_33.00.a;100;230;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"DENMARK (1761)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:DK";C_33.00.a;100;240;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"DENMARK (1761)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x16,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:DK";C_33.00.a;100;250;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"DENMARK (1761)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:DK";C_33.00.a;100;260;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"DENMARK (1761)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:DK";C_33.00.a;100;290;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Exposure value";;;;;;;;;;"DENMARK (1761)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:DK";C_33.00.a;100;300;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Risk weighted exposure amount";;;;;;;;;;"DENMARK (1761)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:DK";C_33.00.a;110;010;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"DENMARK (1761)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:DK";C_33.00.a;110;020;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"DENMARK (1761)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:DK";C_33.00.a;110;030;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"DENMARK (1761)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:DK";C_33.00.a;110;040;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"DENMARK (1761)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:DK";C_33.00.a;110;050;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"DENMARK (1761)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:DK";C_33.00.a;110;060;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"DENMARK (1761)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:DK";C_33.00.a;110;070;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"DENMARK (1761)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:DK";C_33.00.a;110;080;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"DENMARK (1761)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:DK";C_33.00.a;110;110;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"DENMARK (1761)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:DK";C_33.00.a;110;120;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"DENMARK (1761)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x323,RCP=eba_GA:DK";C_33.00.a;110;130;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"DENMARK (1761)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x323,RCP=eba_GA:DK";C_33.00.a;110;140;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"DENMARK (1761)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:DK";C_33.00.a;110;150;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated impairment";;;;;;;;;"DENMARK (1761)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:DK";C_33.00.a;110;160;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"DENMARK (1761)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:DK";C_33.00.a;110;170;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"DENMARK (1761)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:DK";C_33.00.a;110;180;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"DENMARK (1761)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:DK";C_33.00.a;110;190;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"DENMARK (1761)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x992,RCP=eba_GA:DK";C_33.00.a;110;200;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"DENMARK (1761)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x992,RCP=eba_GA:DK";C_33.00.a;110;210;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"DENMARK (1761)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x991,RCP=eba_GA:DK";C_33.00.a;110;220;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"DENMARK (1761)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x991,RCP=eba_GA:DK";C_33.00.a;110;230;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"DENMARK (1761)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:DK";C_33.00.a;110;240;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"DENMARK (1761)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:DK";C_33.00.a;110;250;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"DENMARK (1761)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:DK";C_33.00.a;110;260;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"DENMARK (1761)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x193,RCP=eba_GA:DK";C_33.00.a;110;290;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Exposure value";;;;;;;;;;"DENMARK (1761)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x193,RCP=eba_GA:DK";C_33.00.a;110;300;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Risk weighted exposure amount";;;;;;;;;;"DENMARK (1761)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:DK";C_33.00.a;120;010;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"DENMARK (1761)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:DK";C_33.00.a;120;020;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"DENMARK (1761)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:DK";C_33.00.a;120;030;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"DENMARK (1761)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:DK";C_33.00.a;120;040;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"DENMARK (1761)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:DK";C_33.00.a;120;050;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"DENMARK (1761)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:DK";C_33.00.a;120;060;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"DENMARK (1761)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:DK";C_33.00.a;120;070;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"DENMARK (1761)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:DK";C_33.00.a;120;080;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"DENMARK (1761)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:DK";C_33.00.a;120;090;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"DENMARK (1761)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:DK";C_33.00.a;120;110;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"DENMARK (1761)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:DK";C_33.00.a;120;120;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"DENMARK (1761)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:DK";C_33.00.a;120;130;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"DENMARK (1761)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:DK";C_33.00.a;120;140;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"DENMARK (1761)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:DK";C_33.00.a;120;150;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated impairment";;;;;;;;;"DENMARK (1761)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:DK";C_33.00.a;120;160;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"DENMARK (1761)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:DK";C_33.00.a;120;170;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"DENMARK (1761)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:DK";C_33.00.a;120;180;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"DENMARK (1761)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:DK";C_33.00.a;120;190;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"DENMARK (1761)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:DK";C_33.00.a;120;200;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"DENMARK (1761)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:DK";C_33.00.a;140;140;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"DENMARK (1761)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:DK";C_33.00.a;140;150;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated impairment";;;;;;;;;"DENMARK (1761)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:DK";C_33.00.a;140;160;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"DENMARK (1761)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:DK";C_33.00.a;140;170;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"DENMARK (1761)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:DK";C_33.00.a;140;180;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"DENMARK (1761)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:DK";C_33.00.a;140;190;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"DENMARK (1761)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:DK";C_33.00.a;140;200;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"DENMARK (1761)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:DK";C_33.00.a;140;210;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"DENMARK (1761)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:DK";C_33.00.a;140;220;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"DENMARK (1761)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:DK";C_33.00.a;140;230;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"DENMARK (1761)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:DK";C_33.00.a;140;240;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"DENMARK (1761)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x13,EXC=eba_EC:x16,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:DK";C_33.00.a;140;250;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"DENMARK (1761)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:DK";C_33.00.a;140;260;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"DENMARK (1761)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:DK";C_33.00.a;140;290;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Exposure value";;;;;;;;;;"DENMARK (1761)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:DK";C_33.00.a;140;300;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Risk weighted exposure amount";;;;;;;;;;"DENMARK (1761)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:DK";C_33.00.a;155;010;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"DENMARK (1761)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:DK";C_33.00.a;155;020;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"DENMARK (1761)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:DK";C_33.00.a;155;030;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"DENMARK (1761)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:DK";C_33.00.a;155;040;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"DENMARK (1761)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:DK";C_33.00.a;155;050;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"DENMARK (1761)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:DK";C_33.00.a;155;060;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"DENMARK (1761)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:DK";C_33.00.a;155;070;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"DENMARK (1761)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:DK";C_33.00.a;155;080;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"DENMARK (1761)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:DK";C_33.00.a;155;090;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"DENMARK (1761)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:DK";C_33.00.a;155;100;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"DENMARK (1761)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:DK";C_33.00.a;155;110;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"DENMARK (1761)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:DK";C_33.00.a;155;120;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"DENMARK (1761)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x323,RCP=eba_GA:DK";C_33.00.a;155;130;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"DENMARK (1761)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x323,RCP=eba_GA:DK";C_33.00.a;155;140;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"DENMARK (1761)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:DK";C_33.00.a;155;150;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated impairment";;;;;;;;;"DENMARK (1761)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:DK";C_33.00.a;155;160;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"DENMARK (1761)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:DK";C_33.00.a;155;170;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"DENMARK (1761)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:DK";C_33.00.a;155;180;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"DENMARK (1761)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:DK";C_33.00.a;155;190;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"DENMARK (1761)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x992,RCP=eba_GA:DK";C_33.00.a;155;200;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"DENMARK (1761)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x992,RCP=eba_GA:DK";C_33.00.a;155;210;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"DENMARK (1761)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x991,RCP=eba_GA:DK";C_33.00.a;155;220;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"DENMARK (1761)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x991,RCP=eba_GA:DK";C_33.00.a;155;230;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"DENMARK (1761)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:DK";C_33.00.a;160;020;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"DENMARK (1761)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:DK";C_33.00.a;160;050;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"DENMARK (1761)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:DK";C_33.00.a;160;060;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"DENMARK (1761)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:DK";C_33.00.a;160;070;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"DENMARK (1761)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:DK";C_33.00.a;160;080;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"DENMARK (1761)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:DK";C_33.00.a;160;090;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"DENMARK (1761)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:DK";C_33.00.a;160;100;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"DENMARK (1761)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:DK";C_33.00.a;160;110;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"DENMARK (1761)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:DK";C_33.00.a;160;120;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"DENMARK (1761)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x56,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:DK";C_33.00.a;160;130;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"DENMARK (1761)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x56,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:DK";C_33.00.a;160;140;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"DENMARK (1761)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:DK";C_33.00.a;160;150;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"Accumulated impairment";;;;;;;;;"DENMARK (1761)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:DK,RES=eba_TI:x551";C_33.00.a;220;170;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"DENMARK (1761)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:DK,RES=eba_TI:x551";C_33.00.a;220;180;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"DENMARK (1761)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:DK,RES=eba_TI:x551";C_33.00.a;220;190;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"DENMARK (1761)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:DK,RES=eba_TI:x551";C_33.00.a;220;200;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"DENMARK (1761)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:DK,RES=eba_TI:x551";C_33.00.a;220;220;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"DENMARK (1761)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:DK,RES=eba_TI:x211";C_33.00.a;230;010;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"DENMARK (1761)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:DK,RES=eba_TI:x211";C_33.00.a;230;110;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"DENMARK (1761)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:DK,RES=eba_TI:x211";C_33.00.a;230;150;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated impairment";;;;;;;;;"DENMARK (1761)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:DK,RES=eba_TI:x211";C_33.00.a;230;160;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"DENMARK (1761)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:DK,RES=eba_TI:x211";C_33.00.a;230;170;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"DENMARK (1761)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:DK,RES=eba_TI:x211";C_33.00.a;230;180;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"DENMARK (1761)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:DK,RES=eba_TI:x211";C_33.00.a;230;190;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"DENMARK (1761)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:DK,RES=eba_TI:x211";C_33.00.a;230;200;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"DENMARK (1761)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:DK,RES=eba_TI:x211";C_33.00.a;230;210;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"DENMARK (1761)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:DK,RES=eba_TI:x211";C_33.00.a;230;220;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"DENMARK (1761)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:DK,RES=eba_TI:x211";C_33.00.a;230;230;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"DENMARK (1761)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,BAS=eba_BA:x10,CPS=eba_CT:x1,RCP=eba_GA:DK,RES=eba_TI:x211";C_33.00.a;230;240;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"DENMARK (1761)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:DK,RES=eba_TI:x211";C_33.00.a;230;250;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"DENMARK (1761)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,BAS=eba_BA:x7,CPS=eba_CT:x1,RCP=eba_GA:DK,RES=eba_TI:x211";C_33.00.a;230;260;1761;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"DENMARK (1761)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:EE";C_33.00.a;010;010;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"ESTONIA (1763)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:EE";C_33.00.a;010;020;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"ESTONIA (1763)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:EE";C_33.00.a;010;050;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"ESTONIA (1763)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:EE";C_33.00.a;010;070;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"ESTONIA (1763)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:EE";C_33.00.a;010;090;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"ESTONIA (1763)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:EE";C_33.00.a;010;100;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"ESTONIA (1763)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:EE";C_33.00.a;010;110;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"ESTONIA (1763)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:EE";C_33.00.a;010;130;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"ESTONIA (1763)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:EE";C_33.00.a;010;140;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"ESTONIA (1763)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:EE";C_33.00.a;010;150;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Accumulated impairment";;;;;;;;;"ESTONIA (1763)";"010";"Total exposures";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:EE";C_33.00.a;010;160;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"ESTONIA (1763)";"010";"Total exposures";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:EE";C_33.00.a;010;170;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"ESTONIA (1763)";"010";"Total exposures";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:EE";C_33.00.a;010;180;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"ESTONIA (1763)";"010";"Total exposures";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:EE";C_33.00.a;010;190;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"ESTONIA (1763)";"010";"Total exposures";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:EE";C_33.00.a;010;200;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"ESTONIA (1763)";"010";"Total exposures";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:EE";C_33.00.a;010;210;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"ESTONIA (1763)";"010";"Total exposures";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:EE";C_33.00.a;010;220;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"ESTONIA (1763)";"010";"Total exposures";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:EE";C_33.00.a;010;230;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"ESTONIA (1763)";"010";"Total exposures";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,BAS=eba_BA:x10,CPS=eba_CT:x1,RCP=eba_GA:EE";C_33.00.a;010;240;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"ESTONIA (1763)";"010";"Total exposures";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:EE";C_33.00.a;010;250;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"ESTONIA (1763)";"010";"Total exposures";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,BAS=eba_BA:x7,CPS=eba_CT:x1,RCP=eba_GA:EE";C_33.00.a;010;260;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"ESTONIA (1763)";"010";"Total exposures";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,BAS=eba_BA:x9,CPS=eba_CT:x1,MCY=eba_MC:x193,RCP=eba_GA:EE";C_33.00.a;010;290;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Exposure value";;;;;;;;;;"ESTONIA (1763)";"010";"Total exposures";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,BAS=eba_BA:x9,CPS=eba_CT:x1,MCY=eba_MC:x193,RCP=eba_GA:EE";C_33.00.a;010;300;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Risk weighted exposure amount";;;;;;;;;;"ESTONIA (1763)";"010";"Total exposures";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:EE";C_33.00.a;020;020;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"ESTONIA (1763)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:EE";C_33.00.a;030;180;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Standardised Approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"ESTONIA (1763)";"010#015#020#030";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:EE";C_33.00.a;040;140;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"ESTONIA (1763)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:EE";C_33.00.a;040;150;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Accumulated impairment";;;;;;;;;"ESTONIA (1763)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:EE";C_33.00.a;040;160;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"ESTONIA (1763)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:EE";C_33.00.a;040;170;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"ESTONIA (1763)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:EE";C_33.00.a;040;180;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"ESTONIA (1763)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:EE";C_33.00.a;040;190;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"ESTONIA (1763)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:EE";C_33.00.a;040;200;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"ESTONIA (1763)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x42,BAS=eba_BA:x17,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:EE";C_33.00.a;040;210;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"ESTONIA (1763)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:EE";C_33.00.a;040;220;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"ESTONIA (1763)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x42,BAS=eba_BA:x17,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:EE";C_33.00.a;040;230;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"ESTONIA (1763)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x42,BAS=eba_BA:x10,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:EE";C_33.00.a;040;240;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"ESTONIA (1763)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:EE";C_33.00.a;040;250;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"ESTONIA (1763)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:EE";C_33.00.a;040;260;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"ESTONIA (1763)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:EE";C_33.00.a;040;290;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Exposure value";;;;;;;;;;"ESTONIA (1763)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:EE";C_33.00.a;040;300;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Risk weighted exposure amount";;;;;;;;;;"ESTONIA (1763)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:EE";C_33.00.a;050;010;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"ESTONIA (1763)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:EE";C_33.00.a;050;020;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"ESTONIA (1763)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:EE";C_33.00.a;050;030;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"ESTONIA (1763)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:EE";C_33.00.a;050;040;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"ESTONIA (1763)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:EE";C_33.00.a;050;050;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"ESTONIA (1763)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:EE";C_33.00.a;050;060;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"ESTONIA (1763)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:EE";C_33.00.a;050;070;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"ESTONIA (1763)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:EE";C_33.00.a;050;080;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"ESTONIA (1763)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:EE";C_33.00.a;050;090;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"ESTONIA (1763)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:EE";C_33.00.a;050;110;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"ESTONIA (1763)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:EE";C_33.00.a;050;120;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"ESTONIA (1763)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x323,RCP=eba_GA:EE";C_33.00.a;050;130;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"ESTONIA (1763)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x323,RCP=eba_GA:EE";C_33.00.a;050;140;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"ESTONIA (1763)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:EE";C_33.00.a;050;150;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated impairment";;;;;;;;;"ESTONIA (1763)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:EE";C_33.00.a;050;160;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"ESTONIA (1763)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:EE";C_33.00.a;050;170;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"ESTONIA (1763)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:EE";C_33.00.a;050;180;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"ESTONIA (1763)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:EE";C_33.00.a;050;190;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"ESTONIA (1763)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x992,RCP=eba_GA:EE";C_33.00.a;050;200;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"ESTONIA (1763)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x42,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x992,RCP=eba_GA:EE";C_33.00.a;050;210;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"ESTONIA (1763)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x991,RCP=eba_GA:EE";C_33.00.a;050;220;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"ESTONIA (1763)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x42,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x991,RCP=eba_GA:EE";C_33.00.a;050;230;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"ESTONIA (1763)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x42,BAS=eba_BA:x10,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:EE";C_33.00.a;050;240;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"ESTONIA (1763)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:EE";C_33.00.a;050;250;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"ESTONIA (1763)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:EE";C_33.00.a;050;260;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"ESTONIA (1763)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x193,RCP=eba_GA:EE";C_33.00.a;050;290;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Exposure value";;;;;;;;;;"ESTONIA (1763)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x193,RCP=eba_GA:EE";C_33.00.a;050;300;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Risk weighted exposure amount";;;;;;;;;;"ESTONIA (1763)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x223,RCP=eba_GA:EE";C_33.00.a;060;010;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"ESTONIA (1763)";"010#015#020#030#060";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Public sector entities";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x323,RCP=eba_GA:EE";C_33.00.a;075;130;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"ESTONIA (1763)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x323,RCP=eba_GA:EE";C_33.00.a;075;140;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"ESTONIA (1763)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:EE";C_33.00.a;075;150;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated impairment";;;;;;;;;"ESTONIA (1763)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:EE";C_33.00.a;075;160;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"ESTONIA (1763)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:EE";C_33.00.a;075;170;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"ESTONIA (1763)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:EE";C_33.00.a;075;180;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"ESTONIA (1763)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:EE";C_33.00.a;075;190;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"ESTONIA (1763)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x992,RCP=eba_GA:EE";C_33.00.a;075;200;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"ESTONIA (1763)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x42,BAS=eba_BA:x17,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x992,RCP=eba_GA:EE";C_33.00.a;075;210;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"ESTONIA (1763)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x991,RCP=eba_GA:EE";C_33.00.a;075;220;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"ESTONIA (1763)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x42,BAS=eba_BA:x17,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x991,RCP=eba_GA:EE";C_33.00.a;075;230;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"ESTONIA (1763)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x42,BAS=eba_BA:x10,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:EE";C_33.00.a;075;240;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"ESTONIA (1763)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x202,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:EE";C_33.00.a;075;250;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"ESTONIA (1763)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:EE";C_33.00.a;075;260;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"ESTONIA (1763)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x193,RCP=eba_GA:EE";C_33.00.a;075;290;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Exposure value";;;;;;;;;;"ESTONIA (1763)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x193,RCP=eba_GA:EE";C_33.00.a;075;300;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Risk weighted exposure amount";;;;;;;;;;"ESTONIA (1763)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:EE";C_33.00.a;080;010;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"ESTONIA (1763)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:EE";C_33.00.a;080;020;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"ESTONIA (1763)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:EE";C_33.00.a;080;030;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"ESTONIA (1763)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:EE";C_33.00.a;080;040;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"ESTONIA (1763)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:EE";C_33.00.a;080;050;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"ESTONIA (1763)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:EE";C_33.00.a;080;060;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"ESTONIA (1763)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x1,MCY=eba_MC:x193,RCP=eba_GA:EE";C_33.00.a;080;290;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Exposure value";;;;;;;;;;"ESTONIA (1763)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Exposure value";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:EE";C_33.00.a;090;250;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"ESTONIA (1763)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:EE";C_33.00.a;090;290;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Exposure value";;;;;;;;;;"ESTONIA (1763)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:EE";C_33.00.a;090;300;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Risk weighted exposure amount";;;;;;;;;;"ESTONIA (1763)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:EE";C_33.00.a;100;010;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"ESTONIA (1763)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:EE";C_33.00.a;100;020;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"ESTONIA (1763)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:EE";C_33.00.a;100;030;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"ESTONIA (1763)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:EE";C_33.00.a;100;040;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"ESTONIA (1763)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:EE";C_33.00.a;100;050;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"ESTONIA (1763)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:EE";C_33.00.a;100;060;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"ESTONIA (1763)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:EE";C_33.00.a;100;070;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"ESTONIA (1763)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:EE";C_33.00.a;100;080;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"ESTONIA (1763)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:EE";C_33.00.a;100;090;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"ESTONIA (1763)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:EE";C_33.00.a;100;100;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"ESTONIA (1763)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:EE";C_33.00.a;100;110;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"ESTONIA (1763)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:EE";C_33.00.a;100;120;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"ESTONIA (1763)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:EE";C_33.00.a;100;130;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"ESTONIA (1763)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:EE";C_33.00.a;100;140;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"ESTONIA (1763)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:EE";C_33.00.a;100;150;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated impairment";;;;;;;;;"ESTONIA (1763)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:EE";C_33.00.a;100;160;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"ESTONIA (1763)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:EE";C_33.00.a;100;180;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"ESTONIA (1763)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:EE";C_33.00.a;100;190;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"ESTONIA (1763)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:EE";C_33.00.a;100;210;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"ESTONIA (1763)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:EE";C_33.00.a;100;230;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"ESTONIA (1763)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x16,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:EE";C_33.00.a;100;250;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"ESTONIA (1763)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:EE";C_33.00.a;100;260;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"ESTONIA (1763)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:EE";C_33.00.a;100;290;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Exposure value";;;;;;;;;;"ESTONIA (1763)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:EE";C_33.00.a;100;300;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Risk weighted exposure amount";;;;;;;;;;"ESTONIA (1763)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:EE";C_33.00.a;110;010;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"ESTONIA (1763)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:EE";C_33.00.a;110;020;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"ESTONIA (1763)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:EE";C_33.00.a;110;030;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"ESTONIA (1763)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:EE";C_33.00.a;110;040;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"ESTONIA (1763)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:EE";C_33.00.a;110;050;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"ESTONIA (1763)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x323,RCP=eba_GA:EE";C_33.00.a;110;140;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"ESTONIA (1763)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:EE";C_33.00.a;110;160;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"ESTONIA (1763)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:EE";C_33.00.a;110;180;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"ESTONIA (1763)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x992,RCP=eba_GA:EE";C_33.00.a;110;210;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"ESTONIA (1763)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x991,RCP=eba_GA:EE";C_33.00.a;110;220;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"ESTONIA (1763)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:EE";C_33.00.a;110;250;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"ESTONIA (1763)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:EE";C_33.00.a;110;260;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"ESTONIA (1763)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x193,RCP=eba_GA:EE";C_33.00.a;110;290;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Exposure value";;;;;;;;;;"ESTONIA (1763)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Exposure value";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:EE";C_33.00.a;120;020;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"ESTONIA (1763)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:EE";C_33.00.a;120;030;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"ESTONIA (1763)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:EE";C_33.00.a;120;040;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"ESTONIA (1763)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:EE";C_33.00.a;120;070;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"ESTONIA (1763)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:EE";C_33.00.a;120;120;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"ESTONIA (1763)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:EE";C_33.00.a;120;140;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"ESTONIA (1763)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:EE";C_33.00.a;120;150;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated impairment";;;;;;;;;"ESTONIA (1763)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:EE";C_33.00.a;120;160;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"ESTONIA (1763)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:EE";C_33.00.a;120;170;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"ESTONIA (1763)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:EE";C_33.00.a;120;180;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"ESTONIA (1763)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:EE";C_33.00.a;120;190;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"ESTONIA (1763)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:EE";C_33.00.a;120;200;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"ESTONIA (1763)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:EE";C_33.00.a;140;140;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"ESTONIA (1763)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:EE";C_33.00.a;140;150;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated impairment";;;;;;;;;"ESTONIA (1763)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:EE";C_33.00.a;140;180;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"ESTONIA (1763)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:EE";C_33.00.a;140;240;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"ESTONIA (1763)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x13,EXC=eba_EC:x16,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:EE";C_33.00.a;140;250;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"ESTONIA (1763)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:EE";C_33.00.a;140;260;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"ESTONIA (1763)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:EE";C_33.00.a;140;290;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Exposure value";;;;;;;;;;"ESTONIA (1763)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:EE";C_33.00.a;140;300;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Risk weighted exposure amount";;;;;;;;;;"ESTONIA (1763)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:EE";C_33.00.a;155;010;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"ESTONIA (1763)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:EE";C_33.00.a;155;020;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"ESTONIA (1763)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:EE";C_33.00.a;155;030;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"ESTONIA (1763)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:EE";C_33.00.a;155;040;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"ESTONIA (1763)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:EE";C_33.00.a;155;050;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"ESTONIA (1763)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:EE";C_33.00.a;155;060;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"ESTONIA (1763)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:EE";C_33.00.a;155;070;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"ESTONIA (1763)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:EE";C_33.00.a;155;080;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"ESTONIA (1763)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:EE";C_33.00.a;155;090;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"ESTONIA (1763)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:EE";C_33.00.a;155;100;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"ESTONIA (1763)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:EE";C_33.00.a;155;110;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"ESTONIA (1763)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:EE";C_33.00.a;155;120;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"ESTONIA (1763)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x323,RCP=eba_GA:EE";C_33.00.a;155;130;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"ESTONIA (1763)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x323,RCP=eba_GA:EE";C_33.00.a;155;140;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"ESTONIA (1763)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:EE";C_33.00.a;155;150;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated impairment";;;;;;;;;"ESTONIA (1763)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:EE";C_33.00.a;155;160;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"ESTONIA (1763)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:EE";C_33.00.a;155;170;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"ESTONIA (1763)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:EE";C_33.00.a;155;180;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"ESTONIA (1763)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:EE";C_33.00.a;155;190;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"ESTONIA (1763)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x992,RCP=eba_GA:EE";C_33.00.a;155;200;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"ESTONIA (1763)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x992,RCP=eba_GA:EE";C_33.00.a;155;210;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"ESTONIA (1763)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x991,RCP=eba_GA:EE";C_33.00.a;155;220;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"ESTONIA (1763)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:EE";C_33.00.a;160;060;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"ESTONIA (1763)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:EE";C_33.00.a;160;080;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"ESTONIA (1763)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:EE";C_33.00.a;160;090;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"ESTONIA (1763)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:EE";C_33.00.a;160;100;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"ESTONIA (1763)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:EE";C_33.00.a;160;110;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"ESTONIA (1763)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:EE";C_33.00.a;160;120;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"ESTONIA (1763)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x56,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:EE";C_33.00.a;160;130;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"ESTONIA (1763)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x56,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:EE";C_33.00.a;160;140;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"ESTONIA (1763)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:EE";C_33.00.a;160;150;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"Accumulated impairment";;;;;;;;;"ESTONIA (1763)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:EE,RES=eba_TI:x551";C_33.00.a;220;170;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"ESTONIA (1763)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:EE,RES=eba_TI:x551";C_33.00.a;220;180;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"ESTONIA (1763)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:EE,RES=eba_TI:x551";C_33.00.a;220;190;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"ESTONIA (1763)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:EE,RES=eba_TI:x551";C_33.00.a;220;210;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"ESTONIA (1763)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:EE,RES=eba_TI:x211";C_33.00.a;230;010;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"ESTONIA (1763)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:EE,RES=eba_TI:x211";C_33.00.a;230;110;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"ESTONIA (1763)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:EE,RES=eba_TI:x211";C_33.00.a;230;150;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated impairment";;;;;;;;;"ESTONIA (1763)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:EE,RES=eba_TI:x211";C_33.00.a;230;160;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"ESTONIA (1763)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:EE,RES=eba_TI:x211";C_33.00.a;230;170;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"ESTONIA (1763)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:EE,RES=eba_TI:x211";C_33.00.a;230;180;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"ESTONIA (1763)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:EE,RES=eba_TI:x211";C_33.00.a;230;190;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"ESTONIA (1763)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:EE,RES=eba_TI:x211";C_33.00.a;230;200;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"ESTONIA (1763)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:EE,RES=eba_TI:x211";C_33.00.a;230;220;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"ESTONIA (1763)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:EE,RES=eba_TI:x211";C_33.00.a;230;230;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"ESTONIA (1763)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,BAS=eba_BA:x10,CPS=eba_CT:x1,RCP=eba_GA:EE,RES=eba_TI:x211";C_33.00.a;230;240;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"ESTONIA (1763)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:EE,RES=eba_TI:x211";C_33.00.a;230;250;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"ESTONIA (1763)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,BAS=eba_BA:x7,CPS=eba_CT:x1,RCP=eba_GA:EE,RES=eba_TI:x211";C_33.00.a;230;260;1763;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"ESTONIA (1763)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:FI";C_33.00.a;010;010;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"FINLAND (1764)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:FI";C_33.00.a;010;020;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"FINLAND (1764)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:FI";C_33.00.a;010;030;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"FINLAND (1764)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:FI";C_33.00.a;010;050;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"FINLAND (1764)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:FI";C_33.00.a;010;070;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"FINLAND (1764)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:FI";C_33.00.a;010;080;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"FINLAND (1764)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:FI";C_33.00.a;010;090;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"FINLAND (1764)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:FI";C_33.00.a;010;100;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"FINLAND (1764)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:FI";C_33.00.a;010;110;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"FINLAND (1764)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:FI";C_33.00.a;010;130;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"FINLAND (1764)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:FI";C_33.00.a;010;140;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"FINLAND (1764)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:FI";C_33.00.a;010;150;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Accumulated impairment";;;;;;;;;"FINLAND (1764)";"010";"Total exposures";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:FI";C_33.00.a;010;160;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"FINLAND (1764)";"010";"Total exposures";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:FI";C_33.00.a;010;170;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"FINLAND (1764)";"010";"Total exposures";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:FI";C_33.00.a;010;180;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"FINLAND (1764)";"010";"Total exposures";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:FI";C_33.00.a;010;190;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"FINLAND (1764)";"010";"Total exposures";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:FI";C_33.00.a;010;200;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"FINLAND (1764)";"010";"Total exposures";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:FI";C_33.00.a;010;210;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"FINLAND (1764)";"010";"Total exposures";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:FI";C_33.00.a;010;220;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"FINLAND (1764)";"010";"Total exposures";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:FI";C_33.00.a;010;230;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"FINLAND (1764)";"010";"Total exposures";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,BAS=eba_BA:x10,CPS=eba_CT:x1,RCP=eba_GA:FI";C_33.00.a;010;240;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"FINLAND (1764)";"010";"Total exposures";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:FI";C_33.00.a;010;250;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"FINLAND (1764)";"010";"Total exposures";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,BAS=eba_BA:x7,CPS=eba_CT:x1,RCP=eba_GA:FI";C_33.00.a;010;260;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"FINLAND (1764)";"010";"Total exposures";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,BAS=eba_BA:x9,CPS=eba_CT:x1,MCY=eba_MC:x193,RCP=eba_GA:FI";C_33.00.a;010;290;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Exposure value";;;;;;;;;;"FINLAND (1764)";"010";"Total exposures";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,BAS=eba_BA:x9,CPS=eba_CT:x1,MCY=eba_MC:x193,RCP=eba_GA:FI";C_33.00.a;010;300;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Risk weighted exposure amount";;;;;;;;;;"FINLAND (1764)";"010";"Total exposures";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:FI";C_33.00.a;020;010;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"FINLAND (1764)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:FI";C_33.00.a;020;020;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"FINLAND (1764)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x45,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:FI";C_33.00.a;020;140;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"FINLAND (1764)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:FI";C_33.00.a;020;150;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Accumulated impairment";;;;;;;;;"FINLAND (1764)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:FI";C_33.00.a;020;180;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"FINLAND (1764)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:FI";C_33.00.a;020;190;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"FINLAND (1764)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x45,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:FI";C_33.00.a;020;210;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"FINLAND (1764)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x45,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:FI";C_33.00.a;020;230;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"FINLAND (1764)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:FI";C_33.00.a;030;110;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"FINLAND (1764)";"010#015#020#030";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:FI";C_33.00.a;030;130;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"FINLAND (1764)";"010#015#020#030";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:FI";C_33.00.a;030;140;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"FINLAND (1764)";"010#015#020#030";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:FI";C_33.00.a;030;150;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Standardised Approach";"Direct exposures";"Accumulated impairment";;;;;;;;;"FINLAND (1764)";"010#015#020#030";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:FI";C_33.00.a;030;160;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Standardised Approach";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"FINLAND (1764)";"010#015#020#030";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:FI";C_33.00.a;030;170;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Standardised Approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"FINLAND (1764)";"010#015#020#030";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:FI";C_33.00.a;030;180;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Standardised Approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"FINLAND (1764)";"010#015#020#030";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:FI";C_33.00.a;040;080;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"FINLAND (1764)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:FI";C_33.00.a;040;100;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"FINLAND (1764)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:FI";C_33.00.a;040;110;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"FINLAND (1764)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:FI";C_33.00.a;040;120;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"FINLAND (1764)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:FI";C_33.00.a;040;130;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"FINLAND (1764)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:FI";C_33.00.a;040;140;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"FINLAND (1764)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:FI";C_33.00.a;040;150;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Accumulated impairment";;;;;;;;;"FINLAND (1764)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:FI";C_33.00.a;040;160;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"FINLAND (1764)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:FI";C_33.00.a;040;170;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"FINLAND (1764)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:FI";C_33.00.a;040;180;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"FINLAND (1764)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:FI";C_33.00.a;040;190;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"FINLAND (1764)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:FI";C_33.00.a;040;200;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"FINLAND (1764)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x42,BAS=eba_BA:x17,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:FI";C_33.00.a;040;210;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"FINLAND (1764)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:FI";C_33.00.a;040;220;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"FINLAND (1764)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x42,BAS=eba_BA:x17,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:FI";C_33.00.a;040;230;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"FINLAND (1764)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x42,BAS=eba_BA:x10,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:FI";C_33.00.a;040;240;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"FINLAND (1764)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:FI";C_33.00.a;040;250;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"FINLAND (1764)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:FI";C_33.00.a;040;260;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"FINLAND (1764)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:FI";C_33.00.a;040;290;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Exposure value";;;;;;;;;;"FINLAND (1764)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:FI";C_33.00.a;040;300;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Risk weighted exposure amount";;;;;;;;;;"FINLAND (1764)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:FI";C_33.00.a;050;010;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"FINLAND (1764)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:FI";C_33.00.a;050;020;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"FINLAND (1764)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:FI";C_33.00.a;050;030;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"FINLAND (1764)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:FI";C_33.00.a;050;040;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"FINLAND (1764)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:FI";C_33.00.a;050;050;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"FINLAND (1764)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:FI";C_33.00.a;050;060;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"FINLAND (1764)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:FI";C_33.00.a;050;070;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"FINLAND (1764)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:FI";C_33.00.a;050;080;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"FINLAND (1764)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:FI";C_33.00.a;050;090;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"FINLAND (1764)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:FI";C_33.00.a;050;100;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"FINLAND (1764)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:FI";C_33.00.a;050;110;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"FINLAND (1764)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:FI";C_33.00.a;050;120;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"FINLAND (1764)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x323,RCP=eba_GA:FI";C_33.00.a;050;130;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"FINLAND (1764)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x323,RCP=eba_GA:FI";C_33.00.a;050;140;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"FINLAND (1764)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:FI";C_33.00.a;050;150;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated impairment";;;;;;;;;"FINLAND (1764)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:FI";C_33.00.a;050;160;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"FINLAND (1764)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:FI";C_33.00.a;050;170;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"FINLAND (1764)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:FI";C_33.00.a;050;180;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"FINLAND (1764)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:FI";C_33.00.a;050;190;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"FINLAND (1764)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x992,RCP=eba_GA:FI";C_33.00.a;050;200;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"FINLAND (1764)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x42,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x992,RCP=eba_GA:FI";C_33.00.a;050;210;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"FINLAND (1764)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x991,RCP=eba_GA:FI";C_33.00.a;050;220;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"FINLAND (1764)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x42,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x991,RCP=eba_GA:FI";C_33.00.a;050;230;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"FINLAND (1764)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x42,BAS=eba_BA:x10,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:FI";C_33.00.a;050;240;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"FINLAND (1764)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:FI";C_33.00.a;050;250;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"FINLAND (1764)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:FI";C_33.00.a;050;260;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"FINLAND (1764)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x193,RCP=eba_GA:FI";C_33.00.a;050;290;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Exposure value";;;;;;;;;;"FINLAND (1764)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x193,RCP=eba_GA:FI";C_33.00.a;050;300;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Risk weighted exposure amount";;;;;;;;;;"FINLAND (1764)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x223,RCP=eba_GA:FI";C_33.00.a;060;010;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"FINLAND (1764)";"010#015#020#030#060";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Public sector entities";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x223,RCP=eba_GA:FI";C_33.00.a;075;110;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"FINLAND (1764)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x223,RCP=eba_GA:FI";C_33.00.a;075;120;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"FINLAND (1764)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x323,RCP=eba_GA:FI";C_33.00.a;075;130;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"FINLAND (1764)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x323,RCP=eba_GA:FI";C_33.00.a;075;140;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"FINLAND (1764)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:FI";C_33.00.a;075;150;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated impairment";;;;;;;;;"FINLAND (1764)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:FI";C_33.00.a;075;160;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"FINLAND (1764)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:FI";C_33.00.a;075;170;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"FINLAND (1764)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:FI";C_33.00.a;075;180;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"FINLAND (1764)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:FI";C_33.00.a;075;190;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"FINLAND (1764)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x992,RCP=eba_GA:FI";C_33.00.a;075;200;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"FINLAND (1764)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x42,BAS=eba_BA:x17,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x992,RCP=eba_GA:FI";C_33.00.a;075;210;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"FINLAND (1764)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x991,RCP=eba_GA:FI";C_33.00.a;075;220;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"FINLAND (1764)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x42,BAS=eba_BA:x17,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x991,RCP=eba_GA:FI";C_33.00.a;075;230;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"FINLAND (1764)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x42,BAS=eba_BA:x10,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:FI";C_33.00.a;075;240;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"FINLAND (1764)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x202,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:FI";C_33.00.a;075;250;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"FINLAND (1764)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:FI";C_33.00.a;075;260;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"FINLAND (1764)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x193,RCP=eba_GA:FI";C_33.00.a;075;290;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Exposure value";;;;;;;;;;"FINLAND (1764)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x193,RCP=eba_GA:FI";C_33.00.a;075;300;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Risk weighted exposure amount";;;;;;;;;;"FINLAND (1764)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:FI";C_33.00.a;080;010;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"FINLAND (1764)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:FI";C_33.00.a;080;020;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"FINLAND (1764)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:FI";C_33.00.a;080;030;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"FINLAND (1764)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:FI";C_33.00.a;080;040;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"FINLAND (1764)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:FI";C_33.00.a;080;050;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"FINLAND (1764)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:FI";C_33.00.a;080;060;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"FINLAND (1764)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:FI";C_33.00.a;080;130;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"FINLAND (1764)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:FI";C_33.00.a;080;150;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"Accumulated impairment";;;;;;;;;"FINLAND (1764)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:FI";C_33.00.a;080;160;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"FINLAND (1764)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:FI";C_33.00.a;080;180;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"FINLAND (1764)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:FI";C_33.00.a;080;190;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"FINLAND (1764)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:FI";C_33.00.a;080;210;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"FINLAND (1764)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:FI";C_33.00.a;080;220;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"FINLAND (1764)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:FI";C_33.00.a;080;230;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"FINLAND (1764)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x1,RCP=eba_GA:FI";C_33.00.a;080;240;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"FINLAND (1764)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:FI";C_33.00.a;080;250;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"FINLAND (1764)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,RCP=eba_GA:FI";C_33.00.a;080;260;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"FINLAND (1764)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x1,MCY=eba_MC:x193,RCP=eba_GA:FI";C_33.00.a;080;290;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Exposure value";;;;;;;;;;"FINLAND (1764)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Exposure value";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:FI";C_33.00.a;090;010;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"FINLAND (1764)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:FI";C_33.00.a;090;110;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"FINLAND (1764)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:FI";C_33.00.a;090;140;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"FINLAND (1764)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:FI";C_33.00.a;090;150;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Accumulated impairment";;;;;;;;;"FINLAND (1764)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:FI";C_33.00.a;090;190;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"FINLAND (1764)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:FI";C_33.00.a;090;210;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"FINLAND (1764)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:FI";C_33.00.a;090;220;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"FINLAND (1764)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:FI";C_33.00.a;090;230;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"FINLAND (1764)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:FI";C_33.00.a;090;240;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"FINLAND (1764)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:FI";C_33.00.a;090;250;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"FINLAND (1764)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:FI";C_33.00.a;090;260;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"FINLAND (1764)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:FI";C_33.00.a;090;290;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Exposure value";;;;;;;;;;"FINLAND (1764)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:FI";C_33.00.a;090;300;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Risk weighted exposure amount";;;;;;;;;;"FINLAND (1764)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:FI";C_33.00.a;100;010;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"FINLAND (1764)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:FI";C_33.00.a;100;020;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"FINLAND (1764)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:FI";C_33.00.a;100;030;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"FINLAND (1764)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:FI";C_33.00.a;100;040;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"FINLAND (1764)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:FI";C_33.00.a;100;050;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"FINLAND (1764)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:FI";C_33.00.a;100;060;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"FINLAND (1764)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:FI";C_33.00.a;100;070;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"FINLAND (1764)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:FI";C_33.00.a;100;080;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"FINLAND (1764)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:FI";C_33.00.a;100;090;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"FINLAND (1764)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:FI";C_33.00.a;100;100;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"FINLAND (1764)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:FI";C_33.00.a;100;110;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"FINLAND (1764)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:FI";C_33.00.a;100;120;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"FINLAND (1764)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:FI";C_33.00.a;100;130;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"FINLAND (1764)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:FI";C_33.00.a;100;140;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"FINLAND (1764)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:FI";C_33.00.a;100;150;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated impairment";;;;;;;;;"FINLAND (1764)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:FI";C_33.00.a;100;160;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"FINLAND (1764)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:FI";C_33.00.a;100;170;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"FINLAND (1764)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:FI";C_33.00.a;100;180;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"FINLAND (1764)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:FI";C_33.00.a;100;190;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"FINLAND (1764)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:FI";C_33.00.a;100;200;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"FINLAND (1764)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:FI";C_33.00.a;100;210;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"FINLAND (1764)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:FI";C_33.00.a;100;220;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"FINLAND (1764)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:FI";C_33.00.a;100;230;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"FINLAND (1764)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:FI";C_33.00.a;100;240;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"FINLAND (1764)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x16,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:FI";C_33.00.a;100;250;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"FINLAND (1764)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:FI";C_33.00.a;100;260;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"FINLAND (1764)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:FI";C_33.00.a;100;290;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Exposure value";;;;;;;;;;"FINLAND (1764)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:FI";C_33.00.a;100;300;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Risk weighted exposure amount";;;;;;;;;;"FINLAND (1764)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:FI";C_33.00.a;110;010;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"FINLAND (1764)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:FI";C_33.00.a;110;020;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"FINLAND (1764)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:FI";C_33.00.a;110;030;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"FINLAND (1764)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:FI";C_33.00.a;110;040;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"FINLAND (1764)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:FI";C_33.00.a;110;050;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"FINLAND (1764)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:FI";C_33.00.a;110;060;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"FINLAND (1764)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:FI";C_33.00.a;110;070;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"FINLAND (1764)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:FI";C_33.00.a;110;080;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"FINLAND (1764)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:FI";C_33.00.a;110;090;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"FINLAND (1764)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:FI";C_33.00.a;110;100;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"FINLAND (1764)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:FI";C_33.00.a;110;110;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"FINLAND (1764)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:FI";C_33.00.a;110;120;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"FINLAND (1764)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x323,RCP=eba_GA:FI";C_33.00.a;110;130;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"FINLAND (1764)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x323,RCP=eba_GA:FI";C_33.00.a;110;140;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"FINLAND (1764)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:FI";C_33.00.a;110;150;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated impairment";;;;;;;;;"FINLAND (1764)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:FI";C_33.00.a;110;160;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"FINLAND (1764)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:FI";C_33.00.a;110;170;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"FINLAND (1764)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:FI";C_33.00.a;110;180;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"FINLAND (1764)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:FI";C_33.00.a;110;190;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"FINLAND (1764)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x992,RCP=eba_GA:FI";C_33.00.a;110;200;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"FINLAND (1764)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x992,RCP=eba_GA:FI";C_33.00.a;110;210;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"FINLAND (1764)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x991,RCP=eba_GA:FI";C_33.00.a;110;220;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"FINLAND (1764)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x991,RCP=eba_GA:FI";C_33.00.a;110;230;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"FINLAND (1764)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:FI";C_33.00.a;110;240;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"FINLAND (1764)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:FI";C_33.00.a;110;250;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"FINLAND (1764)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:FI";C_33.00.a;110;260;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"FINLAND (1764)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x193,RCP=eba_GA:FI";C_33.00.a;110;290;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Exposure value";;;;;;;;;;"FINLAND (1764)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x193,RCP=eba_GA:FI";C_33.00.a;110;300;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Risk weighted exposure amount";;;;;;;;;;"FINLAND (1764)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:FI";C_33.00.a;120;010;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"FINLAND (1764)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:FI";C_33.00.a;120;020;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"FINLAND (1764)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:FI";C_33.00.a;120;030;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"FINLAND (1764)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:FI";C_33.00.a;120;040;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"FINLAND (1764)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:FI";C_33.00.a;120;050;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"FINLAND (1764)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:FI";C_33.00.a;120;060;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"FINLAND (1764)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:FI";C_33.00.a;120;070;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"FINLAND (1764)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:FI";C_33.00.a;120;080;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"FINLAND (1764)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:FI";C_33.00.a;120;090;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"FINLAND (1764)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:FI";C_33.00.a;120;100;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"FINLAND (1764)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:FI";C_33.00.a;120;110;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"FINLAND (1764)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:FI";C_33.00.a;120;120;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"FINLAND (1764)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:FI";C_33.00.a;120;130;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"FINLAND (1764)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:FI";C_33.00.a;120;140;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"FINLAND (1764)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:FI";C_33.00.a;120;150;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated impairment";;;;;;;;;"FINLAND (1764)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:FI";C_33.00.a;120;160;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"FINLAND (1764)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:FI";C_33.00.a;120;170;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"FINLAND (1764)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:FI";C_33.00.a;120;180;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"FINLAND (1764)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:FI";C_33.00.a;120;190;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"FINLAND (1764)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:FI";C_33.00.a;120;200;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"FINLAND (1764)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:FI";C_33.00.a;120;210;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"FINLAND (1764)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:FI";C_33.00.a;120;230;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"FINLAND (1764)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:FI";C_33.00.a;140;100;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"FINLAND (1764)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:FI";C_33.00.a;140;110;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"FINLAND (1764)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:FI";C_33.00.a;140;120;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"FINLAND (1764)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:FI";C_33.00.a;140;130;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"FINLAND (1764)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:FI";C_33.00.a;140;140;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"FINLAND (1764)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:FI";C_33.00.a;140;150;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated impairment";;;;;;;;;"FINLAND (1764)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:FI";C_33.00.a;140;160;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"FINLAND (1764)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:FI";C_33.00.a;140;170;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"FINLAND (1764)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:FI";C_33.00.a;140;180;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"FINLAND (1764)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:FI";C_33.00.a;140;190;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"FINLAND (1764)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:FI";C_33.00.a;140;200;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"FINLAND (1764)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:FI";C_33.00.a;140;210;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"FINLAND (1764)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:FI";C_33.00.a;140;220;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"FINLAND (1764)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:FI";C_33.00.a;140;230;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"FINLAND (1764)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:FI";C_33.00.a;140;240;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"FINLAND (1764)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x13,EXC=eba_EC:x16,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:FI";C_33.00.a;140;250;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"FINLAND (1764)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:FI";C_33.00.a;140;260;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"FINLAND (1764)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:FI";C_33.00.a;140;290;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Exposure value";;;;;;;;;;"FINLAND (1764)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:FI";C_33.00.a;140;300;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Risk weighted exposure amount";;;;;;;;;;"FINLAND (1764)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:FI";C_33.00.a;155;010;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"FINLAND (1764)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:FI";C_33.00.a;155;020;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"FINLAND (1764)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:FI";C_33.00.a;155;030;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"FINLAND (1764)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:FI";C_33.00.a;155;040;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"FINLAND (1764)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:FI";C_33.00.a;155;050;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"FINLAND (1764)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:FI";C_33.00.a;155;060;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"FINLAND (1764)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:FI";C_33.00.a;155;070;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"FINLAND (1764)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:FI";C_33.00.a;155;080;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"FINLAND (1764)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:FI";C_33.00.a;155;090;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"FINLAND (1764)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:FI";C_33.00.a;155;100;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"FINLAND (1764)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:FI";C_33.00.a;155;110;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"FINLAND (1764)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:FI";C_33.00.a;155;120;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"FINLAND (1764)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x323,RCP=eba_GA:FI";C_33.00.a;155;130;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"FINLAND (1764)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x323,RCP=eba_GA:FI";C_33.00.a;155;140;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"FINLAND (1764)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:FI";C_33.00.a;155;150;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated impairment";;;;;;;;;"FINLAND (1764)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:FI";C_33.00.a;155;160;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"FINLAND (1764)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:FI";C_33.00.a;155;170;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"FINLAND (1764)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:FI";C_33.00.a;155;180;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"FINLAND (1764)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:FI";C_33.00.a;155;190;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"FINLAND (1764)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x992,RCP=eba_GA:FI";C_33.00.a;155;200;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"FINLAND (1764)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x992,RCP=eba_GA:FI";C_33.00.a;155;210;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"FINLAND (1764)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x991,RCP=eba_GA:FI";C_33.00.a;155;220;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"FINLAND (1764)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x991,RCP=eba_GA:FI";C_33.00.a;155;230;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"FINLAND (1764)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:FI";C_33.00.a;155;240;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"FINLAND (1764)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x203,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:FI";C_33.00.a;155;250;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"FINLAND (1764)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:FI";C_33.00.a;155;260;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"FINLAND (1764)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x193,RCP=eba_GA:FI";C_33.00.a;155;290;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Exposure value";;;;;;;;;;"FINLAND (1764)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x193,RCP=eba_GA:FI";C_33.00.a;155;300;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Risk weighted exposure amount";;;;;;;;;;"FINLAND (1764)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:FI";C_33.00.a;160;010;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"FINLAND (1764)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:FI";C_33.00.a;160;020;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"FINLAND (1764)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:FI";C_33.00.a;160;030;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"FINLAND (1764)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:FI";C_33.00.a;160;040;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"FINLAND (1764)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:FI";C_33.00.a;160;050;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"FINLAND (1764)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:FI";C_33.00.a;160;060;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"FINLAND (1764)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:FI";C_33.00.a;160;070;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"FINLAND (1764)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:FI";C_33.00.a;160;080;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"FINLAND (1764)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:FI";C_33.00.a;160;090;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"FINLAND (1764)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:FI";C_33.00.a;160;100;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"FINLAND (1764)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:FI";C_33.00.a;160;110;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"FINLAND (1764)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:FI";C_33.00.a;160;120;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"FINLAND (1764)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x56,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:FI";C_33.00.a;160;130;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"FINLAND (1764)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x56,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:FI";C_33.00.a;160;140;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"FINLAND (1764)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:FI";C_33.00.a;160;150;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"Accumulated impairment";;;;;;;;;"FINLAND (1764)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:FI";C_33.00.a;160;160;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"FINLAND (1764)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:FI";C_33.00.a;160;180;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"FINLAND (1764)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:FI,RES=eba_TI:x621";C_33.00.a;200;010;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 2Y - 3Y [";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"FINLAND (1764)";"010#165#200";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 2Y - 3Y [";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:FI,RES=eba_TI:x621";C_33.00.a;200;020;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 2Y - 3Y [";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"FINLAND (1764)";"010#165#200";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 2Y - 3Y [";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:FI,RES=eba_TI:x621";C_33.00.a;200;030;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 2Y - 3Y [";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"FINLAND (1764)";"010#165#200";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 2Y - 3Y [";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:FI,RES=eba_TI:x621";C_33.00.a;200;050;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 2Y - 3Y [";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"FINLAND (1764)";"010#165#200";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 2Y - 3Y [";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:FI,RES=eba_TI:x621";C_33.00.a;200;060;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 2Y - 3Y [";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"FINLAND (1764)";"010#165#200";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 2Y - 3Y [";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:FI,RES=eba_TI:x621";C_33.00.a;200;070;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 2Y - 3Y [";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"FINLAND (1764)";"010#165#200";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 2Y - 3Y [";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:FI,RES=eba_TI:x621";C_33.00.a;200;080;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 2Y - 3Y [";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"FINLAND (1764)";"010#165#200";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 2Y - 3Y [";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:FI,RES=eba_TI:x551";C_33.00.a;220;110;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"FINLAND (1764)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:FI,RES=eba_TI:x551";C_33.00.a;220;140;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"FINLAND (1764)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:FI,RES=eba_TI:x551";C_33.00.a;220;150;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Accumulated impairment";;;;;;;;;"FINLAND (1764)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:FI,RES=eba_TI:x551";C_33.00.a;220;170;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"FINLAND (1764)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:FI,RES=eba_TI:x551";C_33.00.a;220;180;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"FINLAND (1764)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:FI,RES=eba_TI:x551";C_33.00.a;220;190;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"FINLAND (1764)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:FI,RES=eba_TI:x551";C_33.00.a;220;200;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"FINLAND (1764)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:FI,RES=eba_TI:x551";C_33.00.a;220;210;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"FINLAND (1764)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:FI,RES=eba_TI:x551";C_33.00.a;220;220;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"FINLAND (1764)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:FI,RES=eba_TI:x551";C_33.00.a;220;230;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"FINLAND (1764)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,BAS=eba_BA:x10,CPS=eba_CT:x1,RCP=eba_GA:FI,RES=eba_TI:x551";C_33.00.a;220;240;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"FINLAND (1764)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:FI,RES=eba_TI:x551";C_33.00.a;220;250;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"FINLAND (1764)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:FI,RES=eba_TI:x211";C_33.00.a;230;010;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"FINLAND (1764)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:FI,RES=eba_TI:x211";C_33.00.a;230;030;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"FINLAND (1764)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:FI,RES=eba_TI:x211";C_33.00.a;230;100;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"FINLAND (1764)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:FI,RES=eba_TI:x211";C_33.00.a;230;110;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"FINLAND (1764)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:FI,RES=eba_TI:x211";C_33.00.a;230;120;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"FINLAND (1764)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:FI,RES=eba_TI:x211";C_33.00.a;230;130;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"FINLAND (1764)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:FI,RES=eba_TI:x211";C_33.00.a;230;140;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"FINLAND (1764)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:FI,RES=eba_TI:x211";C_33.00.a;230;150;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated impairment";;;;;;;;;"FINLAND (1764)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:FI,RES=eba_TI:x211";C_33.00.a;230;160;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"FINLAND (1764)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:FI,RES=eba_TI:x211";C_33.00.a;230;170;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"FINLAND (1764)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:FI,RES=eba_TI:x211";C_33.00.a;230;180;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"FINLAND (1764)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:FI,RES=eba_TI:x211";C_33.00.a;230;190;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"FINLAND (1764)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:FI,RES=eba_TI:x211";C_33.00.a;230;200;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"FINLAND (1764)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:FI,RES=eba_TI:x211";C_33.00.a;230;210;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"FINLAND (1764)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:FI,RES=eba_TI:x211";C_33.00.a;230;220;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"FINLAND (1764)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:FI,RES=eba_TI:x211";C_33.00.a;230;230;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"FINLAND (1764)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,BAS=eba_BA:x10,CPS=eba_CT:x1,RCP=eba_GA:FI,RES=eba_TI:x211";C_33.00.a;230;240;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"FINLAND (1764)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:FI,RES=eba_TI:x211";C_33.00.a;230;250;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"FINLAND (1764)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,BAS=eba_BA:x7,CPS=eba_CT:x1,RCP=eba_GA:FI,RES=eba_TI:x211";C_33.00.a;230;260;1764;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"FINLAND (1764)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:FR";C_33.00.a;010;010;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"FRANCE (1765)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:FR";C_33.00.a;010;020;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"FRANCE (1765)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:FR";C_33.00.a;010;030;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"FRANCE (1765)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:FR";C_33.00.a;010;090;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"FRANCE (1765)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:FR";C_33.00.a;010;100;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"FRANCE (1765)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:FR";C_33.00.a;010;110;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"FRANCE (1765)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:FR";C_33.00.a;010;120;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"FRANCE (1765)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:FR";C_33.00.a;010;130;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"FRANCE (1765)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:FR";C_33.00.a;010;140;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"FRANCE (1765)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:FR";C_33.00.a;010;160;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"FRANCE (1765)";"010";"Total exposures";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:FR";C_33.00.a;010;170;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"FRANCE (1765)";"010";"Total exposures";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:FR";C_33.00.a;010;180;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"FRANCE (1765)";"010";"Total exposures";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:FR";C_33.00.a;010;190;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"FRANCE (1765)";"010";"Total exposures";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:FR";C_33.00.a;010;200;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"FRANCE (1765)";"010";"Total exposures";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:FR";C_33.00.a;010;210;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"FRANCE (1765)";"010";"Total exposures";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:FR";C_33.00.a;010;220;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"FRANCE (1765)";"010";"Total exposures";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:FR";C_33.00.a;010;230;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"FRANCE (1765)";"010";"Total exposures";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,BAS=eba_BA:x10,CPS=eba_CT:x1,RCP=eba_GA:FR";C_33.00.a;010;240;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"FRANCE (1765)";"010";"Total exposures";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:FR";C_33.00.a;010;250;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"FRANCE (1765)";"010";"Total exposures";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,BAS=eba_BA:x7,CPS=eba_CT:x1,RCP=eba_GA:FR";C_33.00.a;010;260;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"FRANCE (1765)";"010";"Total exposures";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,BAS=eba_BA:x9,CPS=eba_CT:x1,MCY=eba_MC:x193,RCP=eba_GA:FR";C_33.00.a;010;290;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Exposure value";;;;;;;;;;"FRANCE (1765)";"010";"Total exposures";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,BAS=eba_BA:x9,CPS=eba_CT:x1,MCY=eba_MC:x193,RCP=eba_GA:FR";C_33.00.a;010;300;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Risk weighted exposure amount";;;;;;;;;;"FRANCE (1765)";"010";"Total exposures";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:FR";C_33.00.a;020;010;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"FRANCE (1765)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:FR";C_33.00.a;020;030;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"FRANCE (1765)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:FR";C_33.00.a;020;150;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Accumulated impairment";;;;;;;;;"FRANCE (1765)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:FR";C_33.00.a;020;180;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"FRANCE (1765)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:FR";C_33.00.a;020;190;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"FRANCE (1765)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x45,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:FR";C_33.00.a;020;210;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"FRANCE (1765)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x45,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:FR";C_33.00.a;020;230;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"FRANCE (1765)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x45,BAS=eba_BA:x10,CPS=eba_CT:x1,RCP=eba_GA:FR";C_33.00.a;020;240;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"FRANCE (1765)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:FR";C_33.00.a;030;190;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Standardised Approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"FRANCE (1765)";"010#015#020#030";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:FR";C_33.00.a;050;020;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"FRANCE (1765)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:FR";C_33.00.a;050;110;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"FRANCE (1765)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:FR";C_33.00.a;050;120;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"FRANCE (1765)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x323,RCP=eba_GA:FR";C_33.00.a;050;130;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"FRANCE (1765)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x323,RCP=eba_GA:FR";C_33.00.a;050;140;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"FRANCE (1765)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:FR";C_33.00.a;050;150;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated impairment";;;;;;;;;"FRANCE (1765)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:FR";C_33.00.a;050;160;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"FRANCE (1765)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:FR";C_33.00.a;050;170;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"FRANCE (1765)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:FR";C_33.00.a;050;180;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"FRANCE (1765)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:FR";C_33.00.a;050;190;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"FRANCE (1765)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x992,RCP=eba_GA:FR";C_33.00.a;050;200;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"FRANCE (1765)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x42,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x992,RCP=eba_GA:FR";C_33.00.a;050;210;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"FRANCE (1765)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x991,RCP=eba_GA:FR";C_33.00.a;050;220;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"FRANCE (1765)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x42,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x991,RCP=eba_GA:FR";C_33.00.a;050;230;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"FRANCE (1765)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x42,BAS=eba_BA:x10,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:FR";C_33.00.a;050;240;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"FRANCE (1765)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:FR";C_33.00.a;050;250;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"FRANCE (1765)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:FR";C_33.00.a;050;260;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"FRANCE (1765)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x193,RCP=eba_GA:FR";C_33.00.a;050;290;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Exposure value";;;;;;;;;;"FRANCE (1765)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x193,RCP=eba_GA:FR";C_33.00.a;050;300;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Risk weighted exposure amount";;;;;;;;;;"FRANCE (1765)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x223,RCP=eba_GA:FR";C_33.00.a;060;010;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"FRANCE (1765)";"010#015#020#030#060";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Public sector entities";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x223,RCP=eba_GA:FR";C_33.00.a;060;020;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"FRANCE (1765)";"010#015#020#030#060";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Public sector entities";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x323,RCP=eba_GA:FR";C_33.00.a;075;130;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"FRANCE (1765)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x323,RCP=eba_GA:FR";C_33.00.a;075;140;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"FRANCE (1765)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:FR";C_33.00.a;075;150;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated impairment";;;;;;;;;"FRANCE (1765)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:FR";C_33.00.a;075;160;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"FRANCE (1765)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:FR";C_33.00.a;075;170;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"FRANCE (1765)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:FR";C_33.00.a;075;180;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"FRANCE (1765)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:FR";C_33.00.a;075;190;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"FRANCE (1765)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x992,RCP=eba_GA:FR";C_33.00.a;075;200;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"FRANCE (1765)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x42,BAS=eba_BA:x17,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x992,RCP=eba_GA:FR";C_33.00.a;075;210;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"FRANCE (1765)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x991,RCP=eba_GA:FR";C_33.00.a;075;220;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"FRANCE (1765)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x42,BAS=eba_BA:x17,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x991,RCP=eba_GA:FR";C_33.00.a;075;230;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"FRANCE (1765)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x42,BAS=eba_BA:x10,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:FR";C_33.00.a;075;240;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"FRANCE (1765)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x202,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:FR";C_33.00.a;075;250;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"FRANCE (1765)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:FR";C_33.00.a;075;260;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"FRANCE (1765)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x193,RCP=eba_GA:FR";C_33.00.a;075;290;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Exposure value";;;;;;;;;;"FRANCE (1765)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x193,RCP=eba_GA:FR";C_33.00.a;075;300;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Risk weighted exposure amount";;;;;;;;;;"FRANCE (1765)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:FR";C_33.00.a;080;010;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"FRANCE (1765)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:FR";C_33.00.a;080;020;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"FRANCE (1765)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:FR";C_33.00.a;080;030;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"FRANCE (1765)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:FR";C_33.00.a;080;040;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"FRANCE (1765)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:FR";C_33.00.a;080;050;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"FRANCE (1765)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:FR";C_33.00.a;080;060;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"FRANCE (1765)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:FR";C_33.00.a;080;070;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"FRANCE (1765)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:FR";C_33.00.a;080;080;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"FRANCE (1765)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:FR";C_33.00.a;080;130;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"FRANCE (1765)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:FR";C_33.00.a;080;180;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"FRANCE (1765)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:FR";C_33.00.a;080;230;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"FRANCE (1765)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x1,RCP=eba_GA:FR";C_33.00.a;080;240;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"FRANCE (1765)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,RCP=eba_GA:FR";C_33.00.a;080;260;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"FRANCE (1765)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x1,MCY=eba_MC:x193,RCP=eba_GA:FR";C_33.00.a;080;290;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Exposure value";;;;;;;;;;"FRANCE (1765)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x1,MCY=eba_MC:x193,RCP=eba_GA:FR";C_33.00.a;080;300;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Risk weighted exposure amount";;;;;;;;;;"FRANCE (1765)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:FR";C_33.00.a;090;010;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"FRANCE (1765)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:FR";C_33.00.a;090;240;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"FRANCE (1765)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:FR";C_33.00.a;090;250;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"FRANCE (1765)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:FR";C_33.00.a;090;260;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"FRANCE (1765)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:FR";C_33.00.a;090;290;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Exposure value";;;;;;;;;;"FRANCE (1765)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:FR";C_33.00.a;090;300;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Risk weighted exposure amount";;;;;;;;;;"FRANCE (1765)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:FR";C_33.00.a;100;010;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"FRANCE (1765)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:FR";C_33.00.a;100;020;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"FRANCE (1765)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:FR";C_33.00.a;100;030;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"FRANCE (1765)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:FR";C_33.00.a;100;040;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"FRANCE (1765)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:FR";C_33.00.a;100;050;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"FRANCE (1765)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:FR";C_33.00.a;100;060;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"FRANCE (1765)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:FR";C_33.00.a;100;070;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"FRANCE (1765)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:FR";C_33.00.a;100;080;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"FRANCE (1765)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:FR";C_33.00.a;100;090;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"FRANCE (1765)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:FR";C_33.00.a;100;100;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"FRANCE (1765)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:FR";C_33.00.a;100;110;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"FRANCE (1765)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:FR";C_33.00.a;100;120;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"FRANCE (1765)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:FR";C_33.00.a;100;130;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"FRANCE (1765)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:FR";C_33.00.a;100;140;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"FRANCE (1765)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:FR";C_33.00.a;100;150;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated impairment";;;;;;;;;"FRANCE (1765)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:FR";C_33.00.a;100;160;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"FRANCE (1765)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:FR";C_33.00.a;100;170;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"FRANCE (1765)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:FR";C_33.00.a;100;180;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"FRANCE (1765)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:FR";C_33.00.a;100;190;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"FRANCE (1765)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:FR";C_33.00.a;100;210;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"FRANCE (1765)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:FR";C_33.00.a;100;230;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"FRANCE (1765)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x16,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:FR";C_33.00.a;100;250;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"FRANCE (1765)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:FR";C_33.00.a;100;260;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"FRANCE (1765)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:FR";C_33.00.a;100;290;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Exposure value";;;;;;;;;;"FRANCE (1765)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:FR";C_33.00.a;100;300;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Risk weighted exposure amount";;;;;;;;;;"FRANCE (1765)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:FR";C_33.00.a;110;010;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"FRANCE (1765)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:FR";C_33.00.a;110;020;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"FRANCE (1765)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:FR";C_33.00.a;110;030;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"FRANCE (1765)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:FR";C_33.00.a;110;050;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"FRANCE (1765)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:FR";C_33.00.a;110;120;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"FRANCE (1765)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x323,RCP=eba_GA:FR";C_33.00.a;110;130;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"FRANCE (1765)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x323,RCP=eba_GA:FR";C_33.00.a;110;140;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"FRANCE (1765)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:FR";C_33.00.a;110;150;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated impairment";;;;;;;;;"FRANCE (1765)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:FR";C_33.00.a;110;160;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"FRANCE (1765)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:FR";C_33.00.a;110;170;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"FRANCE (1765)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:FR";C_33.00.a;110;180;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"FRANCE (1765)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:FR";C_33.00.a;110;190;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"FRANCE (1765)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x992,RCP=eba_GA:FR";C_33.00.a;110;200;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"FRANCE (1765)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x992,RCP=eba_GA:FR";C_33.00.a;110;210;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"FRANCE (1765)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x991,RCP=eba_GA:FR";C_33.00.a;110;220;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"FRANCE (1765)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x991,RCP=eba_GA:FR";C_33.00.a;110;230;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"FRANCE (1765)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:FR";C_33.00.a;110;240;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"FRANCE (1765)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:FR";C_33.00.a;110;250;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"FRANCE (1765)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:FR";C_33.00.a;110;260;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"FRANCE (1765)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x193,RCP=eba_GA:FR";C_33.00.a;110;290;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Exposure value";;;;;;;;;;"FRANCE (1765)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x193,RCP=eba_GA:FR";C_33.00.a;110;300;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Risk weighted exposure amount";;;;;;;;;;"FRANCE (1765)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:FR";C_33.00.a;120;010;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"FRANCE (1765)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:FR";C_33.00.a;120;020;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"FRANCE (1765)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:FR";C_33.00.a;120;030;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"FRANCE (1765)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:FR";C_33.00.a;120;040;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"FRANCE (1765)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:FR";C_33.00.a;120;070;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"FRANCE (1765)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:FR";C_33.00.a;120;090;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"FRANCE (1765)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:FR";C_33.00.a;120;110;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"FRANCE (1765)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:FR";C_33.00.a;120;130;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"FRANCE (1765)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:FR";C_33.00.a;120;140;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"FRANCE (1765)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:FR";C_33.00.a;120;150;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated impairment";;;;;;;;;"FRANCE (1765)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:FR";C_33.00.a;120;160;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"FRANCE (1765)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:FR";C_33.00.a;120;170;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"FRANCE (1765)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:FR";C_33.00.a;120;180;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"FRANCE (1765)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:FR";C_33.00.a;120;190;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"FRANCE (1765)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:FR";C_33.00.a;120;200;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"FRANCE (1765)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:FR";C_33.00.a;120;210;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"FRANCE (1765)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:FR";C_33.00.a;120;220;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"FRANCE (1765)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:FR";C_33.00.a;120;230;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"FRANCE (1765)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:FR";C_33.00.a;140;140;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"FRANCE (1765)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:FR";C_33.00.a;140;150;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated impairment";;;;;;;;;"FRANCE (1765)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:FR";C_33.00.a;140;160;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"FRANCE (1765)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:FR";C_33.00.a;140;170;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"FRANCE (1765)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:FR";C_33.00.a;140;180;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"FRANCE (1765)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:FR";C_33.00.a;140;190;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"FRANCE (1765)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:FR";C_33.00.a;140;200;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"FRANCE (1765)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:FR";C_33.00.a;140;210;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"FRANCE (1765)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:FR";C_33.00.a;140;220;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"FRANCE (1765)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:FR";C_33.00.a;140;230;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"FRANCE (1765)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:FR";C_33.00.a;140;240;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"FRANCE (1765)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x13,EXC=eba_EC:x16,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:FR";C_33.00.a;140;250;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"FRANCE (1765)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:FR";C_33.00.a;140;260;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"FRANCE (1765)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:FR";C_33.00.a;140;290;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Exposure value";;;;;;;;;;"FRANCE (1765)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:FR";C_33.00.a;140;300;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Risk weighted exposure amount";;;;;;;;;;"FRANCE (1765)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:FR";C_33.00.a;155;010;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"FRANCE (1765)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:FR";C_33.00.a;155;020;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"FRANCE (1765)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:FR";C_33.00.a;155;030;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"FRANCE (1765)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:FR";C_33.00.a;155;040;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"FRANCE (1765)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:FR";C_33.00.a;155;050;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"FRANCE (1765)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:FR";C_33.00.a;155;060;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"FRANCE (1765)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:FR";C_33.00.a;155;070;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"FRANCE (1765)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:FR";C_33.00.a;155;080;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"FRANCE (1765)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:FR";C_33.00.a;155;090;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"FRANCE (1765)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:FR";C_33.00.a;155;100;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"FRANCE (1765)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:FR";C_33.00.a;155;110;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"FRANCE (1765)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:FR";C_33.00.a;155;120;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"FRANCE (1765)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x323,RCP=eba_GA:FR";C_33.00.a;155;130;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"FRANCE (1765)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x323,RCP=eba_GA:FR";C_33.00.a;155;140;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"FRANCE (1765)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:FR";C_33.00.a;155;150;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated impairment";;;;;;;;;"FRANCE (1765)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:FR";C_33.00.a;155;160;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"FRANCE (1765)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:FR";C_33.00.a;155;170;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"FRANCE (1765)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:FR";C_33.00.a;155;180;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"FRANCE (1765)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:FR";C_33.00.a;155;190;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"FRANCE (1765)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x992,RCP=eba_GA:FR";C_33.00.a;155;200;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"FRANCE (1765)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x992,RCP=eba_GA:FR";C_33.00.a;155;210;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"FRANCE (1765)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x991,RCP=eba_GA:FR";C_33.00.a;155;220;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"FRANCE (1765)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x991,RCP=eba_GA:FR";C_33.00.a;155;230;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"FRANCE (1765)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:FR";C_33.00.a;155;240;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"FRANCE (1765)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x203,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:FR";C_33.00.a;155;250;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"FRANCE (1765)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:FR";C_33.00.a;160;010;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"FRANCE (1765)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:FR";C_33.00.a;160;020;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"FRANCE (1765)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:FR";C_33.00.a;160;050;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"FRANCE (1765)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:FR";C_33.00.a;160;100;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"FRANCE (1765)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:FR";C_33.00.a;160;110;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"FRANCE (1765)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:FR";C_33.00.a;160;120;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"FRANCE (1765)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x56,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:FR";C_33.00.a;160;130;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"FRANCE (1765)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x56,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:FR";C_33.00.a;160;140;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"FRANCE (1765)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:FR";C_33.00.a;160;150;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"Accumulated impairment";;;;;;;;;"FRANCE (1765)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:FR";C_33.00.a;160;160;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"FRANCE (1765)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:FR";C_33.00.a;160;170;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"FRANCE (1765)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:FR";C_33.00.a;160;180;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"FRANCE (1765)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:FR,RES=eba_TI:x621";C_33.00.a;200;070;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 2Y - 3Y [";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"FRANCE (1765)";"010#165#200";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 2Y - 3Y [";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:FR,RES=eba_TI:x621";C_33.00.a;200;080;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 2Y - 3Y [";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"FRANCE (1765)";"010#165#200";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 2Y - 3Y [";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:FR,RES=eba_TI:x551";C_33.00.a;220;110;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"FRANCE (1765)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:FR,RES=eba_TI:x551";C_33.00.a;220;190;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"FRANCE (1765)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:FR,RES=eba_TI:x551";C_33.00.a;220;200;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"FRANCE (1765)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:FR,RES=eba_TI:x551";C_33.00.a;220;210;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"FRANCE (1765)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:FR,RES=eba_TI:x551";C_33.00.a;220;220;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"FRANCE (1765)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:FR,RES=eba_TI:x551";C_33.00.a;220;230;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"FRANCE (1765)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,BAS=eba_BA:x10,CPS=eba_CT:x1,RCP=eba_GA:FR,RES=eba_TI:x551";C_33.00.a;220;240;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"FRANCE (1765)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:FR,RES=eba_TI:x211";C_33.00.a;230;010;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"FRANCE (1765)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:FR,RES=eba_TI:x211";C_33.00.a;230;020;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"FRANCE (1765)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:FR,RES=eba_TI:x211";C_33.00.a;230;030;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"FRANCE (1765)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:FR,RES=eba_TI:x211";C_33.00.a;230;050;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"FRANCE (1765)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:FR,RES=eba_TI:x211";C_33.00.a;230;060;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"FRANCE (1765)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:FR,RES=eba_TI:x211";C_33.00.a;230;070;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"FRANCE (1765)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:FR,RES=eba_TI:x211";C_33.00.a;230;080;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"FRANCE (1765)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:FR,RES=eba_TI:x211";C_33.00.a;230;100;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"FRANCE (1765)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:FR,RES=eba_TI:x211";C_33.00.a;230;110;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"FRANCE (1765)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:FR,RES=eba_TI:x211";C_33.00.a;230;120;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"FRANCE (1765)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:FR,RES=eba_TI:x211";C_33.00.a;230;130;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"FRANCE (1765)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:FR,RES=eba_TI:x211";C_33.00.a;230;140;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"FRANCE (1765)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:FR,RES=eba_TI:x211";C_33.00.a;230;150;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated impairment";;;;;;;;;"FRANCE (1765)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:FR,RES=eba_TI:x211";C_33.00.a;230;160;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"FRANCE (1765)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:FR,RES=eba_TI:x211";C_33.00.a;230;170;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"FRANCE (1765)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:FR,RES=eba_TI:x211";C_33.00.a;230;180;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"FRANCE (1765)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:FR,RES=eba_TI:x211";C_33.00.a;230;190;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"FRANCE (1765)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:FR,RES=eba_TI:x211";C_33.00.a;230;200;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"FRANCE (1765)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:FR,RES=eba_TI:x211";C_33.00.a;230;210;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"FRANCE (1765)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:FR,RES=eba_TI:x211";C_33.00.a;230;220;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"FRANCE (1765)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:FR,RES=eba_TI:x211";C_33.00.a;230;230;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"FRANCE (1765)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,BAS=eba_BA:x10,CPS=eba_CT:x1,RCP=eba_GA:FR,RES=eba_TI:x211";C_33.00.a;230;240;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"FRANCE (1765)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:FR,RES=eba_TI:x211";C_33.00.a;230;250;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"FRANCE (1765)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,BAS=eba_BA:x7,CPS=eba_CT:x1,RCP=eba_GA:FR,RES=eba_TI:x211";C_33.00.a;230;260;1765;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"FRANCE (1765)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:DE";C_33.00.a;010;010;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"GERMANY (1766)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:DE";C_33.00.a;010;020;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"GERMANY (1766)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:DE";C_33.00.a;010;030;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"GERMANY (1766)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:DE";C_33.00.a;010;040;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"GERMANY (1766)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:DE";C_33.00.a;010;050;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"GERMANY (1766)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:DE";C_33.00.a;010;100;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"GERMANY (1766)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:DE";C_33.00.a;010;110;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"GERMANY (1766)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:DE";C_33.00.a;010;130;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"GERMANY (1766)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:DE";C_33.00.a;010;140;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"GERMANY (1766)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:DE";C_33.00.a;010;150;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Accumulated impairment";;;;;;;;;"GERMANY (1766)";"010";"Total exposures";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:DE";C_33.00.a;010;160;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"GERMANY (1766)";"010";"Total exposures";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:DE";C_33.00.a;010;170;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"GERMANY (1766)";"010";"Total exposures";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:DE";C_33.00.a;010;180;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"GERMANY (1766)";"010";"Total exposures";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:DE";C_33.00.a;010;190;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"GERMANY (1766)";"010";"Total exposures";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:DE";C_33.00.a;010;200;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"GERMANY (1766)";"010";"Total exposures";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:DE";C_33.00.a;010;210;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"GERMANY (1766)";"010";"Total exposures";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:DE";C_33.00.a;010;220;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"GERMANY (1766)";"010";"Total exposures";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:DE";C_33.00.a;010;230;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"GERMANY (1766)";"010";"Total exposures";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,BAS=eba_BA:x10,CPS=eba_CT:x1,RCP=eba_GA:DE";C_33.00.a;010;240;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"GERMANY (1766)";"010";"Total exposures";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:DE";C_33.00.a;010;250;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"GERMANY (1766)";"010";"Total exposures";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,BAS=eba_BA:x7,CPS=eba_CT:x1,RCP=eba_GA:DE";C_33.00.a;010;260;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"GERMANY (1766)";"010";"Total exposures";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,BAS=eba_BA:x9,CPS=eba_CT:x1,MCY=eba_MC:x193,RCP=eba_GA:DE";C_33.00.a;010;290;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Exposure value";;;;;;;;;;"GERMANY (1766)";"010";"Total exposures";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,BAS=eba_BA:x9,CPS=eba_CT:x1,MCY=eba_MC:x193,RCP=eba_GA:DE";C_33.00.a;010;300;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Risk weighted exposure amount";;;;;;;;;;"GERMANY (1766)";"010";"Total exposures";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:DE";C_33.00.a;020;010;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"GERMANY (1766)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:DE";C_33.00.a;020;020;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"GERMANY (1766)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:DE";C_33.00.a;020;030;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"GERMANY (1766)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:DE";C_33.00.a;020;050;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"GERMANY (1766)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:DE";C_33.00.a;020;150;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Accumulated impairment";;;;;;;;;"GERMANY (1766)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:DE";C_33.00.a;020;180;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"GERMANY (1766)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:DE";C_33.00.a;020;190;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"GERMANY (1766)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x45,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:DE";C_33.00.a;020;210;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"GERMANY (1766)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x45,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:DE";C_33.00.a;020;220;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"GERMANY (1766)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x45,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:DE";C_33.00.a;020;230;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"GERMANY (1766)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x45,BAS=eba_BA:x10,CPS=eba_CT:x1,RCP=eba_GA:DE";C_33.00.a;020;240;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"GERMANY (1766)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x45,BAS=eba_BA:x7,CPS=eba_CT:x1,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:DE";C_33.00.a;020;250;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"GERMANY (1766)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x45,BAS=eba_BA:x7,CPS=eba_CT:x1,RCP=eba_GA:DE";C_33.00.a;020;260;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"GERMANY (1766)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:DE";C_33.00.a;040;140;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"GERMANY (1766)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:DE";C_33.00.a;040;150;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Accumulated impairment";;;;;;;;;"GERMANY (1766)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:DE";C_33.00.a;050;010;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"GERMANY (1766)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:DE";C_33.00.a;050;020;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"GERMANY (1766)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:DE";C_33.00.a;050;030;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"GERMANY (1766)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:DE";C_33.00.a;050;040;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"GERMANY (1766)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:DE";C_33.00.a;050;050;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"GERMANY (1766)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:DE";C_33.00.a;050;060;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"GERMANY (1766)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:DE";C_33.00.a;050;070;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"GERMANY (1766)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:DE";C_33.00.a;050;090;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"GERMANY (1766)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:DE";C_33.00.a;050;110;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"GERMANY (1766)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:DE";C_33.00.a;050;120;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"GERMANY (1766)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x323,RCP=eba_GA:DE";C_33.00.a;050;130;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"GERMANY (1766)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x323,RCP=eba_GA:DE";C_33.00.a;050;140;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"GERMANY (1766)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:DE";C_33.00.a;050;150;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated impairment";;;;;;;;;"GERMANY (1766)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:DE";C_33.00.a;050;160;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"GERMANY (1766)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:DE";C_33.00.a;050;170;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"GERMANY (1766)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:DE";C_33.00.a;050;180;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"GERMANY (1766)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:DE";C_33.00.a;050;190;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"GERMANY (1766)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x992,RCP=eba_GA:DE";C_33.00.a;050;200;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"GERMANY (1766)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x42,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x992,RCP=eba_GA:DE";C_33.00.a;050;210;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"GERMANY (1766)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x991,RCP=eba_GA:DE";C_33.00.a;050;220;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"GERMANY (1766)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x42,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x991,RCP=eba_GA:DE";C_33.00.a;050;230;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"GERMANY (1766)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x42,BAS=eba_BA:x10,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:DE";C_33.00.a;050;240;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"GERMANY (1766)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:DE";C_33.00.a;050;250;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"GERMANY (1766)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:DE";C_33.00.a;050;260;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"GERMANY (1766)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x193,RCP=eba_GA:DE";C_33.00.a;050;290;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Exposure value";;;;;;;;;;"GERMANY (1766)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x193,RCP=eba_GA:DE";C_33.00.a;050;300;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Risk weighted exposure amount";;;;;;;;;;"GERMANY (1766)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x223,RCP=eba_GA:DE";C_33.00.a;060;010;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"GERMANY (1766)";"010#015#020#030#060";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Public sector entities";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x223,RCP=eba_GA:DE";C_33.00.a;060;020;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"GERMANY (1766)";"010#015#020#030#060";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Public sector entities";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x223,RCP=eba_GA:DE";C_33.00.a;060;030;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"GERMANY (1766)";"010#015#020#030#060";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Public sector entities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x323,RCP=eba_GA:DE";C_33.00.a;075;140;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"GERMANY (1766)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:DE";C_33.00.a;075;150;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated impairment";;;;;;;;;"GERMANY (1766)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:DE";C_33.00.a;075;160;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"GERMANY (1766)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:DE";C_33.00.a;075;170;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"GERMANY (1766)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:DE";C_33.00.a;075;180;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"GERMANY (1766)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:DE";C_33.00.a;075;190;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"GERMANY (1766)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x992,RCP=eba_GA:DE";C_33.00.a;075;200;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"GERMANY (1766)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x42,BAS=eba_BA:x17,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x992,RCP=eba_GA:DE";C_33.00.a;075;210;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"GERMANY (1766)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x991,RCP=eba_GA:DE";C_33.00.a;075;220;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"GERMANY (1766)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x42,BAS=eba_BA:x17,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x991,RCP=eba_GA:DE";C_33.00.a;075;230;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"GERMANY (1766)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x42,BAS=eba_BA:x10,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:DE";C_33.00.a;075;240;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"GERMANY (1766)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x202,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:DE";C_33.00.a;075;250;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"GERMANY (1766)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:DE";C_33.00.a;075;260;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"GERMANY (1766)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x193,RCP=eba_GA:DE";C_33.00.a;075;290;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Exposure value";;;;;;;;;;"GERMANY (1766)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x193,RCP=eba_GA:DE";C_33.00.a;075;300;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Risk weighted exposure amount";;;;;;;;;;"GERMANY (1766)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:DE";C_33.00.a;080;010;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"GERMANY (1766)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:DE";C_33.00.a;080;020;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"GERMANY (1766)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:DE";C_33.00.a;080;030;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"GERMANY (1766)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:DE";C_33.00.a;080;040;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"GERMANY (1766)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:DE";C_33.00.a;080;050;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"GERMANY (1766)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:DE";C_33.00.a;080;060;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"GERMANY (1766)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:DE";C_33.00.a;080;070;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"GERMANY (1766)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:DE";C_33.00.a;080;080;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"GERMANY (1766)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:DE";C_33.00.a;080;090;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"GERMANY (1766)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:DE";C_33.00.a;080;180;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"GERMANY (1766)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:DE";C_33.00.a;080;230;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"GERMANY (1766)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x1,RCP=eba_GA:DE";C_33.00.a;080;240;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"GERMANY (1766)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:DE";C_33.00.a;080;250;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"GERMANY (1766)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x1,MCY=eba_MC:x193,RCP=eba_GA:DE";C_33.00.a;080;290;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Exposure value";;;;;;;;;;"GERMANY (1766)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x1,MCY=eba_MC:x193,RCP=eba_GA:DE";C_33.00.a;080;300;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Risk weighted exposure amount";;;;;;;;;;"GERMANY (1766)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:DE";C_33.00.a;090;010;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"GERMANY (1766)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:DE";C_33.00.a;090;020;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"GERMANY (1766)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:DE";C_33.00.a;090;140;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"GERMANY (1766)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:DE";C_33.00.a;090;150;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Accumulated impairment";;;;;;;;;"GERMANY (1766)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:DE";C_33.00.a;090;190;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"GERMANY (1766)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:DE";C_33.00.a;090;210;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"GERMANY (1766)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:DE";C_33.00.a;090;230;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"GERMANY (1766)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:DE";C_33.00.a;090;240;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"GERMANY (1766)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:DE";C_33.00.a;090;250;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"GERMANY (1766)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:DE";C_33.00.a;090;260;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"GERMANY (1766)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:DE";C_33.00.a;090;290;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Exposure value";;;;;;;;;;"GERMANY (1766)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:DE";C_33.00.a;090;300;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Risk weighted exposure amount";;;;;;;;;;"GERMANY (1766)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:DE";C_33.00.a;100;010;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"GERMANY (1766)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:DE";C_33.00.a;100;020;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"GERMANY (1766)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:DE";C_33.00.a;100;030;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"GERMANY (1766)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:DE";C_33.00.a;100;040;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"GERMANY (1766)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:DE";C_33.00.a;100;050;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"GERMANY (1766)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:DE";C_33.00.a;100;060;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"GERMANY (1766)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:DE";C_33.00.a;100;070;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"GERMANY (1766)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:DE";C_33.00.a;100;080;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"GERMANY (1766)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:DE";C_33.00.a;100;090;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"GERMANY (1766)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:DE";C_33.00.a;100;100;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"GERMANY (1766)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:DE";C_33.00.a;100;110;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"GERMANY (1766)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:DE";C_33.00.a;100;120;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"GERMANY (1766)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:DE";C_33.00.a;100;130;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"GERMANY (1766)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:DE";C_33.00.a;100;140;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"GERMANY (1766)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:DE";C_33.00.a;100;150;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated impairment";;;;;;;;;"GERMANY (1766)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:DE";C_33.00.a;100;160;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"GERMANY (1766)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:DE";C_33.00.a;100;170;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"GERMANY (1766)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:DE";C_33.00.a;100;180;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"GERMANY (1766)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:DE";C_33.00.a;100;190;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"GERMANY (1766)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:DE";C_33.00.a;100;200;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"GERMANY (1766)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:DE";C_33.00.a;100;210;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"GERMANY (1766)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:DE";C_33.00.a;100;230;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"GERMANY (1766)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x16,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:DE";C_33.00.a;100;250;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"GERMANY (1766)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:DE";C_33.00.a;100;260;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"GERMANY (1766)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:DE";C_33.00.a;100;290;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Exposure value";;;;;;;;;;"GERMANY (1766)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:DE";C_33.00.a;100;300;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Risk weighted exposure amount";;;;;;;;;;"GERMANY (1766)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:DE";C_33.00.a;110;010;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"GERMANY (1766)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:DE";C_33.00.a;110;020;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"GERMANY (1766)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:DE";C_33.00.a;110;030;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"GERMANY (1766)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:DE";C_33.00.a;110;040;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"GERMANY (1766)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:DE";C_33.00.a;110;050;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"GERMANY (1766)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:DE";C_33.00.a;110;060;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"GERMANY (1766)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:DE";C_33.00.a;110;080;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"GERMANY (1766)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:DE";C_33.00.a;110;090;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"GERMANY (1766)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:DE";C_33.00.a;110;100;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"GERMANY (1766)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:DE";C_33.00.a;110;120;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"GERMANY (1766)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x323,RCP=eba_GA:DE";C_33.00.a;110;130;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"GERMANY (1766)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x323,RCP=eba_GA:DE";C_33.00.a;110;140;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"GERMANY (1766)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:DE";C_33.00.a;110;150;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated impairment";;;;;;;;;"GERMANY (1766)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:DE";C_33.00.a;110;160;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"GERMANY (1766)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:DE";C_33.00.a;110;170;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"GERMANY (1766)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:DE";C_33.00.a;110;180;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"GERMANY (1766)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:DE";C_33.00.a;110;190;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"GERMANY (1766)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x992,RCP=eba_GA:DE";C_33.00.a;110;200;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"GERMANY (1766)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x992,RCP=eba_GA:DE";C_33.00.a;110;210;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"GERMANY (1766)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x991,RCP=eba_GA:DE";C_33.00.a;110;220;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"GERMANY (1766)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x991,RCP=eba_GA:DE";C_33.00.a;110;230;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"GERMANY (1766)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:DE";C_33.00.a;110;240;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"GERMANY (1766)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:DE";C_33.00.a;110;250;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"GERMANY (1766)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:DE";C_33.00.a;110;260;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"GERMANY (1766)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x193,RCP=eba_GA:DE";C_33.00.a;110;290;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Exposure value";;;;;;;;;;"GERMANY (1766)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x193,RCP=eba_GA:DE";C_33.00.a;110;300;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Risk weighted exposure amount";;;;;;;;;;"GERMANY (1766)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:DE";C_33.00.a;120;010;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"GERMANY (1766)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:DE";C_33.00.a;120;020;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"GERMANY (1766)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:DE";C_33.00.a;120;030;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"GERMANY (1766)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:DE";C_33.00.a;120;040;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"GERMANY (1766)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:DE";C_33.00.a;120;050;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"GERMANY (1766)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:DE";C_33.00.a;120;070;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"GERMANY (1766)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:DE";C_33.00.a;120;120;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"GERMANY (1766)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:DE";C_33.00.a;120;140;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"GERMANY (1766)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:DE";C_33.00.a;120;150;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated impairment";;;;;;;;;"GERMANY (1766)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:DE";C_33.00.a;120;160;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"GERMANY (1766)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:DE";C_33.00.a;120;170;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"GERMANY (1766)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:DE";C_33.00.a;120;180;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"GERMANY (1766)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:DE";C_33.00.a;120;190;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"GERMANY (1766)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:DE";C_33.00.a;120;200;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"GERMANY (1766)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:DE";C_33.00.a;120;210;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"GERMANY (1766)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:DE";C_33.00.a;120;220;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"GERMANY (1766)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:DE";C_33.00.a;120;230;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"GERMANY (1766)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:DE";C_33.00.a;120;240;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"GERMANY (1766)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:DE";C_33.00.a;140;130;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"GERMANY (1766)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:DE";C_33.00.a;140;140;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"GERMANY (1766)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:DE";C_33.00.a;140;150;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated impairment";;;;;;;;;"GERMANY (1766)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:DE";C_33.00.a;140;160;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"GERMANY (1766)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:DE";C_33.00.a;140;180;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"GERMANY (1766)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:DE";C_33.00.a;140;190;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"GERMANY (1766)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:DE";C_33.00.a;140;200;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"GERMANY (1766)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:DE";C_33.00.a;140;210;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"GERMANY (1766)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:DE";C_33.00.a;140;230;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"GERMANY (1766)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:DE";C_33.00.a;140;240;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"GERMANY (1766)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x13,EXC=eba_EC:x16,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:DE";C_33.00.a;140;250;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"GERMANY (1766)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:DE";C_33.00.a;140;260;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"GERMANY (1766)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:DE";C_33.00.a;140;290;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Exposure value";;;;;;;;;;"GERMANY (1766)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:DE";C_33.00.a;140;300;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Risk weighted exposure amount";;;;;;;;;;"GERMANY (1766)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:DE";C_33.00.a;155;010;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"GERMANY (1766)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:DE";C_33.00.a;155;020;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"GERMANY (1766)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:DE";C_33.00.a;155;030;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"GERMANY (1766)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:DE";C_33.00.a;155;040;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"GERMANY (1766)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:DE";C_33.00.a;155;050;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"GERMANY (1766)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:DE";C_33.00.a;155;060;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"GERMANY (1766)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:DE";C_33.00.a;155;070;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"GERMANY (1766)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:DE";C_33.00.a;155;080;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"GERMANY (1766)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:DE";C_33.00.a;155;090;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"GERMANY (1766)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:DE";C_33.00.a;155;100;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"GERMANY (1766)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:DE";C_33.00.a;155;110;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"GERMANY (1766)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:DE";C_33.00.a;155;120;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"GERMANY (1766)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x323,RCP=eba_GA:DE";C_33.00.a;155;130;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"GERMANY (1766)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x323,RCP=eba_GA:DE";C_33.00.a;155;140;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"GERMANY (1766)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:DE";C_33.00.a;155;150;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated impairment";;;;;;;;;"GERMANY (1766)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:DE";C_33.00.a;155;160;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"GERMANY (1766)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:DE";C_33.00.a;155;170;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"GERMANY (1766)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:DE";C_33.00.a;155;180;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"GERMANY (1766)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:DE";C_33.00.a;155;190;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"GERMANY (1766)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x992,RCP=eba_GA:DE";C_33.00.a;155;200;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"GERMANY (1766)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x992,RCP=eba_GA:DE";C_33.00.a;155;210;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"GERMANY (1766)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x991,RCP=eba_GA:DE";C_33.00.a;155;220;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"GERMANY (1766)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x991,RCP=eba_GA:DE";C_33.00.a;155;230;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"GERMANY (1766)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:DE";C_33.00.a;155;240;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"GERMANY (1766)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x203,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:DE";C_33.00.a;155;250;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"GERMANY (1766)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:DE";C_33.00.a;155;260;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"GERMANY (1766)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:DE";C_33.00.a;160;110;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"GERMANY (1766)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:DE";C_33.00.a;160;120;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"GERMANY (1766)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x56,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:DE";C_33.00.a;160;130;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"GERMANY (1766)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x56,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:DE";C_33.00.a;160;140;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"GERMANY (1766)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:DE";C_33.00.a;160;150;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"Accumulated impairment";;;;;;;;;"GERMANY (1766)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:DE";C_33.00.a;160;160;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"GERMANY (1766)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:DE";C_33.00.a;160;170;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"GERMANY (1766)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:DE";C_33.00.a;160;180;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"GERMANY (1766)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:DE";C_33.00.a;160;190;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"GERMANY (1766)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:DE,RES=eba_TI:x211";C_33.00.a;230;030;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"GERMANY (1766)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:DE,RES=eba_TI:x211";C_33.00.a;230;060;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"GERMANY (1766)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:DE,RES=eba_TI:x211";C_33.00.a;230;070;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"GERMANY (1766)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:DE,RES=eba_TI:x211";C_33.00.a;230;100;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"GERMANY (1766)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:DE,RES=eba_TI:x211";C_33.00.a;230;110;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"GERMANY (1766)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:DE,RES=eba_TI:x211";C_33.00.a;230;130;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"GERMANY (1766)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:DE,RES=eba_TI:x211";C_33.00.a;230;140;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"GERMANY (1766)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:DE,RES=eba_TI:x211";C_33.00.a;230;150;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated impairment";;;;;;;;;"GERMANY (1766)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:DE,RES=eba_TI:x211";C_33.00.a;230;160;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"GERMANY (1766)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:DE,RES=eba_TI:x211";C_33.00.a;230;170;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"GERMANY (1766)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:DE,RES=eba_TI:x211";C_33.00.a;230;180;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"GERMANY (1766)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:DE,RES=eba_TI:x211";C_33.00.a;230;190;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"GERMANY (1766)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:DE,RES=eba_TI:x211";C_33.00.a;230;200;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"GERMANY (1766)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:DE,RES=eba_TI:x211";C_33.00.a;230;210;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"GERMANY (1766)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:DE,RES=eba_TI:x211";C_33.00.a;230;220;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"GERMANY (1766)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:DE,RES=eba_TI:x211";C_33.00.a;230;230;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"GERMANY (1766)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,BAS=eba_BA:x10,CPS=eba_CT:x1,RCP=eba_GA:DE,RES=eba_TI:x211";C_33.00.a;230;240;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"GERMANY (1766)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:DE,RES=eba_TI:x211";C_33.00.a;230;250;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"GERMANY (1766)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,BAS=eba_BA:x7,CPS=eba_CT:x1,RCP=eba_GA:DE,RES=eba_TI:x211";C_33.00.a;230;260;1766;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"GERMANY (1766)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:GR";C_33.00.a;010;010;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"GREECE (1767)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:GR";C_33.00.a;010;020;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"GREECE (1767)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:GR";C_33.00.a;010;030;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"GREECE (1767)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:GR";C_33.00.a;010;040;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"GREECE (1767)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:GR";C_33.00.a;010;050;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"GREECE (1767)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:GR";C_33.00.a;010;060;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"GREECE (1767)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:GR";C_33.00.a;010;100;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"GREECE (1767)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:GR";C_33.00.a;010;110;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"GREECE (1767)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:GR";C_33.00.a;010;120;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"GREECE (1767)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:GR";C_33.00.a;010;130;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"GREECE (1767)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:GR";C_33.00.a;010;140;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"GREECE (1767)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:GR";C_33.00.a;010;150;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Accumulated impairment";;;;;;;;;"GREECE (1767)";"010";"Total exposures";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:GR";C_33.00.a;010;160;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"GREECE (1767)";"010";"Total exposures";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:GR";C_33.00.a;010;170;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"GREECE (1767)";"010";"Total exposures";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:GR";C_33.00.a;010;180;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"GREECE (1767)";"010";"Total exposures";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:GR";C_33.00.a;010;190;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"GREECE (1767)";"010";"Total exposures";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:GR";C_33.00.a;010;200;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"GREECE (1767)";"010";"Total exposures";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:GR";C_33.00.a;010;210;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"GREECE (1767)";"010";"Total exposures";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:GR";C_33.00.a;010;220;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"GREECE (1767)";"010";"Total exposures";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:GR";C_33.00.a;010;230;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"GREECE (1767)";"010";"Total exposures";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,BAS=eba_BA:x10,CPS=eba_CT:x1,RCP=eba_GA:GR";C_33.00.a;010;240;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"GREECE (1767)";"010";"Total exposures";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:GR";C_33.00.a;010;250;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"GREECE (1767)";"010";"Total exposures";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,BAS=eba_BA:x7,CPS=eba_CT:x1,RCP=eba_GA:GR";C_33.00.a;010;260;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"GREECE (1767)";"010";"Total exposures";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,BAS=eba_BA:x9,CPS=eba_CT:x1,MCY=eba_MC:x193,RCP=eba_GA:GR";C_33.00.a;010;290;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Exposure value";;;;;;;;;;"GREECE (1767)";"010";"Total exposures";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,BAS=eba_BA:x9,CPS=eba_CT:x1,MCY=eba_MC:x193,RCP=eba_GA:GR";C_33.00.a;010;300;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Risk weighted exposure amount";;;;;;;;;;"GREECE (1767)";"010";"Total exposures";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:GR";C_33.00.a;020;010;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"GREECE (1767)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:GR";C_33.00.a;020;020;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"GREECE (1767)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:GR";C_33.00.a;020;030;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"GREECE (1767)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:GR";C_33.00.a;020;050;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"GREECE (1767)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:GR";C_33.00.a;020;110;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"GREECE (1767)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:GR";C_33.00.a;020;120;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"GREECE (1767)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x45,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:GR";C_33.00.a;020;130;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"GREECE (1767)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x45,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:GR";C_33.00.a;020;140;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"GREECE (1767)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:GR";C_33.00.a;020;150;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Accumulated impairment";;;;;;;;;"GREECE (1767)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:GR";C_33.00.a;020;160;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"GREECE (1767)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:GR";C_33.00.a;020;170;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"GREECE (1767)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:GR";C_33.00.a;020;180;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"GREECE (1767)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:GR";C_33.00.a;020;190;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"GREECE (1767)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:GR";C_33.00.a;020;200;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"GREECE (1767)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x45,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:GR";C_33.00.a;020;210;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"GREECE (1767)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x45,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:GR";C_33.00.a;020;220;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"GREECE (1767)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x45,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:GR";C_33.00.a;020;230;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"GREECE (1767)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x45,BAS=eba_BA:x10,CPS=eba_CT:x1,RCP=eba_GA:GR";C_33.00.a;020;240;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"GREECE (1767)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x45,BAS=eba_BA:x7,CPS=eba_CT:x1,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:GR";C_33.00.a;020;250;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"GREECE (1767)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x45,BAS=eba_BA:x7,CPS=eba_CT:x1,RCP=eba_GA:GR";C_33.00.a;020;260;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"GREECE (1767)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:GR";C_33.00.a;030;150;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Standardised Approach";"Direct exposures";"Accumulated impairment";;;;;;;;;"GREECE (1767)";"010#015#020#030";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:GR";C_33.00.a;030;180;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Standardised Approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"GREECE (1767)";"010#015#020#030";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:GR";C_33.00.a;030;190;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Standardised Approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"GREECE (1767)";"010#015#020#030";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:GR";C_33.00.a;040;110;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"GREECE (1767)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:GR";C_33.00.a;040;130;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"GREECE (1767)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:GR";C_33.00.a;040;140;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"GREECE (1767)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:GR";C_33.00.a;040;150;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Accumulated impairment";;;;;;;;;"GREECE (1767)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:GR";C_33.00.a;040;160;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"GREECE (1767)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:GR";C_33.00.a;040;170;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"GREECE (1767)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:GR";C_33.00.a;040;250;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"GREECE (1767)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:GR";C_33.00.a;040;260;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"GREECE (1767)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:GR";C_33.00.a;040;290;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Exposure value";;;;;;;;;;"GREECE (1767)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:GR";C_33.00.a;040;300;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Risk weighted exposure amount";;;;;;;;;;"GREECE (1767)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:GR";C_33.00.a;050;010;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"GREECE (1767)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:GR";C_33.00.a;050;020;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"GREECE (1767)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:GR";C_33.00.a;050;030;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"GREECE (1767)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:GR";C_33.00.a;050;040;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"GREECE (1767)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:GR";C_33.00.a;050;050;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"GREECE (1767)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:GR";C_33.00.a;050;060;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"GREECE (1767)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:GR";C_33.00.a;050;070;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"GREECE (1767)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:GR";C_33.00.a;050;080;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"GREECE (1767)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:GR";C_33.00.a;050;090;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"GREECE (1767)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:GR";C_33.00.a;050;100;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"GREECE (1767)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:GR";C_33.00.a;050;110;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"GREECE (1767)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:GR";C_33.00.a;050;120;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"GREECE (1767)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x323,RCP=eba_GA:GR";C_33.00.a;050;130;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"GREECE (1767)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x323,RCP=eba_GA:GR";C_33.00.a;050;140;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"GREECE (1767)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:GR";C_33.00.a;050;150;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated impairment";;;;;;;;;"GREECE (1767)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:GR";C_33.00.a;050;160;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"GREECE (1767)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:GR";C_33.00.a;050;170;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"GREECE (1767)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:GR";C_33.00.a;050;180;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"GREECE (1767)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:GR";C_33.00.a;050;190;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"GREECE (1767)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x992,RCP=eba_GA:GR";C_33.00.a;050;200;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"GREECE (1767)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x42,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x992,RCP=eba_GA:GR";C_33.00.a;050;210;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"GREECE (1767)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x991,RCP=eba_GA:GR";C_33.00.a;050;220;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"GREECE (1767)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x42,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x991,RCP=eba_GA:GR";C_33.00.a;050;230;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"GREECE (1767)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x42,BAS=eba_BA:x10,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:GR";C_33.00.a;050;240;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"GREECE (1767)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:GR";C_33.00.a;050;250;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"GREECE (1767)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:GR";C_33.00.a;050;260;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"GREECE (1767)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x193,RCP=eba_GA:GR";C_33.00.a;050;290;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Exposure value";;;;;;;;;;"GREECE (1767)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x193,RCP=eba_GA:GR";C_33.00.a;050;300;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Risk weighted exposure amount";;;;;;;;;;"GREECE (1767)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x223,RCP=eba_GA:GR";C_33.00.a;060;010;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"GREECE (1767)";"010#015#020#030#060";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Public sector entities";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x223,RCP=eba_GA:GR";C_33.00.a;060;020;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"GREECE (1767)";"010#015#020#030#060";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Public sector entities";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x223,RCP=eba_GA:GR";C_33.00.a;060;030;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"GREECE (1767)";"010#015#020#030#060";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Public sector entities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x223,RCP=eba_GA:GR";C_33.00.a;060;050;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"GREECE (1767)";"010#015#020#030#060";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Public sector entities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x20,RCP=eba_GA:GR";C_33.00.a;070;190;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"GREECE (1767)";"010#015#020#030#070";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#International Organisations";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x323,RCP=eba_GA:GR";C_33.00.a;075;140;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"GREECE (1767)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:GR";C_33.00.a;075;150;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated impairment";;;;;;;;;"GREECE (1767)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:GR";C_33.00.a;075;160;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"GREECE (1767)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:GR";C_33.00.a;075;170;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"GREECE (1767)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:GR";C_33.00.a;075;180;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"GREECE (1767)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:GR";C_33.00.a;075;190;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"GREECE (1767)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x992,RCP=eba_GA:GR";C_33.00.a;075;200;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"GREECE (1767)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x42,BAS=eba_BA:x17,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x992,RCP=eba_GA:GR";C_33.00.a;075;210;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"GREECE (1767)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x991,RCP=eba_GA:GR";C_33.00.a;075;220;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"GREECE (1767)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x42,BAS=eba_BA:x17,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x991,RCP=eba_GA:GR";C_33.00.a;075;230;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"GREECE (1767)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x42,BAS=eba_BA:x10,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:GR";C_33.00.a;075;240;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"GREECE (1767)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x202,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:GR";C_33.00.a;075;250;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"GREECE (1767)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:GR";C_33.00.a;075;260;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"GREECE (1767)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x193,RCP=eba_GA:GR";C_33.00.a;075;290;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Exposure value";;;;;;;;;;"GREECE (1767)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x193,RCP=eba_GA:GR";C_33.00.a;075;300;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Risk weighted exposure amount";;;;;;;;;;"GREECE (1767)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:GR";C_33.00.a;080;010;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"GREECE (1767)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:GR";C_33.00.a;080;020;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"GREECE (1767)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:GR";C_33.00.a;080;030;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"GREECE (1767)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:GR";C_33.00.a;080;040;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"GREECE (1767)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:GR";C_33.00.a;080;050;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"GREECE (1767)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:GR";C_33.00.a;080;060;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"GREECE (1767)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:GR";C_33.00.a;080;070;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"GREECE (1767)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:GR";C_33.00.a;080;080;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"GREECE (1767)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:GR";C_33.00.a;080;090;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"GREECE (1767)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:GR";C_33.00.a;080;110;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"GREECE (1767)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:GR";C_33.00.a;080;140;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"GREECE (1767)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:GR";C_33.00.a;080;150;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"Accumulated impairment";;;;;;;;;"GREECE (1767)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:GR";C_33.00.a;080;160;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"GREECE (1767)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:GR";C_33.00.a;080;180;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"GREECE (1767)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:GR";C_33.00.a;080;190;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"GREECE (1767)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:GR";C_33.00.a;080;210;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"GREECE (1767)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:GR";C_33.00.a;080;230;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"GREECE (1767)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x1,RCP=eba_GA:GR";C_33.00.a;080;240;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"GREECE (1767)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:GR";C_33.00.a;080;250;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"GREECE (1767)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,RCP=eba_GA:GR";C_33.00.a;080;260;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"GREECE (1767)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x1,MCY=eba_MC:x193,RCP=eba_GA:GR";C_33.00.a;080;290;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Exposure value";;;;;;;;;;"GREECE (1767)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x1,MCY=eba_MC:x193,RCP=eba_GA:GR";C_33.00.a;080;300;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Risk weighted exposure amount";;;;;;;;;;"GREECE (1767)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:GR";C_33.00.a;090;010;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"GREECE (1767)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:GR";C_33.00.a;090;020;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"GREECE (1767)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:GR";C_33.00.a;090;030;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"GREECE (1767)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:GR";C_33.00.a;090;040;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"GREECE (1767)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:GR";C_33.00.a;090;110;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"GREECE (1767)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:GR";C_33.00.a;090;140;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"GREECE (1767)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:GR";C_33.00.a;090;150;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Accumulated impairment";;;;;;;;;"GREECE (1767)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:GR";C_33.00.a;090;160;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"GREECE (1767)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:GR";C_33.00.a;090;170;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"GREECE (1767)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:GR";C_33.00.a;090;180;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"GREECE (1767)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:GR";C_33.00.a;090;190;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"GREECE (1767)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:GR";C_33.00.a;090;200;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"GREECE (1767)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:GR";C_33.00.a;090;210;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"GREECE (1767)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:GR";C_33.00.a;090;220;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"GREECE (1767)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:GR";C_33.00.a;090;230;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"GREECE (1767)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:GR";C_33.00.a;090;240;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"GREECE (1767)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:GR";C_33.00.a;090;250;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"GREECE (1767)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:GR";C_33.00.a;090;260;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"GREECE (1767)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:GR";C_33.00.a;090;290;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Exposure value";;;;;;;;;;"GREECE (1767)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:GR";C_33.00.a;090;300;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Risk weighted exposure amount";;;;;;;;;;"GREECE (1767)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:GR";C_33.00.a;100;010;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"GREECE (1767)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:GR";C_33.00.a;100;020;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"GREECE (1767)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:GR";C_33.00.a;100;030;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"GREECE (1767)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:GR";C_33.00.a;100;040;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"GREECE (1767)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:GR";C_33.00.a;100;050;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"GREECE (1767)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:GR";C_33.00.a;100;060;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"GREECE (1767)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:GR";C_33.00.a;100;070;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"GREECE (1767)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:GR";C_33.00.a;100;080;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"GREECE (1767)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:GR";C_33.00.a;100;090;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"GREECE (1767)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:GR";C_33.00.a;100;100;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"GREECE (1767)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:GR";C_33.00.a;100;110;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"GREECE (1767)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:GR";C_33.00.a;100;120;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"GREECE (1767)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:GR";C_33.00.a;100;130;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"GREECE (1767)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:GR";C_33.00.a;100;140;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"GREECE (1767)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:GR";C_33.00.a;100;150;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated impairment";;;;;;;;;"GREECE (1767)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:GR";C_33.00.a;100;160;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"GREECE (1767)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:GR";C_33.00.a;100;170;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"GREECE (1767)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:GR";C_33.00.a;100;180;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"GREECE (1767)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:GR";C_33.00.a;100;190;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"GREECE (1767)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:GR";C_33.00.a;100;200;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"GREECE (1767)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:GR";C_33.00.a;100;210;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"GREECE (1767)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:GR";C_33.00.a;100;220;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"GREECE (1767)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:GR";C_33.00.a;100;230;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"GREECE (1767)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:GR";C_33.00.a;100;240;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"GREECE (1767)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x16,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:GR";C_33.00.a;100;250;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"GREECE (1767)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:GR";C_33.00.a;100;260;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"GREECE (1767)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:GR";C_33.00.a;100;290;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Exposure value";;;;;;;;;;"GREECE (1767)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:GR";C_33.00.a;100;300;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Risk weighted exposure amount";;;;;;;;;;"GREECE (1767)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:GR";C_33.00.a;110;010;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"GREECE (1767)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:GR";C_33.00.a;110;020;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"GREECE (1767)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:GR";C_33.00.a;110;030;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"GREECE (1767)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:GR";C_33.00.a;110;040;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"GREECE (1767)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:GR";C_33.00.a;110;050;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"GREECE (1767)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:GR";C_33.00.a;110;060;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"GREECE (1767)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:GR";C_33.00.a;110;070;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"GREECE (1767)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:GR";C_33.00.a;110;080;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"GREECE (1767)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:GR";C_33.00.a;110;090;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"GREECE (1767)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:GR";C_33.00.a;110;100;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"GREECE (1767)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:GR";C_33.00.a;110;110;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"GREECE (1767)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:GR";C_33.00.a;110;120;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"GREECE (1767)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x323,RCP=eba_GA:GR";C_33.00.a;110;130;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"GREECE (1767)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x323,RCP=eba_GA:GR";C_33.00.a;110;140;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"GREECE (1767)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:GR";C_33.00.a;110;150;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated impairment";;;;;;;;;"GREECE (1767)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:GR";C_33.00.a;110;160;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"GREECE (1767)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:GR";C_33.00.a;110;170;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"GREECE (1767)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:GR";C_33.00.a;110;180;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"GREECE (1767)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:GR";C_33.00.a;110;190;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"GREECE (1767)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x992,RCP=eba_GA:GR";C_33.00.a;110;200;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"GREECE (1767)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x992,RCP=eba_GA:GR";C_33.00.a;110;210;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"GREECE (1767)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x991,RCP=eba_GA:GR";C_33.00.a;110;220;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"GREECE (1767)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x991,RCP=eba_GA:GR";C_33.00.a;110;230;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"GREECE (1767)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:GR";C_33.00.a;110;240;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"GREECE (1767)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:GR";C_33.00.a;110;250;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"GREECE (1767)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:GR";C_33.00.a;110;260;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"GREECE (1767)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x193,RCP=eba_GA:GR";C_33.00.a;110;290;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Exposure value";;;;;;;;;;"GREECE (1767)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x193,RCP=eba_GA:GR";C_33.00.a;110;300;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Risk weighted exposure amount";;;;;;;;;;"GREECE (1767)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:GR";C_33.00.a;120;010;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"GREECE (1767)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:GR";C_33.00.a;120;020;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"GREECE (1767)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:GR";C_33.00.a;120;030;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"GREECE (1767)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:GR";C_33.00.a;120;040;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"GREECE (1767)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:GR";C_33.00.a;120;050;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"GREECE (1767)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:GR";C_33.00.a;120;070;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"GREECE (1767)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:GR";C_33.00.a;120;080;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"GREECE (1767)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:GR";C_33.00.a;120;090;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"GREECE (1767)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:GR";C_33.00.a;120;100;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"GREECE (1767)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:GR";C_33.00.a;120;110;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"GREECE (1767)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:GR";C_33.00.a;120;120;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"GREECE (1767)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:GR";C_33.00.a;120;130;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"GREECE (1767)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:GR";C_33.00.a;120;140;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"GREECE (1767)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:GR";C_33.00.a;120;150;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated impairment";;;;;;;;;"GREECE (1767)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:GR";C_33.00.a;120;160;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"GREECE (1767)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:GR";C_33.00.a;120;170;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"GREECE (1767)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:GR";C_33.00.a;120;180;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"GREECE (1767)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:GR";C_33.00.a;120;190;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"GREECE (1767)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:GR";C_33.00.a;120;200;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"GREECE (1767)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:GR";C_33.00.a;120;210;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"GREECE (1767)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:GR";C_33.00.a;120;220;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"GREECE (1767)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:GR";C_33.00.a;120;230;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"GREECE (1767)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:GR";C_33.00.a;120;240;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"GREECE (1767)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:GR";C_33.00.a;140;130;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"GREECE (1767)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:GR";C_33.00.a;140;140;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"GREECE (1767)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:GR";C_33.00.a;140;150;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated impairment";;;;;;;;;"GREECE (1767)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:GR";C_33.00.a;140;160;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"GREECE (1767)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:GR";C_33.00.a;140;170;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"GREECE (1767)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:GR";C_33.00.a;140;180;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"GREECE (1767)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:GR";C_33.00.a;140;190;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"GREECE (1767)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:GR";C_33.00.a;140;200;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"GREECE (1767)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:GR";C_33.00.a;140;210;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"GREECE (1767)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:GR";C_33.00.a;140;220;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"GREECE (1767)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:GR";C_33.00.a;140;230;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"GREECE (1767)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:GR";C_33.00.a;140;240;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"GREECE (1767)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x13,EXC=eba_EC:x16,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:GR";C_33.00.a;140;250;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"GREECE (1767)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:GR";C_33.00.a;140;260;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"GREECE (1767)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:GR";C_33.00.a;140;290;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Exposure value";;;;;;;;;;"GREECE (1767)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:GR";C_33.00.a;140;300;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Risk weighted exposure amount";;;;;;;;;;"GREECE (1767)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:GR";C_33.00.a;155;010;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"GREECE (1767)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:GR";C_33.00.a;155;020;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"GREECE (1767)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:GR";C_33.00.a;155;030;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"GREECE (1767)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:GR";C_33.00.a;155;040;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"GREECE (1767)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:GR";C_33.00.a;155;050;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"GREECE (1767)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:GR";C_33.00.a;155;060;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"GREECE (1767)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:GR";C_33.00.a;155;070;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"GREECE (1767)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:GR";C_33.00.a;155;080;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"GREECE (1767)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:GR";C_33.00.a;155;090;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"GREECE (1767)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:GR";C_33.00.a;155;100;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"GREECE (1767)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:GR";C_33.00.a;155;110;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"GREECE (1767)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:GR";C_33.00.a;155;120;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"GREECE (1767)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x323,RCP=eba_GA:GR";C_33.00.a;155;130;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"GREECE (1767)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x323,RCP=eba_GA:GR";C_33.00.a;155;140;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"GREECE (1767)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:GR";C_33.00.a;155;150;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated impairment";;;;;;;;;"GREECE (1767)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:GR";C_33.00.a;155;160;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"GREECE (1767)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:GR";C_33.00.a;155;170;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"GREECE (1767)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:GR";C_33.00.a;155;180;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"GREECE (1767)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:GR";C_33.00.a;155;190;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"GREECE (1767)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x992,RCP=eba_GA:GR";C_33.00.a;155;200;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"GREECE (1767)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x992,RCP=eba_GA:GR";C_33.00.a;155;210;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"GREECE (1767)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x991,RCP=eba_GA:GR";C_33.00.a;155;220;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"GREECE (1767)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x991,RCP=eba_GA:GR";C_33.00.a;155;230;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"GREECE (1767)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:GR";C_33.00.a;155;240;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"GREECE (1767)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x203,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:GR";C_33.00.a;155;250;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"GREECE (1767)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:GR";C_33.00.a;155;260;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"GREECE (1767)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x193,RCP=eba_GA:GR";C_33.00.a;155;290;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Exposure value";;;;;;;;;;"GREECE (1767)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x193,RCP=eba_GA:GR";C_33.00.a;155;300;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Risk weighted exposure amount";;;;;;;;;;"GREECE (1767)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:GR";C_33.00.a;160;020;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"GREECE (1767)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:GR";C_33.00.a;160;040;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"GREECE (1767)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:GR";C_33.00.a;160;050;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"GREECE (1767)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:GR";C_33.00.a;160;060;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"GREECE (1767)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:GR";C_33.00.a;160;070;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"GREECE (1767)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:GR";C_33.00.a;160;090;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"GREECE (1767)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:GR";C_33.00.a;160;100;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"GREECE (1767)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:GR";C_33.00.a;160;110;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"GREECE (1767)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:GR";C_33.00.a;160;120;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"GREECE (1767)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x56,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:GR";C_33.00.a;160;130;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"GREECE (1767)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x56,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:GR";C_33.00.a;160;140;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"GREECE (1767)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:GR";C_33.00.a;160;150;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"Accumulated impairment";;;;;;;;;"GREECE (1767)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:GR";C_33.00.a;160;160;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"GREECE (1767)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:GR";C_33.00.a;160;170;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"GREECE (1767)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:GR";C_33.00.a;160;180;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"GREECE (1767)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:GR";C_33.00.a;160;190;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"GREECE (1767)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:GR,RES=eba_TI:x621";C_33.00.a;200;080;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 2Y - 3Y [";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"GREECE (1767)";"010#165#200";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 2Y - 3Y [";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:GR,RES=eba_TI:x551";C_33.00.a;220;210;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"GREECE (1767)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:GR,RES=eba_TI:x551";C_33.00.a;220;220;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"GREECE (1767)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:GR,RES=eba_TI:x551";C_33.00.a;220;230;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"GREECE (1767)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,BAS=eba_BA:x10,CPS=eba_CT:x1,RCP=eba_GA:GR,RES=eba_TI:x551";C_33.00.a;220;240;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"GREECE (1767)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:GR,RES=eba_TI:x551";C_33.00.a;220;250;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"GREECE (1767)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:GR,RES=eba_TI:x211";C_33.00.a;230;010;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"GREECE (1767)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:GR,RES=eba_TI:x211";C_33.00.a;230;030;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"GREECE (1767)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:GR,RES=eba_TI:x211";C_33.00.a;230;040;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"GREECE (1767)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:GR,RES=eba_TI:x211";C_33.00.a;230;060;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"GREECE (1767)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:GR,RES=eba_TI:x211";C_33.00.a;230;070;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"GREECE (1767)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:GR,RES=eba_TI:x211";C_33.00.a;230;080;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"GREECE (1767)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:GR,RES=eba_TI:x211";C_33.00.a;230;100;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"GREECE (1767)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:GR,RES=eba_TI:x211";C_33.00.a;230;130;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"GREECE (1767)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:GR,RES=eba_TI:x211";C_33.00.a;230;140;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"GREECE (1767)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:GR,RES=eba_TI:x211";C_33.00.a;230;150;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated impairment";;;;;;;;;"GREECE (1767)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:GR,RES=eba_TI:x211";C_33.00.a;230;160;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"GREECE (1767)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:GR,RES=eba_TI:x211";C_33.00.a;230;170;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"GREECE (1767)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:GR,RES=eba_TI:x211";C_33.00.a;230;180;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"GREECE (1767)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:GR,RES=eba_TI:x211";C_33.00.a;230;190;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"GREECE (1767)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:GR,RES=eba_TI:x211";C_33.00.a;230;200;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"GREECE (1767)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:GR,RES=eba_TI:x211";C_33.00.a;230;210;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"GREECE (1767)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:GR,RES=eba_TI:x211";C_33.00.a;230;220;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"GREECE (1767)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:GR,RES=eba_TI:x211";C_33.00.a;230;230;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"GREECE (1767)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,BAS=eba_BA:x10,CPS=eba_CT:x1,RCP=eba_GA:GR,RES=eba_TI:x211";C_33.00.a;230;240;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"GREECE (1767)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:GR,RES=eba_TI:x211";C_33.00.a;230;250;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"GREECE (1767)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,BAS=eba_BA:x7,CPS=eba_CT:x1,RCP=eba_GA:GR,RES=eba_TI:x211";C_33.00.a;230;260;1767;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"GREECE (1767)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:HU";C_33.00.a;010;010;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"HUNGARY (1768)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:HU";C_33.00.a;010;020;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"HUNGARY (1768)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:HU";C_33.00.a;010;030;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"HUNGARY (1768)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:HU";C_33.00.a;010;040;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"HUNGARY (1768)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:HU";C_33.00.a;010;140;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"HUNGARY (1768)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:HU";C_33.00.a;010;160;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"HUNGARY (1768)";"010";"Total exposures";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:HU";C_33.00.a;010;170;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"HUNGARY (1768)";"010";"Total exposures";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:HU";C_33.00.a;010;200;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"HUNGARY (1768)";"010";"Total exposures";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:HU";C_33.00.a;010;210;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"HUNGARY (1768)";"010";"Total exposures";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:HU";C_33.00.a;010;220;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"HUNGARY (1768)";"010";"Total exposures";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:HU";C_33.00.a;010;230;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"HUNGARY (1768)";"010";"Total exposures";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,BAS=eba_BA:x10,CPS=eba_CT:x1,RCP=eba_GA:HU";C_33.00.a;010;240;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"HUNGARY (1768)";"010";"Total exposures";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:HU";C_33.00.a;010;250;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"HUNGARY (1768)";"010";"Total exposures";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,BAS=eba_BA:x7,CPS=eba_CT:x1,RCP=eba_GA:HU";C_33.00.a;010;260;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"HUNGARY (1768)";"010";"Total exposures";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,BAS=eba_BA:x9,CPS=eba_CT:x1,MCY=eba_MC:x193,RCP=eba_GA:HU";C_33.00.a;010;290;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Exposure value";;;;;;;;;;"HUNGARY (1768)";"010";"Total exposures";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,BAS=eba_BA:x9,CPS=eba_CT:x1,MCY=eba_MC:x193,RCP=eba_GA:HU";C_33.00.a;010;300;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Risk weighted exposure amount";;;;;;;;;;"HUNGARY (1768)";"010";"Total exposures";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:HU";C_33.00.a;020;010;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"HUNGARY (1768)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:HU";C_33.00.a;020;020;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"HUNGARY (1768)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:HU";C_33.00.a;020;030;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"HUNGARY (1768)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:HU";C_33.00.a;020;050;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"HUNGARY (1768)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:HU";C_33.00.a;020;150;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Accumulated impairment";;;;;;;;;"HUNGARY (1768)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:HU";C_33.00.a;020;180;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"HUNGARY (1768)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:HU";C_33.00.a;020;190;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"HUNGARY (1768)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:HU";C_33.00.a;020;200;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"HUNGARY (1768)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x45,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:HU";C_33.00.a;020;210;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"HUNGARY (1768)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x45,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:HU";C_33.00.a;020;220;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"HUNGARY (1768)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x45,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:HU";C_33.00.a;020;230;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"HUNGARY (1768)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x45,BAS=eba_BA:x10,CPS=eba_CT:x1,RCP=eba_GA:HU";C_33.00.a;020;240;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"HUNGARY (1768)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x45,BAS=eba_BA:x7,CPS=eba_CT:x1,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:HU";C_33.00.a;020;250;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"HUNGARY (1768)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x45,BAS=eba_BA:x7,CPS=eba_CT:x1,RCP=eba_GA:HU";C_33.00.a;020;260;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"HUNGARY (1768)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:HU";C_33.00.a;030;190;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Standardised Approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"HUNGARY (1768)";"010#015#020#030";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:HU";C_33.00.a;040;140;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"HUNGARY (1768)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:HU";C_33.00.a;040;150;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Accumulated impairment";;;;;;;;;"HUNGARY (1768)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:HU";C_33.00.a;050;010;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"HUNGARY (1768)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:HU";C_33.00.a;050;020;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"HUNGARY (1768)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:HU";C_33.00.a;050;030;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"HUNGARY (1768)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:HU";C_33.00.a;050;040;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"HUNGARY (1768)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:HU";C_33.00.a;050;050;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"HUNGARY (1768)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:HU";C_33.00.a;050;060;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"HUNGARY (1768)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:HU";C_33.00.a;050;070;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"HUNGARY (1768)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:HU";C_33.00.a;050;090;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"HUNGARY (1768)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:HU";C_33.00.a;050;100;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"HUNGARY (1768)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:HU";C_33.00.a;050;110;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"HUNGARY (1768)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:HU";C_33.00.a;050;120;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"HUNGARY (1768)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x323,RCP=eba_GA:HU";C_33.00.a;050;130;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"HUNGARY (1768)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x323,RCP=eba_GA:HU";C_33.00.a;050;140;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"HUNGARY (1768)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:HU";C_33.00.a;050;150;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated impairment";;;;;;;;;"HUNGARY (1768)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:HU";C_33.00.a;050;160;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"HUNGARY (1768)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:HU";C_33.00.a;050;170;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"HUNGARY (1768)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:HU";C_33.00.a;050;180;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"HUNGARY (1768)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:HU";C_33.00.a;050;190;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"HUNGARY (1768)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x992,RCP=eba_GA:HU";C_33.00.a;050;200;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"HUNGARY (1768)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x42,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x992,RCP=eba_GA:HU";C_33.00.a;050;210;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"HUNGARY (1768)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x991,RCP=eba_GA:HU";C_33.00.a;050;220;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"HUNGARY (1768)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x42,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x991,RCP=eba_GA:HU";C_33.00.a;050;230;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"HUNGARY (1768)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x42,BAS=eba_BA:x10,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:HU";C_33.00.a;050;240;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"HUNGARY (1768)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:HU";C_33.00.a;050;250;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"HUNGARY (1768)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:HU";C_33.00.a;050;260;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"HUNGARY (1768)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x193,RCP=eba_GA:HU";C_33.00.a;050;290;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Exposure value";;;;;;;;;;"HUNGARY (1768)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x193,RCP=eba_GA:HU";C_33.00.a;050;300;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Risk weighted exposure amount";;;;;;;;;;"HUNGARY (1768)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x223,RCP=eba_GA:HU";C_33.00.a;060;010;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"HUNGARY (1768)";"010#015#020#030#060";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Public sector entities";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x223,RCP=eba_GA:HU";C_33.00.a;060;020;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"HUNGARY (1768)";"010#015#020#030#060";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Public sector entities";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x223,RCP=eba_GA:HU";C_33.00.a;060;030;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"HUNGARY (1768)";"010#015#020#030#060";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Public sector entities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x323,RCP=eba_GA:HU";C_33.00.a;075;140;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"HUNGARY (1768)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:HU";C_33.00.a;075;150;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated impairment";;;;;;;;;"HUNGARY (1768)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:HU";C_33.00.a;075;160;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"HUNGARY (1768)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:HU";C_33.00.a;075;170;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"HUNGARY (1768)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:HU";C_33.00.a;075;180;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"HUNGARY (1768)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:HU";C_33.00.a;075;190;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"HUNGARY (1768)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x992,RCP=eba_GA:HU";C_33.00.a;075;200;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"HUNGARY (1768)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x42,BAS=eba_BA:x17,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x992,RCP=eba_GA:HU";C_33.00.a;075;210;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"HUNGARY (1768)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x991,RCP=eba_GA:HU";C_33.00.a;075;220;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"HUNGARY (1768)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x42,BAS=eba_BA:x17,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x991,RCP=eba_GA:HU";C_33.00.a;075;230;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"HUNGARY (1768)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x42,BAS=eba_BA:x10,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:HU";C_33.00.a;075;240;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"HUNGARY (1768)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x202,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:HU";C_33.00.a;075;250;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"HUNGARY (1768)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:HU";C_33.00.a;075;260;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"HUNGARY (1768)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x193,RCP=eba_GA:HU";C_33.00.a;075;290;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Exposure value";;;;;;;;;;"HUNGARY (1768)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x193,RCP=eba_GA:HU";C_33.00.a;075;300;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Risk weighted exposure amount";;;;;;;;;;"HUNGARY (1768)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:HU";C_33.00.a;080;010;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"HUNGARY (1768)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:HU";C_33.00.a;080;020;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"HUNGARY (1768)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:HU";C_33.00.a;080;030;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"HUNGARY (1768)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:HU";C_33.00.a;080;040;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"HUNGARY (1768)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:HU";C_33.00.a;080;050;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"HUNGARY (1768)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:HU";C_33.00.a;080;060;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"HUNGARY (1768)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:HU";C_33.00.a;080;070;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"HUNGARY (1768)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:HU";C_33.00.a;080;080;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"HUNGARY (1768)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:HU";C_33.00.a;080;090;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"HUNGARY (1768)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:HU";C_33.00.a;080;190;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"HUNGARY (1768)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:HU";C_33.00.a;080;230;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"HUNGARY (1768)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x1,RCP=eba_GA:HU";C_33.00.a;080;240;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"HUNGARY (1768)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:HU";C_33.00.a;080;250;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"HUNGARY (1768)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x1,MCY=eba_MC:x193,RCP=eba_GA:HU";C_33.00.a;080;290;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Exposure value";;;;;;;;;;"HUNGARY (1768)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x1,MCY=eba_MC:x193,RCP=eba_GA:HU";C_33.00.a;080;300;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Risk weighted exposure amount";;;;;;;;;;"HUNGARY (1768)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:HU";C_33.00.a;090;010;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"HUNGARY (1768)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:HU";C_33.00.a;090;020;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"HUNGARY (1768)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:HU";C_33.00.a;090;190;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"HUNGARY (1768)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:HU";C_33.00.a;090;210;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"HUNGARY (1768)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:HU";C_33.00.a;090;230;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"HUNGARY (1768)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:HU";C_33.00.a;090;240;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"HUNGARY (1768)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:HU";C_33.00.a;090;250;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"HUNGARY (1768)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:HU";C_33.00.a;090;260;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"HUNGARY (1768)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:HU";C_33.00.a;090;290;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Exposure value";;;;;;;;;;"HUNGARY (1768)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:HU";C_33.00.a;090;300;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Risk weighted exposure amount";;;;;;;;;;"HUNGARY (1768)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:HU";C_33.00.a;100;010;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"HUNGARY (1768)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:HU";C_33.00.a;100;020;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"HUNGARY (1768)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:HU";C_33.00.a;100;030;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"HUNGARY (1768)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:HU";C_33.00.a;100;040;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"HUNGARY (1768)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:HU";C_33.00.a;100;050;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"HUNGARY (1768)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:HU";C_33.00.a;100;060;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"HUNGARY (1768)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:HU";C_33.00.a;100;070;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"HUNGARY (1768)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:HU";C_33.00.a;100;080;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"HUNGARY (1768)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:HU";C_33.00.a;100;090;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"HUNGARY (1768)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:HU";C_33.00.a;100;100;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"HUNGARY (1768)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:HU";C_33.00.a;100;110;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"HUNGARY (1768)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:HU";C_33.00.a;100;120;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"HUNGARY (1768)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:HU";C_33.00.a;100;130;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"HUNGARY (1768)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:HU";C_33.00.a;100;140;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"HUNGARY (1768)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:HU";C_33.00.a;100;150;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated impairment";;;;;;;;;"HUNGARY (1768)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:HU";C_33.00.a;100;160;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"HUNGARY (1768)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:HU";C_33.00.a;100;170;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"HUNGARY (1768)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:HU";C_33.00.a;100;180;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"HUNGARY (1768)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:HU";C_33.00.a;100;220;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"HUNGARY (1768)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:HU";C_33.00.a;100;230;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"HUNGARY (1768)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x16,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:HU";C_33.00.a;100;250;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"HUNGARY (1768)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:HU";C_33.00.a;110;010;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"HUNGARY (1768)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:HU";C_33.00.a;110;020;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"HUNGARY (1768)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:HU";C_33.00.a;110;030;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"HUNGARY (1768)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:HU";C_33.00.a;110;040;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"HUNGARY (1768)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:HU";C_33.00.a;110;060;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"HUNGARY (1768)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:HU";C_33.00.a;110;080;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"HUNGARY (1768)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:HU";C_33.00.a;110;110;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"HUNGARY (1768)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:HU";C_33.00.a;110;120;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"HUNGARY (1768)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x323,RCP=eba_GA:HU";C_33.00.a;110;130;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"HUNGARY (1768)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x323,RCP=eba_GA:HU";C_33.00.a;110;140;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"HUNGARY (1768)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:HU";C_33.00.a;110;150;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated impairment";;;;;;;;;"HUNGARY (1768)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:HU";C_33.00.a;110;160;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"HUNGARY (1768)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:HU";C_33.00.a;110;170;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"HUNGARY (1768)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:HU";C_33.00.a;110;180;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"HUNGARY (1768)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:HU";C_33.00.a;110;190;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"HUNGARY (1768)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x992,RCP=eba_GA:HU";C_33.00.a;110;200;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"HUNGARY (1768)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x992,RCP=eba_GA:HU";C_33.00.a;110;210;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"HUNGARY (1768)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x991,RCP=eba_GA:HU";C_33.00.a;110;220;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"HUNGARY (1768)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x991,RCP=eba_GA:HU";C_33.00.a;110;230;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"HUNGARY (1768)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:HU";C_33.00.a;110;240;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"HUNGARY (1768)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:HU";C_33.00.a;110;250;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"HUNGARY (1768)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:HU";C_33.00.a;110;260;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"HUNGARY (1768)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x193,RCP=eba_GA:HU";C_33.00.a;110;290;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Exposure value";;;;;;;;;;"HUNGARY (1768)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x193,RCP=eba_GA:HU";C_33.00.a;110;300;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Risk weighted exposure amount";;;;;;;;;;"HUNGARY (1768)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:HU";C_33.00.a;120;010;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"HUNGARY (1768)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:HU";C_33.00.a;120;020;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"HUNGARY (1768)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:HU";C_33.00.a;120;030;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"HUNGARY (1768)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:HU";C_33.00.a;120;040;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"HUNGARY (1768)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:HU";C_33.00.a;120;120;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"HUNGARY (1768)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:HU";C_33.00.a;120;140;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"HUNGARY (1768)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:HU";C_33.00.a;120;150;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated impairment";;;;;;;;;"HUNGARY (1768)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:HU";C_33.00.a;120;160;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"HUNGARY (1768)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:HU";C_33.00.a;120;170;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"HUNGARY (1768)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:HU";C_33.00.a;120;180;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"HUNGARY (1768)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:HU";C_33.00.a;120;190;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"HUNGARY (1768)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:HU";C_33.00.a;120;200;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"HUNGARY (1768)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:HU";C_33.00.a;120;210;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"HUNGARY (1768)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:HU";C_33.00.a;120;220;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"HUNGARY (1768)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:HU";C_33.00.a;120;230;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"HUNGARY (1768)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:HU";C_33.00.a;140;120;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"HUNGARY (1768)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:HU";C_33.00.a;140;130;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"HUNGARY (1768)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:HU";C_33.00.a;140;140;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"HUNGARY (1768)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:HU";C_33.00.a;140;150;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated impairment";;;;;;;;;"HUNGARY (1768)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:HU";C_33.00.a;140;160;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"HUNGARY (1768)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:HU";C_33.00.a;140;170;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"HUNGARY (1768)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:HU";C_33.00.a;140;180;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"HUNGARY (1768)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:HU";C_33.00.a;140;190;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"HUNGARY (1768)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:HU";C_33.00.a;140;200;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"HUNGARY (1768)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:HU";C_33.00.a;140;210;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"HUNGARY (1768)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:HU";C_33.00.a;140;220;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"HUNGARY (1768)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:HU";C_33.00.a;140;230;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"HUNGARY (1768)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x13,EXC=eba_EC:x16,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:HU";C_33.00.a;140;250;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"HUNGARY (1768)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:HU";C_33.00.a;140;260;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"HUNGARY (1768)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:HU";C_33.00.a;140;290;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Exposure value";;;;;;;;;;"HUNGARY (1768)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:HU";C_33.00.a;140;300;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Risk weighted exposure amount";;;;;;;;;;"HUNGARY (1768)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:HU";C_33.00.a;155;010;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"HUNGARY (1768)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:HU";C_33.00.a;155;020;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"HUNGARY (1768)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:HU";C_33.00.a;155;030;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"HUNGARY (1768)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:HU";C_33.00.a;155;040;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"HUNGARY (1768)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:HU";C_33.00.a;155;050;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"HUNGARY (1768)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:HU";C_33.00.a;155;060;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"HUNGARY (1768)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:HU";C_33.00.a;155;070;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"HUNGARY (1768)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:HU";C_33.00.a;155;080;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"HUNGARY (1768)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:HU";C_33.00.a;155;090;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"HUNGARY (1768)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:HU";C_33.00.a;155;100;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"HUNGARY (1768)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:HU";C_33.00.a;155;110;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"HUNGARY (1768)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:HU";C_33.00.a;155;120;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"HUNGARY (1768)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x323,RCP=eba_GA:HU";C_33.00.a;155;130;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"HUNGARY (1768)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x323,RCP=eba_GA:HU";C_33.00.a;155;140;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"HUNGARY (1768)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:HU";C_33.00.a;155;150;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated impairment";;;;;;;;;"HUNGARY (1768)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:HU";C_33.00.a;155;160;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"HUNGARY (1768)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:HU";C_33.00.a;155;170;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"HUNGARY (1768)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:HU";C_33.00.a;155;180;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"HUNGARY (1768)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:HU";C_33.00.a;155;190;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"HUNGARY (1768)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x992,RCP=eba_GA:HU";C_33.00.a;155;200;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"HUNGARY (1768)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x992,RCP=eba_GA:HU";C_33.00.a;155;210;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"HUNGARY (1768)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x991,RCP=eba_GA:HU";C_33.00.a;155;220;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"HUNGARY (1768)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x991,RCP=eba_GA:HU";C_33.00.a;155;230;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"HUNGARY (1768)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:HU";C_33.00.a;155;240;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"HUNGARY (1768)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x203,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:HU";C_33.00.a;155;250;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"HUNGARY (1768)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:HU";C_33.00.a;160;090;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"HUNGARY (1768)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:HU";C_33.00.a;160;100;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"HUNGARY (1768)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:HU";C_33.00.a;160;110;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"HUNGARY (1768)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:HU";C_33.00.a;160;120;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"HUNGARY (1768)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x56,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:HU";C_33.00.a;160;130;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"HUNGARY (1768)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x56,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:HU";C_33.00.a;160;140;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"HUNGARY (1768)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:HU";C_33.00.a;160;150;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"Accumulated impairment";;;;;;;;;"HUNGARY (1768)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:HU";C_33.00.a;160;160;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"HUNGARY (1768)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:HU";C_33.00.a;160;170;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"HUNGARY (1768)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:HU";C_33.00.a;160;180;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"HUNGARY (1768)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:HU,RES=eba_TI:x551";C_33.00.a;220;110;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"HUNGARY (1768)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:HU,RES=eba_TI:x551";C_33.00.a;220;210;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"HUNGARY (1768)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:HU,RES=eba_TI:x551";C_33.00.a;220;230;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"HUNGARY (1768)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:HU,RES=eba_TI:x551";C_33.00.a;220;250;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"HUNGARY (1768)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:HU,RES=eba_TI:x211";C_33.00.a;230;010;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"HUNGARY (1768)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:HU,RES=eba_TI:x211";C_33.00.a;230;040;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"HUNGARY (1768)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:HU,RES=eba_TI:x211";C_33.00.a;230;060;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"HUNGARY (1768)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:HU,RES=eba_TI:x211";C_33.00.a;230;110;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"HUNGARY (1768)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:HU,RES=eba_TI:x211";C_33.00.a;230;130;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"HUNGARY (1768)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:HU,RES=eba_TI:x211";C_33.00.a;230;140;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"HUNGARY (1768)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:HU,RES=eba_TI:x211";C_33.00.a;230;150;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated impairment";;;;;;;;;"HUNGARY (1768)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:HU,RES=eba_TI:x211";C_33.00.a;230;160;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"HUNGARY (1768)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:HU,RES=eba_TI:x211";C_33.00.a;230;170;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"HUNGARY (1768)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:HU,RES=eba_TI:x211";C_33.00.a;230;180;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"HUNGARY (1768)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:HU,RES=eba_TI:x211";C_33.00.a;230;190;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"HUNGARY (1768)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:HU,RES=eba_TI:x211";C_33.00.a;230;200;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"HUNGARY (1768)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:HU,RES=eba_TI:x211";C_33.00.a;230;210;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"HUNGARY (1768)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:HU,RES=eba_TI:x211";C_33.00.a;230;220;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"HUNGARY (1768)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:HU,RES=eba_TI:x211";C_33.00.a;230;230;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"HUNGARY (1768)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,BAS=eba_BA:x10,CPS=eba_CT:x1,RCP=eba_GA:HU,RES=eba_TI:x211";C_33.00.a;230;240;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"HUNGARY (1768)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:HU,RES=eba_TI:x211";C_33.00.a;230;250;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"HUNGARY (1768)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,BAS=eba_BA:x7,CPS=eba_CT:x1,RCP=eba_GA:HU,RES=eba_TI:x211";C_33.00.a;230;260;1768;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"HUNGARY (1768)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:IE";C_33.00.a;010;010;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"IRELAND (1769)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:IE";C_33.00.a;010;020;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"IRELAND (1769)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:IE";C_33.00.a;010;030;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"IRELAND (1769)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:IE";C_33.00.a;010;050;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"IRELAND (1769)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:IE";C_33.00.a;010;090;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"IRELAND (1769)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:IE";C_33.00.a;010;100;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"IRELAND (1769)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:IE";C_33.00.a;010;110;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"IRELAND (1769)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:IE";C_33.00.a;010;130;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"IRELAND (1769)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:IE";C_33.00.a;010;140;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"IRELAND (1769)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:IE";C_33.00.a;010;150;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Accumulated impairment";;;;;;;;;"IRELAND (1769)";"010";"Total exposures";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:IE";C_33.00.a;010;160;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"IRELAND (1769)";"010";"Total exposures";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:IE";C_33.00.a;010;170;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"IRELAND (1769)";"010";"Total exposures";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:IE";C_33.00.a;010;180;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"IRELAND (1769)";"010";"Total exposures";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:IE";C_33.00.a;010;190;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"IRELAND (1769)";"010";"Total exposures";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:IE";C_33.00.a;010;200;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"IRELAND (1769)";"010";"Total exposures";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:IE";C_33.00.a;010;210;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"IRELAND (1769)";"010";"Total exposures";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:IE";C_33.00.a;010;220;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"IRELAND (1769)";"010";"Total exposures";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:IE";C_33.00.a;010;230;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"IRELAND (1769)";"010";"Total exposures";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,BAS=eba_BA:x10,CPS=eba_CT:x1,RCP=eba_GA:IE";C_33.00.a;010;240;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"IRELAND (1769)";"010";"Total exposures";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:IE";C_33.00.a;010;250;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"IRELAND (1769)";"010";"Total exposures";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,BAS=eba_BA:x7,CPS=eba_CT:x1,RCP=eba_GA:IE";C_33.00.a;010;260;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"IRELAND (1769)";"010";"Total exposures";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,BAS=eba_BA:x9,CPS=eba_CT:x1,MCY=eba_MC:x193,RCP=eba_GA:IE";C_33.00.a;010;290;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Exposure value";;;;;;;;;;"IRELAND (1769)";"010";"Total exposures";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,BAS=eba_BA:x9,CPS=eba_CT:x1,MCY=eba_MC:x193,RCP=eba_GA:IE";C_33.00.a;010;300;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Risk weighted exposure amount";;;;;;;;;;"IRELAND (1769)";"010";"Total exposures";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:IE";C_33.00.a;020;010;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"IRELAND (1769)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:IE";C_33.00.a;020;020;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"IRELAND (1769)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:IE";C_33.00.a;020;030;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"IRELAND (1769)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:IE";C_33.00.a;020;040;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"IRELAND (1769)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:IE";C_33.00.a;020;050;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"IRELAND (1769)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:IE";C_33.00.a;020;190;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"IRELAND (1769)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x45,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:IE";C_33.00.a;020;220;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"IRELAND (1769)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x45,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:IE";C_33.00.a;020;230;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"IRELAND (1769)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x45,BAS=eba_BA:x10,CPS=eba_CT:x1,RCP=eba_GA:IE";C_33.00.a;020;240;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"IRELAND (1769)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x45,BAS=eba_BA:x7,CPS=eba_CT:x1,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:IE";C_33.00.a;020;250;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"IRELAND (1769)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x45,BAS=eba_BA:x7,CPS=eba_CT:x1,RCP=eba_GA:IE";C_33.00.a;020;260;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"IRELAND (1769)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:IE";C_33.00.a;040;040;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"IRELAND (1769)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:IE";C_33.00.a;040;050;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"IRELAND (1769)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:IE";C_33.00.a;040;070;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"IRELAND (1769)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:IE";C_33.00.a;040;090;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"IRELAND (1769)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:IE";C_33.00.a;040;100;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"IRELAND (1769)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:IE";C_33.00.a;040;110;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"IRELAND (1769)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:IE";C_33.00.a;040;130;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"IRELAND (1769)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:IE";C_33.00.a;040;140;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"IRELAND (1769)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:IE";C_33.00.a;040;150;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Accumulated impairment";;;;;;;;;"IRELAND (1769)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:IE";C_33.00.a;040;160;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"IRELAND (1769)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x323,RCP=eba_GA:IE";C_33.00.a;050;130;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"IRELAND (1769)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x323,RCP=eba_GA:IE";C_33.00.a;050;140;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"IRELAND (1769)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:IE";C_33.00.a;050;150;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated impairment";;;;;;;;;"IRELAND (1769)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:IE";C_33.00.a;050;160;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"IRELAND (1769)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:IE";C_33.00.a;050;170;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"IRELAND (1769)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:IE";C_33.00.a;050;180;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"IRELAND (1769)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:IE";C_33.00.a;050;190;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"IRELAND (1769)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x992,RCP=eba_GA:IE";C_33.00.a;050;200;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"IRELAND (1769)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x42,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x992,RCP=eba_GA:IE";C_33.00.a;050;210;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"IRELAND (1769)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x991,RCP=eba_GA:IE";C_33.00.a;050;220;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"IRELAND (1769)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x42,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x991,RCP=eba_GA:IE";C_33.00.a;050;230;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"IRELAND (1769)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x42,BAS=eba_BA:x10,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:IE";C_33.00.a;050;240;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"IRELAND (1769)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:IE";C_33.00.a;050;250;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"IRELAND (1769)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:IE";C_33.00.a;050;260;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"IRELAND (1769)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x193,RCP=eba_GA:IE";C_33.00.a;050;290;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Exposure value";;;;;;;;;;"IRELAND (1769)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x193,RCP=eba_GA:IE";C_33.00.a;050;300;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Risk weighted exposure amount";;;;;;;;;;"IRELAND (1769)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x223,RCP=eba_GA:IE";C_33.00.a;060;010;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"IRELAND (1769)";"010#015#020#030#060";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Public sector entities";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x223,RCP=eba_GA:IE";C_33.00.a;060;020;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"IRELAND (1769)";"010#015#020#030#060";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Public sector entities";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x223,RCP=eba_GA:IE";C_33.00.a;060;030;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"IRELAND (1769)";"010#015#020#030#060";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Public sector entities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x223,RCP=eba_GA:IE";C_33.00.a;060;040;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"IRELAND (1769)";"010#015#020#030#060";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Public sector entities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x223,RCP=eba_GA:IE";C_33.00.a;075;020;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"IRELAND (1769)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x223,RCP=eba_GA:IE";C_33.00.a;075;030;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"IRELAND (1769)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x223,RCP=eba_GA:IE";C_33.00.a;075;070;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"IRELAND (1769)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x323,RCP=eba_GA:IE";C_33.00.a;075;140;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"IRELAND (1769)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:IE";C_33.00.a;075;150;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated impairment";;;;;;;;;"IRELAND (1769)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:IE";C_33.00.a;075;160;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"IRELAND (1769)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:IE";C_33.00.a;075;180;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"IRELAND (1769)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:IE";C_33.00.a;075;190;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"IRELAND (1769)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x42,BAS=eba_BA:x17,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x992,RCP=eba_GA:IE";C_33.00.a;075;210;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"IRELAND (1769)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x991,RCP=eba_GA:IE";C_33.00.a;075;220;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"IRELAND (1769)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x42,BAS=eba_BA:x17,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x991,RCP=eba_GA:IE";C_33.00.a;075;230;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"IRELAND (1769)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x42,BAS=eba_BA:x10,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:IE";C_33.00.a;075;240;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"IRELAND (1769)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x202,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:IE";C_33.00.a;075;250;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"IRELAND (1769)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:IE";C_33.00.a;075;260;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"IRELAND (1769)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x193,RCP=eba_GA:IE";C_33.00.a;075;290;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Exposure value";;;;;;;;;;"IRELAND (1769)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x193,RCP=eba_GA:IE";C_33.00.a;075;300;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Risk weighted exposure amount";;;;;;;;;;"IRELAND (1769)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:IE";C_33.00.a;080;010;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"IRELAND (1769)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:IE";C_33.00.a;080;020;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"IRELAND (1769)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:IE";C_33.00.a;080;030;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"IRELAND (1769)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:IE";C_33.00.a;080;040;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"IRELAND (1769)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:IE";C_33.00.a;080;050;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"IRELAND (1769)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:IE";C_33.00.a;080;060;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"IRELAND (1769)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:IE";C_33.00.a;080;070;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"IRELAND (1769)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:IE";C_33.00.a;080;080;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"IRELAND (1769)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:IE";C_33.00.a;080;090;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"IRELAND (1769)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:IE";C_33.00.a;080;100;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"IRELAND (1769)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:IE";C_33.00.a;080;130;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"IRELAND (1769)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:IE";C_33.00.a;080;140;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"IRELAND (1769)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:IE";C_33.00.a;080;150;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"Accumulated impairment";;;;;;;;;"IRELAND (1769)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:IE";C_33.00.a;080;160;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"IRELAND (1769)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:IE";C_33.00.a;080;180;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"IRELAND (1769)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:IE";C_33.00.a;080;230;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"IRELAND (1769)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x1,RCP=eba_GA:IE";C_33.00.a;080;240;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"IRELAND (1769)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,RCP=eba_GA:IE";C_33.00.a;080;260;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"IRELAND (1769)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x1,MCY=eba_MC:x193,RCP=eba_GA:IE";C_33.00.a;080;290;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Exposure value";;;;;;;;;;"IRELAND (1769)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x1,MCY=eba_MC:x193,RCP=eba_GA:IE";C_33.00.a;080;300;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Risk weighted exposure amount";;;;;;;;;;"IRELAND (1769)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:IE";C_33.00.a;090;010;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"IRELAND (1769)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:IE";C_33.00.a;090;020;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"IRELAND (1769)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:IE";C_33.00.a;090;030;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"IRELAND (1769)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:IE";C_33.00.a;090;040;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"IRELAND (1769)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:IE";C_33.00.a;090;050;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"IRELAND (1769)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:IE";C_33.00.a;090;140;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"IRELAND (1769)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:IE";C_33.00.a;090;150;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Accumulated impairment";;;;;;;;;"IRELAND (1769)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:IE";C_33.00.a;090;180;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"IRELAND (1769)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:IE";C_33.00.a;090;190;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"IRELAND (1769)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:IE";C_33.00.a;090;210;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"IRELAND (1769)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:IE";C_33.00.a;090;220;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"IRELAND (1769)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:IE";C_33.00.a;090;230;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"IRELAND (1769)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:IE";C_33.00.a;090;240;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"IRELAND (1769)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:IE";C_33.00.a;090;250;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"IRELAND (1769)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:IE";C_33.00.a;090;260;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"IRELAND (1769)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:IE";C_33.00.a;090;290;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Exposure value";;;;;;;;;;"IRELAND (1769)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:IE";C_33.00.a;090;300;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Risk weighted exposure amount";;;;;;;;;;"IRELAND (1769)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:IE";C_33.00.a;100;010;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"IRELAND (1769)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:IE";C_33.00.a;100;020;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"IRELAND (1769)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:IE";C_33.00.a;100;030;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"IRELAND (1769)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:IE";C_33.00.a;100;040;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"IRELAND (1769)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:IE";C_33.00.a;100;050;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"IRELAND (1769)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:IE";C_33.00.a;100;060;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"IRELAND (1769)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:IE";C_33.00.a;100;070;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"IRELAND (1769)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:IE";C_33.00.a;100;080;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"IRELAND (1769)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:IE";C_33.00.a;100;090;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"IRELAND (1769)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:IE";C_33.00.a;100;100;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"IRELAND (1769)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:IE";C_33.00.a;100;110;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"IRELAND (1769)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:IE";C_33.00.a;100;120;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"IRELAND (1769)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:IE";C_33.00.a;100;130;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"IRELAND (1769)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:IE";C_33.00.a;100;140;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"IRELAND (1769)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:IE";C_33.00.a;100;150;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated impairment";;;;;;;;;"IRELAND (1769)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:IE";C_33.00.a;100;160;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"IRELAND (1769)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:IE";C_33.00.a;100;170;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"IRELAND (1769)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:IE";C_33.00.a;100;180;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"IRELAND (1769)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:IE";C_33.00.a;100;190;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"IRELAND (1769)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:IE";C_33.00.a;100;200;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"IRELAND (1769)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:IE";C_33.00.a;100;210;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"IRELAND (1769)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:IE";C_33.00.a;100;220;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"IRELAND (1769)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:IE";C_33.00.a;100;230;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"IRELAND (1769)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x16,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:IE";C_33.00.a;100;250;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"IRELAND (1769)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:IE";C_33.00.a;100;290;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Exposure value";;;;;;;;;;"IRELAND (1769)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Exposure value";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:IE";C_33.00.a;110;020;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"IRELAND (1769)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:IE";C_33.00.a;110;030;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"IRELAND (1769)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:IE";C_33.00.a;110;040;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"IRELAND (1769)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:IE";C_33.00.a;110;050;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"IRELAND (1769)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:IE";C_33.00.a;110;060;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"IRELAND (1769)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:IE";C_33.00.a;110;070;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"IRELAND (1769)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:IE";C_33.00.a;110;090;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"IRELAND (1769)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:IE";C_33.00.a;110;120;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"IRELAND (1769)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x323,RCP=eba_GA:IE";C_33.00.a;110;130;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"IRELAND (1769)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x323,RCP=eba_GA:IE";C_33.00.a;110;140;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"IRELAND (1769)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:IE";C_33.00.a;110;150;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated impairment";;;;;;;;;"IRELAND (1769)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:IE";C_33.00.a;110;160;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"IRELAND (1769)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:IE";C_33.00.a;110;170;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"IRELAND (1769)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:IE";C_33.00.a;110;180;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"IRELAND (1769)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:IE";C_33.00.a;110;190;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"IRELAND (1769)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x992,RCP=eba_GA:IE";C_33.00.a;110;200;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"IRELAND (1769)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x992,RCP=eba_GA:IE";C_33.00.a;110;210;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"IRELAND (1769)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x991,RCP=eba_GA:IE";C_33.00.a;110;220;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"IRELAND (1769)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x991,RCP=eba_GA:IE";C_33.00.a;110;230;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"IRELAND (1769)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:IE";C_33.00.a;110;240;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"IRELAND (1769)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:IE";C_33.00.a;110;250;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"IRELAND (1769)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:IE";C_33.00.a;110;260;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"IRELAND (1769)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x193,RCP=eba_GA:IE";C_33.00.a;110;290;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Exposure value";;;;;;;;;;"IRELAND (1769)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x193,RCP=eba_GA:IE";C_33.00.a;110;300;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Risk weighted exposure amount";;;;;;;;;;"IRELAND (1769)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:IE";C_33.00.a;120;010;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"IRELAND (1769)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:IE";C_33.00.a;120;020;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"IRELAND (1769)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:IE";C_33.00.a;120;030;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"IRELAND (1769)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:IE";C_33.00.a;120;040;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"IRELAND (1769)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:IE";C_33.00.a;120;050;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"IRELAND (1769)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:IE";C_33.00.a;120;060;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"IRELAND (1769)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:IE";C_33.00.a;120;070;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"IRELAND (1769)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:IE";C_33.00.a;120;080;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"IRELAND (1769)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:IE";C_33.00.a;120;090;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"IRELAND (1769)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:IE";C_33.00.a;120;100;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"IRELAND (1769)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:IE";C_33.00.a;120;110;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"IRELAND (1769)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:IE";C_33.00.a;120;120;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"IRELAND (1769)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:IE";C_33.00.a;120;130;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"IRELAND (1769)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:IE";C_33.00.a;120;140;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"IRELAND (1769)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:IE";C_33.00.a;120;150;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated impairment";;;;;;;;;"IRELAND (1769)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:IE";C_33.00.a;120;160;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"IRELAND (1769)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:IE";C_33.00.a;120;170;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"IRELAND (1769)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:IE";C_33.00.a;120;180;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"IRELAND (1769)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:IE";C_33.00.a;120;190;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"IRELAND (1769)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:IE";C_33.00.a;120;200;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"IRELAND (1769)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:IE";C_33.00.a;120;210;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"IRELAND (1769)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:IE";C_33.00.a;120;220;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"IRELAND (1769)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:IE";C_33.00.a;120;230;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"IRELAND (1769)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:IE";C_33.00.a;120;240;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"IRELAND (1769)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x19,EXC=eba_EC:x16,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:IE";C_33.00.a;120;250;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"IRELAND (1769)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:IE";C_33.00.a;140;140;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"IRELAND (1769)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:IE";C_33.00.a;140;150;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated impairment";;;;;;;;;"IRELAND (1769)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:IE";C_33.00.a;140;160;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"IRELAND (1769)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:IE";C_33.00.a;140;170;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"IRELAND (1769)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:IE";C_33.00.a;140;180;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"IRELAND (1769)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:IE";C_33.00.a;140;190;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"IRELAND (1769)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:IE";C_33.00.a;140;200;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"IRELAND (1769)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:IE";C_33.00.a;140;210;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"IRELAND (1769)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:IE";C_33.00.a;140;220;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"IRELAND (1769)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:IE";C_33.00.a;140;230;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"IRELAND (1769)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:IE";C_33.00.a;140;240;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"IRELAND (1769)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x13,EXC=eba_EC:x16,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:IE";C_33.00.a;140;250;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"IRELAND (1769)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:IE";C_33.00.a;140;260;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"IRELAND (1769)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:IE";C_33.00.a;140;290;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Exposure value";;;;;;;;;;"IRELAND (1769)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:IE";C_33.00.a;140;300;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Risk weighted exposure amount";;;;;;;;;;"IRELAND (1769)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:IE";C_33.00.a;155;010;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"IRELAND (1769)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:IE";C_33.00.a;155;020;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"IRELAND (1769)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:IE";C_33.00.a;155;030;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"IRELAND (1769)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:IE";C_33.00.a;155;040;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"IRELAND (1769)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:IE";C_33.00.a;155;050;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"IRELAND (1769)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:IE";C_33.00.a;155;060;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"IRELAND (1769)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:IE";C_33.00.a;155;070;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"IRELAND (1769)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:IE";C_33.00.a;155;080;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"IRELAND (1769)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:IE";C_33.00.a;155;090;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"IRELAND (1769)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:IE";C_33.00.a;155;100;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"IRELAND (1769)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:IE";C_33.00.a;155;110;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"IRELAND (1769)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:IE";C_33.00.a;155;120;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"IRELAND (1769)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x323,RCP=eba_GA:IE";C_33.00.a;155;130;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"IRELAND (1769)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x323,RCP=eba_GA:IE";C_33.00.a;155;140;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"IRELAND (1769)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:IE";C_33.00.a;155;150;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated impairment";;;;;;;;;"IRELAND (1769)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:IE";C_33.00.a;155;160;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"IRELAND (1769)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:IE";C_33.00.a;155;170;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"IRELAND (1769)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:IE";C_33.00.a;155;180;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"IRELAND (1769)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:IE";C_33.00.a;155;190;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"IRELAND (1769)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x992,RCP=eba_GA:IE";C_33.00.a;155;200;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"IRELAND (1769)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x992,RCP=eba_GA:IE";C_33.00.a;155;210;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"IRELAND (1769)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x991,RCP=eba_GA:IE";C_33.00.a;155;220;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"IRELAND (1769)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x991,RCP=eba_GA:IE";C_33.00.a;155;230;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"IRELAND (1769)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:IE";C_33.00.a;155;240;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"IRELAND (1769)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x203,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:IE";C_33.00.a;155;250;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"IRELAND (1769)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:IE";C_33.00.a;155;260;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"IRELAND (1769)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x193,RCP=eba_GA:IE";C_33.00.a;155;290;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Exposure value";;;;;;;;;;"IRELAND (1769)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x193,RCP=eba_GA:IE";C_33.00.a;155;300;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Risk weighted exposure amount";;;;;;;;;;"IRELAND (1769)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:IE";C_33.00.a;160;010;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"IRELAND (1769)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:IE";C_33.00.a;160;050;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"IRELAND (1769)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:IE";C_33.00.a;160;100;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"IRELAND (1769)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:IE";C_33.00.a;160;110;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"IRELAND (1769)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:IE";C_33.00.a;160;120;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"IRELAND (1769)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x56,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:IE";C_33.00.a;160;130;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"IRELAND (1769)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x56,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:IE";C_33.00.a;160;140;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"IRELAND (1769)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:IE";C_33.00.a;160;150;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"Accumulated impairment";;;;;;;;;"IRELAND (1769)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:IE";C_33.00.a;160;160;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"IRELAND (1769)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:IE";C_33.00.a;160;170;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"IRELAND (1769)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:IE";C_33.00.a;160;180;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"IRELAND (1769)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:IE";C_33.00.a;160;190;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"IRELAND (1769)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:IE";C_33.00.a;160;200;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"IRELAND (1769)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:IE,RES=eba_TI:x551";C_33.00.a;220;070;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"IRELAND (1769)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:IE,RES=eba_TI:x551";C_33.00.a;220;140;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"IRELAND (1769)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:IE,RES=eba_TI:x551";C_33.00.a;220;180;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"IRELAND (1769)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:IE,RES=eba_TI:x551";C_33.00.a;220;190;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"IRELAND (1769)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:IE,RES=eba_TI:x551";C_33.00.a;220;230;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"IRELAND (1769)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,BAS=eba_BA:x10,CPS=eba_CT:x1,RCP=eba_GA:IE,RES=eba_TI:x551";C_33.00.a;220;240;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"IRELAND (1769)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:IE,RES=eba_TI:x551";C_33.00.a;220;250;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"IRELAND (1769)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,BAS=eba_BA:x7,CPS=eba_CT:x1,RCP=eba_GA:IE,RES=eba_TI:x551";C_33.00.a;220;260;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"IRELAND (1769)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:IE,RES=eba_TI:x211";C_33.00.a;230;010;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"IRELAND (1769)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:IE,RES=eba_TI:x211";C_33.00.a;230;020;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"IRELAND (1769)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:IE,RES=eba_TI:x211";C_33.00.a;230;030;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"IRELAND (1769)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:IE,RES=eba_TI:x211";C_33.00.a;230;040;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"IRELAND (1769)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:IE,RES=eba_TI:x211";C_33.00.a;230;050;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"IRELAND (1769)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:IE,RES=eba_TI:x211";C_33.00.a;230;060;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"IRELAND (1769)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:IE,RES=eba_TI:x211";C_33.00.a;230;070;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"IRELAND (1769)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:IE,RES=eba_TI:x211";C_33.00.a;230;080;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"IRELAND (1769)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:IE,RES=eba_TI:x211";C_33.00.a;230;090;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"IRELAND (1769)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:IE,RES=eba_TI:x211";C_33.00.a;230;100;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"IRELAND (1769)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:IE,RES=eba_TI:x211";C_33.00.a;230;110;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"IRELAND (1769)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:IE,RES=eba_TI:x211";C_33.00.a;230;130;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"IRELAND (1769)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:IE,RES=eba_TI:x211";C_33.00.a;230;140;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"IRELAND (1769)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:IE,RES=eba_TI:x211";C_33.00.a;230;150;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated impairment";;;;;;;;;"IRELAND (1769)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:IE,RES=eba_TI:x211";C_33.00.a;230;160;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"IRELAND (1769)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:IE,RES=eba_TI:x211";C_33.00.a;230;170;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"IRELAND (1769)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:IE,RES=eba_TI:x211";C_33.00.a;230;180;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"IRELAND (1769)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:IE,RES=eba_TI:x211";C_33.00.a;230;190;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"IRELAND (1769)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:IE,RES=eba_TI:x211";C_33.00.a;230;200;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"IRELAND (1769)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:IE,RES=eba_TI:x211";C_33.00.a;230;210;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"IRELAND (1769)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:IE,RES=eba_TI:x211";C_33.00.a;230;220;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"IRELAND (1769)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:IE,RES=eba_TI:x211";C_33.00.a;230;230;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"IRELAND (1769)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,BAS=eba_BA:x10,CPS=eba_CT:x1,RCP=eba_GA:IE,RES=eba_TI:x211";C_33.00.a;230;240;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"IRELAND (1769)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:IE,RES=eba_TI:x211";C_33.00.a;230;250;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"IRELAND (1769)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,BAS=eba_BA:x7,CPS=eba_CT:x1,RCP=eba_GA:IE,RES=eba_TI:x211";C_33.00.a;230;260;1769;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"IRELAND (1769)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:IT";C_33.00.a;010;010;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"ITALY (1770)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:IT";C_33.00.a;010;020;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"ITALY (1770)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:IT";C_33.00.a;010;030;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"ITALY (1770)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:IT";C_33.00.a;010;040;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"ITALY (1770)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:IT";C_33.00.a;010;050;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"ITALY (1770)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:IT";C_33.00.a;010;060;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"ITALY (1770)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:IT";C_33.00.a;010;080;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"ITALY (1770)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:IT";C_33.00.a;010;130;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"ITALY (1770)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:IT";C_33.00.a;010;140;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"ITALY (1770)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,BAS=eba_BA:x10,CPS=eba_CT:x1,RCP=eba_GA:IT";C_33.00.a;010;240;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"ITALY (1770)";"010";"Total exposures";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:IT";C_33.00.a;010;250;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"ITALY (1770)";"010";"Total exposures";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,BAS=eba_BA:x7,CPS=eba_CT:x1,RCP=eba_GA:IT";C_33.00.a;010;260;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"ITALY (1770)";"010";"Total exposures";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,BAS=eba_BA:x9,CPS=eba_CT:x1,MCY=eba_MC:x193,RCP=eba_GA:IT";C_33.00.a;010;290;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Exposure value";;;;;;;;;;"ITALY (1770)";"010";"Total exposures";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,BAS=eba_BA:x9,CPS=eba_CT:x1,MCY=eba_MC:x193,RCP=eba_GA:IT";C_33.00.a;010;300;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Risk weighted exposure amount";;;;;;;;;;"ITALY (1770)";"010";"Total exposures";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:IT";C_33.00.a;020;010;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"ITALY (1770)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:IT";C_33.00.a;020;020;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"ITALY (1770)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:IT";C_33.00.a;020;030;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"ITALY (1770)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:IT";C_33.00.a;020;040;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"ITALY (1770)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:IT";C_33.00.a;020;050;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"ITALY (1770)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x45,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:IT";C_33.00.a;020;140;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"ITALY (1770)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x45,BAS=eba_BA:x10,CPS=eba_CT:x1,RCP=eba_GA:IT";C_33.00.a;020;240;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"ITALY (1770)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x45,BAS=eba_BA:x7,CPS=eba_CT:x1,RCP=eba_GA:IT";C_33.00.a;020;260;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"ITALY (1770)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x45,BAS=eba_BA:x9,CPS=eba_CT:x1,MCY=eba_MC:x193,RCP=eba_GA:IT";C_33.00.a;020;290;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Exposure value";;;;;;;;;;"ITALY (1770)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x45,BAS=eba_BA:x9,CPS=eba_CT:x1,MCY=eba_MC:x193,RCP=eba_GA:IT";C_33.00.a;020;300;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Risk weighted exposure amount";;;;;;;;;;"ITALY (1770)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:IT";C_33.00.a;040;150;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Accumulated impairment";;;;;;;;;"ITALY (1770)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:IT";C_33.00.a;050;120;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"ITALY (1770)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x323,RCP=eba_GA:IT";C_33.00.a;050;130;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"ITALY (1770)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x323,RCP=eba_GA:IT";C_33.00.a;050;140;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"ITALY (1770)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:IT";C_33.00.a;050;150;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated impairment";;;;;;;;;"ITALY (1770)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:IT";C_33.00.a;050;160;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"ITALY (1770)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:IT";C_33.00.a;050;170;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"ITALY (1770)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:IT";C_33.00.a;050;180;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"ITALY (1770)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:IT";C_33.00.a;050;190;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"ITALY (1770)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x992,RCP=eba_GA:IT";C_33.00.a;050;200;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"ITALY (1770)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x42,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x992,RCP=eba_GA:IT";C_33.00.a;050;210;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"ITALY (1770)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x991,RCP=eba_GA:IT";C_33.00.a;050;220;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"ITALY (1770)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x42,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x991,RCP=eba_GA:IT";C_33.00.a;050;230;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"ITALY (1770)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x42,BAS=eba_BA:x10,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:IT";C_33.00.a;050;240;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"ITALY (1770)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:IT";C_33.00.a;050;250;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"ITALY (1770)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:IT";C_33.00.a;050;260;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"ITALY (1770)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x193,RCP=eba_GA:IT";C_33.00.a;050;290;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Exposure value";;;;;;;;;;"ITALY (1770)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x193,RCP=eba_GA:IT";C_33.00.a;050;300;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Risk weighted exposure amount";;;;;;;;;;"ITALY (1770)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x223,RCP=eba_GA:IT";C_33.00.a;060;010;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"ITALY (1770)";"010#015#020#030#060";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Public sector entities";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x223,RCP=eba_GA:IT";C_33.00.a;060;020;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"ITALY (1770)";"010#015#020#030#060";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Public sector entities";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x223,RCP=eba_GA:IT";C_33.00.a;060;030;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"ITALY (1770)";"010#015#020#030#060";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Public sector entities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x223,RCP=eba_GA:IT";C_33.00.a;060;040;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"ITALY (1770)";"010#015#020#030#060";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Public sector entities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x223,RCP=eba_GA:IT";C_33.00.a;060;050;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"ITALY (1770)";"010#015#020#030#060";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Public sector entities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x223,RCP=eba_GA:IT";C_33.00.a;075;020;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"ITALY (1770)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x223,RCP=eba_GA:IT";C_33.00.a;075;030;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"ITALY (1770)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x323,RCP=eba_GA:IT";C_33.00.a;075;140;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"ITALY (1770)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:IT";C_33.00.a;075;150;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated impairment";;;;;;;;;"ITALY (1770)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:IT";C_33.00.a;075;160;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"ITALY (1770)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:IT";C_33.00.a;075;180;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"ITALY (1770)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x193,RCP=eba_GA:IT";C_33.00.a;075;290;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Exposure value";;;;;;;;;;"ITALY (1770)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x193,RCP=eba_GA:IT";C_33.00.a;075;300;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Risk weighted exposure amount";;;;;;;;;;"ITALY (1770)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:IT";C_33.00.a;080;010;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"ITALY (1770)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:IT";C_33.00.a;080;020;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"ITALY (1770)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:IT";C_33.00.a;080;030;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"ITALY (1770)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:IT";C_33.00.a;080;040;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"ITALY (1770)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:IT";C_33.00.a;080;060;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"ITALY (1770)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:IT";C_33.00.a;080;070;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"ITALY (1770)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:IT";C_33.00.a;080;090;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"ITALY (1770)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x1,MCY=eba_MC:x193,RCP=eba_GA:IT";C_33.00.a;080;290;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Exposure value";;;;;;;;;;"ITALY (1770)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Exposure value";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:IT";C_33.00.a;090;020;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"ITALY (1770)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:IT";C_33.00.a;090;040;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"ITALY (1770)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:IT";C_33.00.a;090;190;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"ITALY (1770)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:IT";C_33.00.a;090;210;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"ITALY (1770)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:IT";C_33.00.a;090;230;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"ITALY (1770)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:IT";C_33.00.a;090;240;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"ITALY (1770)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:IT";C_33.00.a;090;250;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"ITALY (1770)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:IT";C_33.00.a;090;260;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"ITALY (1770)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:IT";C_33.00.a;090;290;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Exposure value";;;;;;;;;;"ITALY (1770)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:IT";C_33.00.a;090;300;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Risk weighted exposure amount";;;;;;;;;;"ITALY (1770)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:IT";C_33.00.a;100;010;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"ITALY (1770)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:IT";C_33.00.a;100;020;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"ITALY (1770)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:IT";C_33.00.a;100;030;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"ITALY (1770)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:IT";C_33.00.a;100;040;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"ITALY (1770)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:IT";C_33.00.a;100;050;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"ITALY (1770)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:IT";C_33.00.a;100;060;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"ITALY (1770)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:IT";C_33.00.a;100;070;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"ITALY (1770)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:IT";C_33.00.a;100;080;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"ITALY (1770)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:IT";C_33.00.a;100;090;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"ITALY (1770)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:IT";C_33.00.a;100;100;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"ITALY (1770)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:IT";C_33.00.a;100;110;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"ITALY (1770)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:IT";C_33.00.a;100;120;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"ITALY (1770)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:IT";C_33.00.a;100;130;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"ITALY (1770)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:IT";C_33.00.a;100;140;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"ITALY (1770)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:IT";C_33.00.a;100;150;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated impairment";;;;;;;;;"ITALY (1770)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:IT";C_33.00.a;100;160;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"ITALY (1770)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:IT";C_33.00.a;100;170;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"ITALY (1770)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:IT";C_33.00.a;100;180;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"ITALY (1770)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:IT";C_33.00.a;100;190;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"ITALY (1770)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:IT";C_33.00.a;100;200;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"ITALY (1770)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:IT";C_33.00.a;110;030;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"ITALY (1770)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:IT";C_33.00.a;110;120;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"ITALY (1770)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x323,RCP=eba_GA:IT";C_33.00.a;110;140;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"ITALY (1770)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:IT";C_33.00.a;110;150;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated impairment";;;;;;;;;"ITALY (1770)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:IT";C_33.00.a;110;160;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"ITALY (1770)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:IT";C_33.00.a;110;170;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"ITALY (1770)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:IT";C_33.00.a;110;180;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"ITALY (1770)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:IT";C_33.00.a;110;190;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"ITALY (1770)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x992,RCP=eba_GA:IT";C_33.00.a;110;200;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"ITALY (1770)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x992,RCP=eba_GA:IT";C_33.00.a;110;210;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"ITALY (1770)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x991,RCP=eba_GA:IT";C_33.00.a;110;220;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"ITALY (1770)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x991,RCP=eba_GA:IT";C_33.00.a;110;230;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"ITALY (1770)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:IT";C_33.00.a;110;240;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"ITALY (1770)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:IT";C_33.00.a;110;250;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"ITALY (1770)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:IT";C_33.00.a;110;260;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"ITALY (1770)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x193,RCP=eba_GA:IT";C_33.00.a;110;290;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Exposure value";;;;;;;;;;"ITALY (1770)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x193,RCP=eba_GA:IT";C_33.00.a;110;300;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Risk weighted exposure amount";;;;;;;;;;"ITALY (1770)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:IT";C_33.00.a;120;010;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"ITALY (1770)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:IT";C_33.00.a;120;020;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"ITALY (1770)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:IT";C_33.00.a;120;030;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"ITALY (1770)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:IT";C_33.00.a;120;040;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"ITALY (1770)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:IT";C_33.00.a;120;050;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"ITALY (1770)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:IT";C_33.00.a;120;060;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"ITALY (1770)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:IT";C_33.00.a;120;070;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"ITALY (1770)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:IT";C_33.00.a;120;080;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"ITALY (1770)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:IT";C_33.00.a;120;090;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"ITALY (1770)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:IT";C_33.00.a;120;110;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"ITALY (1770)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:IT";C_33.00.a;120;120;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"ITALY (1770)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:IT";C_33.00.a;120;130;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"ITALY (1770)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:IT";C_33.00.a;120;140;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"ITALY (1770)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:IT";C_33.00.a;120;150;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated impairment";;;;;;;;;"ITALY (1770)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:IT";C_33.00.a;120;160;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"ITALY (1770)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:IT";C_33.00.a;120;170;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"ITALY (1770)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:IT";C_33.00.a;120;180;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"ITALY (1770)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:IT";C_33.00.a;120;190;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"ITALY (1770)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:IT";C_33.00.a;120;200;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"ITALY (1770)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:IT";C_33.00.a;120;210;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"ITALY (1770)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:IT";C_33.00.a;120;220;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"ITALY (1770)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:IT";C_33.00.a;120;230;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"ITALY (1770)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:IT";C_33.00.a;120;240;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"ITALY (1770)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x19,EXC=eba_EC:x16,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:IT";C_33.00.a;120;250;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"ITALY (1770)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:IT";C_33.00.a;140;140;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"ITALY (1770)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:IT";C_33.00.a;140;150;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated impairment";;;;;;;;;"ITALY (1770)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:IT";C_33.00.a;140;160;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"ITALY (1770)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:IT";C_33.00.a;140;180;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"ITALY (1770)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:IT";C_33.00.a;140;190;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"ITALY (1770)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:IT";C_33.00.a;140;210;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"ITALY (1770)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:IT";C_33.00.a;140;220;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"ITALY (1770)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:IT";C_33.00.a;140;230;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"ITALY (1770)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:IT";C_33.00.a;140;240;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"ITALY (1770)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x13,EXC=eba_EC:x16,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:IT";C_33.00.a;140;250;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"ITALY (1770)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:IT";C_33.00.a;140;260;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"ITALY (1770)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:IT";C_33.00.a;140;290;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Exposure value";;;;;;;;;;"ITALY (1770)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:IT";C_33.00.a;140;300;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Risk weighted exposure amount";;;;;;;;;;"ITALY (1770)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:IT";C_33.00.a;155;010;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"ITALY (1770)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:IT";C_33.00.a;155;020;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"ITALY (1770)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:IT";C_33.00.a;155;030;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"ITALY (1770)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:IT";C_33.00.a;155;040;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"ITALY (1770)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:IT";C_33.00.a;155;050;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"ITALY (1770)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:IT";C_33.00.a;155;060;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"ITALY (1770)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:IT";C_33.00.a;155;070;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"ITALY (1770)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:IT";C_33.00.a;155;080;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"ITALY (1770)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:IT";C_33.00.a;155;090;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"ITALY (1770)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:IT";C_33.00.a;155;100;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"ITALY (1770)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:IT";C_33.00.a;155;110;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"ITALY (1770)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:IT";C_33.00.a;155;120;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"ITALY (1770)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x323,RCP=eba_GA:IT";C_33.00.a;155;130;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"ITALY (1770)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x323,RCP=eba_GA:IT";C_33.00.a;155;140;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"ITALY (1770)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:IT";C_33.00.a;155;150;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated impairment";;;;;;;;;"ITALY (1770)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:IT";C_33.00.a;155;160;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"ITALY (1770)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:IT";C_33.00.a;155;170;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"ITALY (1770)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:IT";C_33.00.a;155;180;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"ITALY (1770)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:IT";C_33.00.a;155;190;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"ITALY (1770)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x992,RCP=eba_GA:IT";C_33.00.a;155;200;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"ITALY (1770)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x992,RCP=eba_GA:IT";C_33.00.a;155;210;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"ITALY (1770)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x991,RCP=eba_GA:IT";C_33.00.a;155;220;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"ITALY (1770)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x991,RCP=eba_GA:IT";C_33.00.a;155;230;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"ITALY (1770)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:IT";C_33.00.a;155;240;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"ITALY (1770)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x203,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:IT";C_33.00.a;155;250;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"ITALY (1770)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:IT";C_33.00.a;155;260;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"ITALY (1770)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x193,RCP=eba_GA:IT";C_33.00.a;155;290;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Exposure value";;;;;;;;;;"ITALY (1770)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Exposure value";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x56,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:IT";C_33.00.a;160;140;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"ITALY (1770)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:IT";C_33.00.a;160;150;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"Accumulated impairment";;;;;;;;;"ITALY (1770)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:IT";C_33.00.a;160;170;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"ITALY (1770)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:IT";C_33.00.a;160;180;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"ITALY (1770)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:IT";C_33.00.a;160;190;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"ITALY (1770)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:IT,RES=eba_TI:x551";C_33.00.a;220;230;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"ITALY (1770)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:IT,RES=eba_TI:x551";C_33.00.a;220;250;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"ITALY (1770)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:IT,RES=eba_TI:x211";C_33.00.a;230;010;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"ITALY (1770)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:IT,RES=eba_TI:x211";C_33.00.a;230;020;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"ITALY (1770)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:IT,RES=eba_TI:x211";C_33.00.a;230;030;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"ITALY (1770)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:IT,RES=eba_TI:x211";C_33.00.a;230;050;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"ITALY (1770)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:IT,RES=eba_TI:x211";C_33.00.a;230;060;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"ITALY (1770)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:IT,RES=eba_TI:x211";C_33.00.a;230;070;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"ITALY (1770)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:IT,RES=eba_TI:x211";C_33.00.a;230;150;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated impairment";;;;;;;;;"ITALY (1770)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:IT,RES=eba_TI:x211";C_33.00.a;230;160;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"ITALY (1770)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:IT,RES=eba_TI:x211";C_33.00.a;230;170;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"ITALY (1770)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:IT,RES=eba_TI:x211";C_33.00.a;230;180;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"ITALY (1770)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:IT,RES=eba_TI:x211";C_33.00.a;230;190;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"ITALY (1770)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:IT,RES=eba_TI:x211";C_33.00.a;230;200;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"ITALY (1770)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:IT,RES=eba_TI:x211";C_33.00.a;230;210;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"ITALY (1770)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:IT,RES=eba_TI:x211";C_33.00.a;230;220;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"ITALY (1770)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:IT,RES=eba_TI:x211";C_33.00.a;230;230;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"ITALY (1770)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,BAS=eba_BA:x10,CPS=eba_CT:x1,RCP=eba_GA:IT,RES=eba_TI:x211";C_33.00.a;230;240;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"ITALY (1770)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:IT,RES=eba_TI:x211";C_33.00.a;230;250;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"ITALY (1770)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,BAS=eba_BA:x7,CPS=eba_CT:x1,RCP=eba_GA:IT,RES=eba_TI:x211";C_33.00.a;230;260;1770;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"ITALY (1770)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:JP";C_33.00.a;010;010;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"JAPAN (1771)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:JP";C_33.00.a;010;020;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"JAPAN (1771)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:JP";C_33.00.a;010;030;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"JAPAN (1771)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:JP";C_33.00.a;010;040;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"JAPAN (1771)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:JP";C_33.00.a;010;050;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"JAPAN (1771)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:JP";C_33.00.a;010;060;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"JAPAN (1771)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,BAS=eba_BA:x7,CPS=eba_CT:x1,RCP=eba_GA:JP";C_33.00.a;010;260;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"JAPAN (1771)";"010";"Total exposures";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,BAS=eba_BA:x9,CPS=eba_CT:x1,MCY=eba_MC:x193,RCP=eba_GA:JP";C_33.00.a;010;290;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Exposure value";;;;;;;;;;"JAPAN (1771)";"010";"Total exposures";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,BAS=eba_BA:x9,CPS=eba_CT:x1,MCY=eba_MC:x193,RCP=eba_GA:JP";C_33.00.a;010;300;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Risk weighted exposure amount";;;;;;;;;;"JAPAN (1771)";"010";"Total exposures";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:JP";C_33.00.a;020;010;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"JAPAN (1771)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:JP";C_33.00.a;020;020;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"JAPAN (1771)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:JP";C_33.00.a;020;030;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"JAPAN (1771)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:JP";C_33.00.a;020;040;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"JAPAN (1771)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:JP";C_33.00.a;020;050;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"JAPAN (1771)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x45,BAS=eba_BA:x10,CPS=eba_CT:x1,RCP=eba_GA:JP";C_33.00.a;020;240;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"JAPAN (1771)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x45,BAS=eba_BA:x7,CPS=eba_CT:x1,RCP=eba_GA:JP";C_33.00.a;020;260;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"JAPAN (1771)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x45,BAS=eba_BA:x9,CPS=eba_CT:x1,MCY=eba_MC:x193,RCP=eba_GA:JP";C_33.00.a;020;290;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Exposure value";;;;;;;;;;"JAPAN (1771)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x45,BAS=eba_BA:x9,CPS=eba_CT:x1,MCY=eba_MC:x193,RCP=eba_GA:JP";C_33.00.a;020;300;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Risk weighted exposure amount";;;;;;;;;;"JAPAN (1771)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x323,RCP=eba_GA:JP";C_33.00.a;050;140;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"JAPAN (1771)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:JP";C_33.00.a;050;150;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated impairment";;;;;;;;;"JAPAN (1771)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:JP";C_33.00.a;050;160;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"JAPAN (1771)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:JP";C_33.00.a;050;190;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"JAPAN (1771)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x42,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x992,RCP=eba_GA:JP";C_33.00.a;050;210;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"JAPAN (1771)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x991,RCP=eba_GA:JP";C_33.00.a;050;220;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"JAPAN (1771)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x42,BAS=eba_BA:x10,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:JP";C_33.00.a;050;240;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"JAPAN (1771)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:JP";C_33.00.a;050;250;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"JAPAN (1771)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:JP";C_33.00.a;050;260;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"JAPAN (1771)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x193,RCP=eba_GA:JP";C_33.00.a;050;290;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Exposure value";;;;;;;;;;"JAPAN (1771)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x193,RCP=eba_GA:JP";C_33.00.a;050;300;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Risk weighted exposure amount";;;;;;;;;;"JAPAN (1771)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x223,RCP=eba_GA:JP";C_33.00.a;060;010;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"JAPAN (1771)";"010#015#020#030#060";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Public sector entities";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x223,RCP=eba_GA:JP";C_33.00.a;060;020;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"JAPAN (1771)";"010#015#020#030#060";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Public sector entities";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x223,RCP=eba_GA:JP";C_33.00.a;060;030;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"JAPAN (1771)";"010#015#020#030#060";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Public sector entities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x223,RCP=eba_GA:JP";C_33.00.a;060;050;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"JAPAN (1771)";"010#015#020#030#060";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Public sector entities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x223,RCP=eba_GA:JP";C_33.00.a;075;020;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"JAPAN (1771)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:JP";C_33.00.a;075;150;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated impairment";;;;;;;;;"JAPAN (1771)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:JP";C_33.00.a;090;020;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"JAPAN (1771)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:JP";C_33.00.a;090;240;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"JAPAN (1771)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:JP";C_33.00.a;090;290;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Exposure value";;;;;;;;;;"JAPAN (1771)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:JP";C_33.00.a;090;300;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Risk weighted exposure amount";;;;;;;;;;"JAPAN (1771)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:JP";C_33.00.a;100;010;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"JAPAN (1771)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:JP";C_33.00.a;100;020;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"JAPAN (1771)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:JP";C_33.00.a;100;030;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"JAPAN (1771)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:JP";C_33.00.a;100;040;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"JAPAN (1771)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:JP";C_33.00.a;100;050;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"JAPAN (1771)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:JP";C_33.00.a;100;060;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"JAPAN (1771)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:JP";C_33.00.a;100;070;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"JAPAN (1771)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:JP";C_33.00.a;100;080;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"JAPAN (1771)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:JP";C_33.00.a;100;090;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"JAPAN (1771)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:JP";C_33.00.a;100;100;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"JAPAN (1771)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:JP";C_33.00.a;100;110;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"JAPAN (1771)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:JP";C_33.00.a;100;120;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"JAPAN (1771)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:JP";C_33.00.a;100;130;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"JAPAN (1771)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:JP";C_33.00.a;100;140;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"JAPAN (1771)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:JP";C_33.00.a;100;150;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated impairment";;;;;;;;;"JAPAN (1771)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:JP";C_33.00.a;100;160;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"JAPAN (1771)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:JP";C_33.00.a;100;170;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"JAPAN (1771)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:JP";C_33.00.a;100;180;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"JAPAN (1771)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:JP";C_33.00.a;100;190;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"JAPAN (1771)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:JP";C_33.00.a;100;200;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"JAPAN (1771)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x323,RCP=eba_GA:JP";C_33.00.a;110;140;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"JAPAN (1771)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:JP";C_33.00.a;110;150;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated impairment";;;;;;;;;"JAPAN (1771)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:JP";C_33.00.a;110;160;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"JAPAN (1771)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x992,RCP=eba_GA:JP";C_33.00.a;110;210;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"JAPAN (1771)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x991,RCP=eba_GA:JP";C_33.00.a;110;220;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"JAPAN (1771)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x991,RCP=eba_GA:JP";C_33.00.a;110;230;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"JAPAN (1771)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:JP";C_33.00.a;110;240;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"JAPAN (1771)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:JP";C_33.00.a;110;250;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"JAPAN (1771)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:JP";C_33.00.a;110;260;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"JAPAN (1771)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x193,RCP=eba_GA:JP";C_33.00.a;110;290;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Exposure value";;;;;;;;;;"JAPAN (1771)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x193,RCP=eba_GA:JP";C_33.00.a;110;300;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Risk weighted exposure amount";;;;;;;;;;"JAPAN (1771)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:JP";C_33.00.a;120;010;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"JAPAN (1771)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:JP";C_33.00.a;120;020;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"JAPAN (1771)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:JP";C_33.00.a;120;030;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"JAPAN (1771)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:JP";C_33.00.a;120;040;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"JAPAN (1771)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:JP";C_33.00.a;120;140;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"JAPAN (1771)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:JP";C_33.00.a;120;150;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated impairment";;;;;;;;;"JAPAN (1771)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:JP";C_33.00.a;120;170;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"JAPAN (1771)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:JP";C_33.00.a;120;180;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"JAPAN (1771)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:JP";C_33.00.a;120;190;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"JAPAN (1771)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:JP";C_33.00.a;120;220;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"JAPAN (1771)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:JP";C_33.00.a;120;230;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"JAPAN (1771)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:JP";C_33.00.a;120;240;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"JAPAN (1771)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x19,EXC=eba_EC:x16,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:JP";C_33.00.a;120;250;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"JAPAN (1771)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:JP";C_33.00.a;140;140;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"JAPAN (1771)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:JP";C_33.00.a;140;150;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated impairment";;;;;;;;;"JAPAN (1771)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:JP";C_33.00.a;140;180;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"JAPAN (1771)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:JP";C_33.00.a;140;210;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"JAPAN (1771)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:JP";C_33.00.a;140;230;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"JAPAN (1771)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:JP";C_33.00.a;140;260;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"JAPAN (1771)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:JP";C_33.00.a;140;290;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Exposure value";;;;;;;;;;"JAPAN (1771)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:JP";C_33.00.a;140;300;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Risk weighted exposure amount";;;;;;;;;;"JAPAN (1771)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:JP";C_33.00.a;155;010;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"JAPAN (1771)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:JP";C_33.00.a;155;020;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"JAPAN (1771)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:JP";C_33.00.a;155;030;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"JAPAN (1771)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:JP";C_33.00.a;155;040;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"JAPAN (1771)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:JP";C_33.00.a;155;050;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"JAPAN (1771)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:JP";C_33.00.a;155;060;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"JAPAN (1771)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:JP";C_33.00.a;155;070;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"JAPAN (1771)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:JP";C_33.00.a;155;080;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"JAPAN (1771)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:JP";C_33.00.a;155;090;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"JAPAN (1771)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:JP";C_33.00.a;155;100;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"JAPAN (1771)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:JP";C_33.00.a;155;110;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"JAPAN (1771)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:JP";C_33.00.a;155;120;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"JAPAN (1771)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x323,RCP=eba_GA:JP";C_33.00.a;155;130;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"JAPAN (1771)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x323,RCP=eba_GA:JP";C_33.00.a;155;140;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"JAPAN (1771)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:JP";C_33.00.a;155;150;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated impairment";;;;;;;;;"JAPAN (1771)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:JP";C_33.00.a;155;160;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"JAPAN (1771)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:JP";C_33.00.a;155;170;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"JAPAN (1771)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:JP";C_33.00.a;155;180;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"JAPAN (1771)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:JP";C_33.00.a;155;190;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"JAPAN (1771)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x992,RCP=eba_GA:JP";C_33.00.a;155;200;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"JAPAN (1771)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x992,RCP=eba_GA:JP";C_33.00.a;155;210;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"JAPAN (1771)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x991,RCP=eba_GA:JP";C_33.00.a;155;220;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"JAPAN (1771)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x991,RCP=eba_GA:JP";C_33.00.a;155;230;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"JAPAN (1771)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:JP";C_33.00.a;155;240;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"JAPAN (1771)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x203,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:JP";C_33.00.a;155;250;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"JAPAN (1771)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x193,RCP=eba_GA:JP";C_33.00.a;155;290;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Exposure value";;;;;;;;;;"JAPAN (1771)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Exposure value";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:JP";C_33.00.a;160;170;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"JAPAN (1771)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:JP";C_33.00.a;160;180;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"JAPAN (1771)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:JP";C_33.00.a;160;190;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"JAPAN (1771)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:JP,RES=eba_TI:x551";C_33.00.a;220;230;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"JAPAN (1771)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:JP,RES=eba_TI:x211";C_33.00.a;230;030;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"JAPAN (1771)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:JP,RES=eba_TI:x211";C_33.00.a;230;070;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"JAPAN (1771)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:JP,RES=eba_TI:x211";C_33.00.a;230;100;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"JAPAN (1771)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:JP,RES=eba_TI:x211";C_33.00.a;230;110;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"JAPAN (1771)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:JP,RES=eba_TI:x211";C_33.00.a;230;130;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"JAPAN (1771)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:JP,RES=eba_TI:x211";C_33.00.a;230;140;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"JAPAN (1771)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:JP,RES=eba_TI:x211";C_33.00.a;230;160;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"JAPAN (1771)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:JP,RES=eba_TI:x211";C_33.00.a;230;170;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"JAPAN (1771)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:JP,RES=eba_TI:x211";C_33.00.a;230;180;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"JAPAN (1771)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:JP,RES=eba_TI:x211";C_33.00.a;230;190;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"JAPAN (1771)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:JP,RES=eba_TI:x211";C_33.00.a;230;200;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"JAPAN (1771)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:JP,RES=eba_TI:x211";C_33.00.a;230;210;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"JAPAN (1771)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:JP,RES=eba_TI:x211";C_33.00.a;230;220;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"JAPAN (1771)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:JP,RES=eba_TI:x211";C_33.00.a;230;230;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"JAPAN (1771)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,BAS=eba_BA:x10,CPS=eba_CT:x1,RCP=eba_GA:JP,RES=eba_TI:x211";C_33.00.a;230;240;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"JAPAN (1771)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:JP,RES=eba_TI:x211";C_33.00.a;230;250;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"JAPAN (1771)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,BAS=eba_BA:x7,CPS=eba_CT:x1,RCP=eba_GA:JP,RES=eba_TI:x211";C_33.00.a;230;260;1771;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"JAPAN (1771)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;010;010;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"LATVIA (1772)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;010;020;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"LATVIA (1772)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;010;030;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"LATVIA (1772)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;010;040;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"LATVIA (1772)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;010;050;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"LATVIA (1772)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;010;060;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"LATVIA (1772)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;010;070;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"LATVIA (1772)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;010;090;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"LATVIA (1772)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;010;100;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"LATVIA (1772)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;010;110;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"LATVIA (1772)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;010;120;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"LATVIA (1772)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:LV";C_33.00.a;010;130;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"LATVIA (1772)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:LV";C_33.00.a;010;140;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"LATVIA (1772)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:LV";C_33.00.a;010;150;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Accumulated impairment";;;;;;;;;"LATVIA (1772)";"010";"Total exposures";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:LV";C_33.00.a;010;160;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"LATVIA (1772)";"010";"Total exposures";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:LV";C_33.00.a;010;170;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"LATVIA (1772)";"010";"Total exposures";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:LV";C_33.00.a;010;180;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"LATVIA (1772)";"010";"Total exposures";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:LV";C_33.00.a;010;190;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"LATVIA (1772)";"010";"Total exposures";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:LV";C_33.00.a;010;200;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"LATVIA (1772)";"010";"Total exposures";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:LV";C_33.00.a;010;210;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"LATVIA (1772)";"010";"Total exposures";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:LV";C_33.00.a;010;220;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"LATVIA (1772)";"010";"Total exposures";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:LV";C_33.00.a;010;230;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"LATVIA (1772)";"010";"Total exposures";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,BAS=eba_BA:x10,CPS=eba_CT:x1,RCP=eba_GA:LV";C_33.00.a;010;240;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"LATVIA (1772)";"010";"Total exposures";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:LV";C_33.00.a;010;250;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"LATVIA (1772)";"010";"Total exposures";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,BAS=eba_BA:x7,CPS=eba_CT:x1,RCP=eba_GA:LV";C_33.00.a;010;260;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"LATVIA (1772)";"010";"Total exposures";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,BAS=eba_BA:x9,CPS=eba_CT:x1,MCY=eba_MC:x193,RCP=eba_GA:LV";C_33.00.a;010;290;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Exposure value";;;;;;;;;;"LATVIA (1772)";"010";"Total exposures";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,BAS=eba_BA:x9,CPS=eba_CT:x1,MCY=eba_MC:x193,RCP=eba_GA:LV";C_33.00.a;010;300;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Risk weighted exposure amount";;;;;;;;;;"LATVIA (1772)";"010";"Total exposures";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;020;010;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"LATVIA (1772)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;020;020;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"LATVIA (1772)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;020;030;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"LATVIA (1772)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;020;040;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"LATVIA (1772)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;020;050;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"LATVIA (1772)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;020;060;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"LATVIA (1772)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;020;070;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"LATVIA (1772)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;020;080;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"LATVIA (1772)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;020;090;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"LATVIA (1772)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;020;100;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"LATVIA (1772)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;020;110;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"LATVIA (1772)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;020;120;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"LATVIA (1772)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x45,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:LV";C_33.00.a;020;130;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"LATVIA (1772)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x45,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:LV";C_33.00.a;020;140;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"LATVIA (1772)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:LV";C_33.00.a;020;150;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Accumulated impairment";;;;;;;;;"LATVIA (1772)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:LV";C_33.00.a;020;160;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"LATVIA (1772)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:LV";C_33.00.a;020;170;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"LATVIA (1772)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:LV";C_33.00.a;020;180;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"LATVIA (1772)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:LV";C_33.00.a;020;190;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"LATVIA (1772)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:LV";C_33.00.a;020;200;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"LATVIA (1772)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x45,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:LV";C_33.00.a;020;210;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"LATVIA (1772)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x45,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:LV";C_33.00.a;020;220;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"LATVIA (1772)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x45,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:LV";C_33.00.a;020;230;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"LATVIA (1772)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x45,BAS=eba_BA:x10,CPS=eba_CT:x1,RCP=eba_GA:LV";C_33.00.a;020;240;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"LATVIA (1772)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x45,BAS=eba_BA:x7,CPS=eba_CT:x1,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:LV";C_33.00.a;020;250;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"LATVIA (1772)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x45,BAS=eba_BA:x7,CPS=eba_CT:x1,RCP=eba_GA:LV";C_33.00.a;020;260;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"LATVIA (1772)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x45,BAS=eba_BA:x9,CPS=eba_CT:x1,MCY=eba_MC:x193,RCP=eba_GA:LV";C_33.00.a;020;290;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Exposure value";;;;;;;;;;"LATVIA (1772)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x45,BAS=eba_BA:x9,CPS=eba_CT:x1,MCY=eba_MC:x193,RCP=eba_GA:LV";C_33.00.a;020;300;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Risk weighted exposure amount";;;;;;;;;;"LATVIA (1772)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;030;010;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"LATVIA (1772)";"010#015#020#030";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;030;090;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"LATVIA (1772)";"010#015#020#030";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;030;110;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"LATVIA (1772)";"010#015#020#030";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;030;120;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"LATVIA (1772)";"010#015#020#030";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:LV";C_33.00.a;030;130;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"LATVIA (1772)";"010#015#020#030";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:LV";C_33.00.a;030;140;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"LATVIA (1772)";"010#015#020#030";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:LV";C_33.00.a;030;150;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Standardised Approach";"Direct exposures";"Accumulated impairment";;;;;;;;;"LATVIA (1772)";"010#015#020#030";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:LV";C_33.00.a;030;160;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Standardised Approach";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"LATVIA (1772)";"010#015#020#030";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:LV";C_33.00.a;030;170;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Standardised Approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"LATVIA (1772)";"010#015#020#030";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:LV";C_33.00.a;030;180;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Standardised Approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"LATVIA (1772)";"010#015#020#030";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:LV";C_33.00.a;030;190;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Standardised Approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"LATVIA (1772)";"010#015#020#030";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:LV";C_33.00.a;030;200;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Standardised Approach";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"LATVIA (1772)";"010#015#020#030";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x42,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:LV";C_33.00.a;030;210;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Standardised Approach";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"LATVIA (1772)";"010#015#020#030";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:LV";C_33.00.a;030;220;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Standardised Approach";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"LATVIA (1772)";"010#015#020#030";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x42,BAS=eba_BA:x10,CPS=eba_CT:x1,RCP=eba_GA:LV";C_33.00.a;030;240;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Standardised Approach";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"LATVIA (1772)";"010#015#020#030";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;040;010;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"LATVIA (1772)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;040;020;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"LATVIA (1772)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;040;030;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"LATVIA (1772)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;040;040;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"LATVIA (1772)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;040;050;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"LATVIA (1772)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;040;090;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"LATVIA (1772)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;040;100;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"LATVIA (1772)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;040;110;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"LATVIA (1772)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:LV";C_33.00.a;040;130;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"LATVIA (1772)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:LV";C_33.00.a;040;140;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"LATVIA (1772)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:LV";C_33.00.a;040;150;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Accumulated impairment";;;;;;;;;"LATVIA (1772)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:LV";C_33.00.a;040;160;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"LATVIA (1772)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;050;030;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"LATVIA (1772)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;050;040;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"LATVIA (1772)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;050;050;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"LATVIA (1772)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;050;060;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"LATVIA (1772)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;050;080;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"LATVIA (1772)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;050;090;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"LATVIA (1772)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;050;100;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"LATVIA (1772)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;050;110;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"LATVIA (1772)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;050;120;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"LATVIA (1772)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x323,RCP=eba_GA:LV";C_33.00.a;050;130;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"LATVIA (1772)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x323,RCP=eba_GA:LV";C_33.00.a;050;140;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"LATVIA (1772)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:LV";C_33.00.a;050;150;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated impairment";;;;;;;;;"LATVIA (1772)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:LV";C_33.00.a;050;160;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"LATVIA (1772)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:LV";C_33.00.a;050;170;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"LATVIA (1772)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:LV";C_33.00.a;050;180;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"LATVIA (1772)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:LV";C_33.00.a;050;190;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"LATVIA (1772)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x992,RCP=eba_GA:LV";C_33.00.a;050;200;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"LATVIA (1772)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x42,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x992,RCP=eba_GA:LV";C_33.00.a;050;210;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"LATVIA (1772)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x991,RCP=eba_GA:LV";C_33.00.a;050;220;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"LATVIA (1772)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x42,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x991,RCP=eba_GA:LV";C_33.00.a;050;230;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"LATVIA (1772)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x42,BAS=eba_BA:x10,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:LV";C_33.00.a;050;240;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"LATVIA (1772)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:LV";C_33.00.a;050;250;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"LATVIA (1772)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:LV";C_33.00.a;050;260;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"LATVIA (1772)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x193,RCP=eba_GA:LV";C_33.00.a;050;290;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Exposure value";;;;;;;;;;"LATVIA (1772)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x193,RCP=eba_GA:LV";C_33.00.a;050;300;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Risk weighted exposure amount";;;;;;;;;;"LATVIA (1772)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;060;010;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"LATVIA (1772)";"010#015#020#030#060";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Public sector entities";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;060;020;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"LATVIA (1772)";"010#015#020#030#060";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Public sector entities";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;060;030;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"LATVIA (1772)";"010#015#020#030#060";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Public sector entities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;060;040;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"LATVIA (1772)";"010#015#020#030#060";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Public sector entities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;060;050;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"LATVIA (1772)";"010#015#020#030#060";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Public sector entities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x323,RCP=eba_GA:LV";C_33.00.a;070;140;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"LATVIA (1772)";"010#015#020#030#070";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#International Organisations";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x20,RCP=eba_GA:LV";C_33.00.a;070;150;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations";"Direct exposures";"Accumulated impairment";;;;;;;;;"LATVIA (1772)";"010#015#020#030#070";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#International Organisations";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x20,RCP=eba_GA:LV";C_33.00.a;070;180;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"LATVIA (1772)";"010#015#020#030#070";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#International Organisations";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x20,RCP=eba_GA:LV";C_33.00.a;070;190;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"LATVIA (1772)";"010#015#020#030#070";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#International Organisations";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x20,MCY=eba_MC:x992,RCP=eba_GA:LV";C_33.00.a;070;200;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"LATVIA (1772)";"010#015#020#030#070";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#International Organisations";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;075;010;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"LATVIA (1772)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;075;020;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"LATVIA (1772)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;075;030;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"LATVIA (1772)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;075;040;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"LATVIA (1772)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;075;070;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"LATVIA (1772)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;075;080;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"LATVIA (1772)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;075;090;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"LATVIA (1772)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;075;100;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"LATVIA (1772)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;075;110;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"LATVIA (1772)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;075;120;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"LATVIA (1772)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x323,RCP=eba_GA:LV";C_33.00.a;075;130;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"LATVIA (1772)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x323,RCP=eba_GA:LV";C_33.00.a;075;140;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"LATVIA (1772)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:LV";C_33.00.a;075;150;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated impairment";;;;;;;;;"LATVIA (1772)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:LV";C_33.00.a;075;160;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"LATVIA (1772)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:LV";C_33.00.a;075;170;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"LATVIA (1772)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:LV";C_33.00.a;075;180;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"LATVIA (1772)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:LV";C_33.00.a;075;190;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"LATVIA (1772)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x42,BAS=eba_BA:x17,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x992,RCP=eba_GA:LV";C_33.00.a;075;210;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"LATVIA (1772)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x991,RCP=eba_GA:LV";C_33.00.a;075;220;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"LATVIA (1772)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x42,BAS=eba_BA:x17,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x991,RCP=eba_GA:LV";C_33.00.a;075;230;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"LATVIA (1772)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x42,BAS=eba_BA:x10,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:LV";C_33.00.a;075;240;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"LATVIA (1772)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x202,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:LV";C_33.00.a;075;250;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"LATVIA (1772)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:LV";C_33.00.a;075;260;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"LATVIA (1772)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x193,RCP=eba_GA:LV";C_33.00.a;075;290;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Exposure value";;;;;;;;;;"LATVIA (1772)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x193,RCP=eba_GA:LV";C_33.00.a;075;300;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Risk weighted exposure amount";;;;;;;;;;"LATVIA (1772)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;080;010;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"LATVIA (1772)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;080;020;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"LATVIA (1772)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;080;030;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"LATVIA (1772)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;080;040;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"LATVIA (1772)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;080;050;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"LATVIA (1772)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;080;060;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"LATVIA (1772)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;080;070;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"LATVIA (1772)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;080;080;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"LATVIA (1772)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;080;090;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"LATVIA (1772)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;080;100;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"LATVIA (1772)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:LV";C_33.00.a;080;150;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"Accumulated impairment";;;;;;;;;"LATVIA (1772)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:LV";C_33.00.a;080;160;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"LATVIA (1772)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:LV";C_33.00.a;080;170;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"LATVIA (1772)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:LV";C_33.00.a;080;180;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"LATVIA (1772)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:LV";C_33.00.a;080;190;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"LATVIA (1772)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:LV";C_33.00.a;080;200;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"LATVIA (1772)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:LV";C_33.00.a;080;210;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"LATVIA (1772)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:LV";C_33.00.a;080;220;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"LATVIA (1772)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:LV";C_33.00.a;080;230;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"LATVIA (1772)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x1,RCP=eba_GA:LV";C_33.00.a;080;240;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"LATVIA (1772)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:LV";C_33.00.a;080;250;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"LATVIA (1772)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,RCP=eba_GA:LV";C_33.00.a;080;260;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"LATVIA (1772)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x1,MCY=eba_MC:x193,RCP=eba_GA:LV";C_33.00.a;080;290;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Exposure value";;;;;;;;;;"LATVIA (1772)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x1,MCY=eba_MC:x193,RCP=eba_GA:LV";C_33.00.a;080;300;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Risk weighted exposure amount";;;;;;;;;;"LATVIA (1772)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;090;010;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"LATVIA (1772)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;090;020;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"LATVIA (1772)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;090;030;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"LATVIA (1772)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;090;040;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"LATVIA (1772)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;090;050;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"LATVIA (1772)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;090;100;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"LATVIA (1772)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:LV";C_33.00.a;090;130;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"LATVIA (1772)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:LV";C_33.00.a;090;140;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"LATVIA (1772)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:LV";C_33.00.a;090;150;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Accumulated impairment";;;;;;;;;"LATVIA (1772)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:LV";C_33.00.a;090;170;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"LATVIA (1772)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:LV";C_33.00.a;090;180;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"LATVIA (1772)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:LV";C_33.00.a;090;190;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"LATVIA (1772)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:LV";C_33.00.a;090;200;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"LATVIA (1772)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:LV";C_33.00.a;090;210;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"LATVIA (1772)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:LV";C_33.00.a;090;220;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"LATVIA (1772)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:LV";C_33.00.a;090;230;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"LATVIA (1772)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:LV";C_33.00.a;090;240;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"LATVIA (1772)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:LV";C_33.00.a;090;250;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"LATVIA (1772)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:LV";C_33.00.a;090;260;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"LATVIA (1772)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:LV";C_33.00.a;090;290;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Exposure value";;;;;;;;;;"LATVIA (1772)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:LV";C_33.00.a;090;300;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Risk weighted exposure amount";;;;;;;;;;"LATVIA (1772)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;100;010;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"LATVIA (1772)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;100;020;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"LATVIA (1772)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;100;030;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"LATVIA (1772)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;100;040;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"LATVIA (1772)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;100;050;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"LATVIA (1772)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;100;060;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"LATVIA (1772)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;100;070;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"LATVIA (1772)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;100;080;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"LATVIA (1772)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;100;090;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"LATVIA (1772)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;100;100;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"LATVIA (1772)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;100;110;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"LATVIA (1772)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;100;120;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"LATVIA (1772)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:LV";C_33.00.a;100;130;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"LATVIA (1772)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:LV";C_33.00.a;100;140;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"LATVIA (1772)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:LV";C_33.00.a;100;150;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated impairment";;;;;;;;;"LATVIA (1772)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:LV";C_33.00.a;100;160;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"LATVIA (1772)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:LV";C_33.00.a;100;170;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"LATVIA (1772)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:LV";C_33.00.a;100;180;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"LATVIA (1772)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:LV";C_33.00.a;100;190;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"LATVIA (1772)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:LV";C_33.00.a;100;200;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"LATVIA (1772)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:LV";C_33.00.a;100;210;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"LATVIA (1772)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:LV";C_33.00.a;100;220;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"LATVIA (1772)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:LV";C_33.00.a;100;230;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"LATVIA (1772)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:LV";C_33.00.a;100;240;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"LATVIA (1772)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x16,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:LV";C_33.00.a;100;250;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"LATVIA (1772)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:LV";C_33.00.a;100;260;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"LATVIA (1772)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:LV";C_33.00.a;100;290;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Exposure value";;;;;;;;;;"LATVIA (1772)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:LV";C_33.00.a;100;300;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Risk weighted exposure amount";;;;;;;;;;"LATVIA (1772)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;110;010;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"LATVIA (1772)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;110;020;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"LATVIA (1772)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;110;030;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"LATVIA (1772)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;110;040;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"LATVIA (1772)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;110;050;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"LATVIA (1772)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;110;060;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"LATVIA (1772)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;110;070;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"LATVIA (1772)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;110;080;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"LATVIA (1772)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;110;090;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"LATVIA (1772)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;110;100;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"LATVIA (1772)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;110;110;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"LATVIA (1772)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;110;120;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"LATVIA (1772)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x323,RCP=eba_GA:LV";C_33.00.a;110;130;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"LATVIA (1772)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x323,RCP=eba_GA:LV";C_33.00.a;110;140;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"LATVIA (1772)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:LV";C_33.00.a;110;150;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated impairment";;;;;;;;;"LATVIA (1772)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:LV";C_33.00.a;110;160;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"LATVIA (1772)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:LV";C_33.00.a;110;170;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"LATVIA (1772)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:LV";C_33.00.a;110;180;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"LATVIA (1772)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:LV";C_33.00.a;110;190;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"LATVIA (1772)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x992,RCP=eba_GA:LV";C_33.00.a;110;200;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"LATVIA (1772)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x992,RCP=eba_GA:LV";C_33.00.a;110;210;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"LATVIA (1772)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x991,RCP=eba_GA:LV";C_33.00.a;110;220;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"LATVIA (1772)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x991,RCP=eba_GA:LV";C_33.00.a;110;230;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"LATVIA (1772)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:LV";C_33.00.a;110;240;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"LATVIA (1772)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:LV";C_33.00.a;110;250;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"LATVIA (1772)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:LV";C_33.00.a;110;260;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"LATVIA (1772)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x193,RCP=eba_GA:LV";C_33.00.a;110;290;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Exposure value";;;;;;;;;;"LATVIA (1772)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x193,RCP=eba_GA:LV";C_33.00.a;110;300;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Risk weighted exposure amount";;;;;;;;;;"LATVIA (1772)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;120;010;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"LATVIA (1772)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;120;020;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"LATVIA (1772)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;120;030;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"LATVIA (1772)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;120;040;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"LATVIA (1772)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;120;050;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"LATVIA (1772)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;120;060;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"LATVIA (1772)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;120;070;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"LATVIA (1772)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;120;080;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"LATVIA (1772)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;120;090;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"LATVIA (1772)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;120;100;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"LATVIA (1772)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;120;110;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"LATVIA (1772)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;120;120;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"LATVIA (1772)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:LV";C_33.00.a;120;130;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"LATVIA (1772)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:LV";C_33.00.a;120;140;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"LATVIA (1772)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:LV";C_33.00.a;120;150;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated impairment";;;;;;;;;"LATVIA (1772)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:LV";C_33.00.a;120;160;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"LATVIA (1772)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:LV";C_33.00.a;120;170;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"LATVIA (1772)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:LV";C_33.00.a;120;180;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"LATVIA (1772)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:LV";C_33.00.a;120;190;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"LATVIA (1772)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:LV";C_33.00.a;120;200;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"LATVIA (1772)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:LV";C_33.00.a;120;210;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"LATVIA (1772)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:LV";C_33.00.a;120;220;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"LATVIA (1772)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:LV";C_33.00.a;120;230;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"LATVIA (1772)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x19,EXC=eba_EC:x16,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:LV";C_33.00.a;120;250;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"LATVIA (1772)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;140;120;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"LATVIA (1772)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:LV";C_33.00.a;140;130;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"LATVIA (1772)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:LV";C_33.00.a;140;140;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"LATVIA (1772)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:LV";C_33.00.a;140;150;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated impairment";;;;;;;;;"LATVIA (1772)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:LV";C_33.00.a;140;160;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"LATVIA (1772)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:LV";C_33.00.a;140;170;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"LATVIA (1772)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:LV";C_33.00.a;140;180;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"LATVIA (1772)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:LV";C_33.00.a;140;190;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"LATVIA (1772)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:LV";C_33.00.a;140;200;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"LATVIA (1772)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:LV";C_33.00.a;140;210;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"LATVIA (1772)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:LV";C_33.00.a;140;220;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"LATVIA (1772)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:LV";C_33.00.a;140;230;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"LATVIA (1772)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:LV";C_33.00.a;140;240;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"LATVIA (1772)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x13,EXC=eba_EC:x16,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:LV";C_33.00.a;140;250;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"LATVIA (1772)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:LV";C_33.00.a;140;260;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"LATVIA (1772)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:LV";C_33.00.a;140;290;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Exposure value";;;;;;;;;;"LATVIA (1772)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:LV";C_33.00.a;140;300;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Risk weighted exposure amount";;;;;;;;;;"LATVIA (1772)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;155;010;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"LATVIA (1772)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;155;020;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"LATVIA (1772)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;155;030;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"LATVIA (1772)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;155;040;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"LATVIA (1772)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;155;050;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"LATVIA (1772)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;155;060;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"LATVIA (1772)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;155;070;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"LATVIA (1772)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;155;080;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"LATVIA (1772)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;155;090;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"LATVIA (1772)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;155;100;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"LATVIA (1772)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;155;110;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"LATVIA (1772)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;155;120;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"LATVIA (1772)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x323,RCP=eba_GA:LV";C_33.00.a;155;130;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"LATVIA (1772)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x323,RCP=eba_GA:LV";C_33.00.a;155;140;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"LATVIA (1772)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:LV";C_33.00.a;155;150;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated impairment";;;;;;;;;"LATVIA (1772)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:LV";C_33.00.a;155;160;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"LATVIA (1772)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:LV";C_33.00.a;155;170;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"LATVIA (1772)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:LV";C_33.00.a;155;180;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"LATVIA (1772)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:LV";C_33.00.a;155;190;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"LATVIA (1772)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x992,RCP=eba_GA:LV";C_33.00.a;155;200;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"LATVIA (1772)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x992,RCP=eba_GA:LV";C_33.00.a;155;210;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"LATVIA (1772)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x991,RCP=eba_GA:LV";C_33.00.a;155;220;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"LATVIA (1772)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x991,RCP=eba_GA:LV";C_33.00.a;155;230;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"LATVIA (1772)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:LV";C_33.00.a;155;240;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"LATVIA (1772)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x203,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:LV";C_33.00.a;155;250;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"LATVIA (1772)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x193,RCP=eba_GA:LV";C_33.00.a;155;290;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Exposure value";;;;;;;;;;"LATVIA (1772)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x193,RCP=eba_GA:LV";C_33.00.a;155;300;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Risk weighted exposure amount";;;;;;;;;;"LATVIA (1772)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;160;010;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"LATVIA (1772)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;160;020;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"LATVIA (1772)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;160;030;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"LATVIA (1772)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;160;040;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"LATVIA (1772)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;160;050;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"LATVIA (1772)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;160;060;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"LATVIA (1772)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;160;070;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"LATVIA (1772)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;160;080;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"LATVIA (1772)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;160;090;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"LATVIA (1772)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;160;100;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"LATVIA (1772)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;160;110;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"LATVIA (1772)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:LV";C_33.00.a;160;120;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"LATVIA (1772)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x56,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:LV";C_33.00.a;160;130;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"LATVIA (1772)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x56,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:LV";C_33.00.a;160;140;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"LATVIA (1772)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:LV";C_33.00.a;160;150;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"Accumulated impairment";;;;;;;;;"LATVIA (1772)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:LV";C_33.00.a;160;160;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"LATVIA (1772)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:LV";C_33.00.a;160;170;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"LATVIA (1772)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:LV";C_33.00.a;160;180;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"LATVIA (1772)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:LV,RES=eba_TI:x621";C_33.00.a;200;070;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 2Y - 3Y [";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"LATVIA (1772)";"010#165#200";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 2Y - 3Y [";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:LV,RES=eba_TI:x621";C_33.00.a;200;080;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 2Y - 3Y [";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"LATVIA (1772)";"010#165#200";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 2Y - 3Y [";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:LV,RES=eba_TI:x621";C_33.00.a;200;090;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 2Y - 3Y [";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"LATVIA (1772)";"010#165#200";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 2Y - 3Y [";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:LV,RES=eba_TI:x621";C_33.00.a;200;100;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 2Y - 3Y [";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"LATVIA (1772)";"010#165#200";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 2Y - 3Y [";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:LV,RES=eba_TI:x542";C_33.00.a;210;010;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 3Y - 5Y [";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"LATVIA (1772)";"010#165#210";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 3Y - 5Y [";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:LV,RES=eba_TI:x542";C_33.00.a;210;070;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 3Y - 5Y [";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"LATVIA (1772)";"010#165#210";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 3Y - 5Y [";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:LV,RES=eba_TI:x542";C_33.00.a;210;080;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 3Y - 5Y [";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"LATVIA (1772)";"010#165#210";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 3Y - 5Y [";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:LV,RES=eba_TI:x551";C_33.00.a;220;080;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"LATVIA (1772)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:LV,RES=eba_TI:x551";C_33.00.a;220;090;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"LATVIA (1772)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:LV,RES=eba_TI:x551";C_33.00.a;220;110;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"LATVIA (1772)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:LV,RES=eba_TI:x551";C_33.00.a;220;140;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"LATVIA (1772)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:LV,RES=eba_TI:x551";C_33.00.a;220;160;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"LATVIA (1772)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:LV,RES=eba_TI:x551";C_33.00.a;220;180;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"LATVIA (1772)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:LV,RES=eba_TI:x551";C_33.00.a;220;190;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"LATVIA (1772)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:LV,RES=eba_TI:x551";C_33.00.a;220;200;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"LATVIA (1772)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:LV,RES=eba_TI:x551";C_33.00.a;220;210;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"LATVIA (1772)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:LV,RES=eba_TI:x551";C_33.00.a;220;220;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"LATVIA (1772)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:LV,RES=eba_TI:x551";C_33.00.a;220;230;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"LATVIA (1772)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,BAS=eba_BA:x10,CPS=eba_CT:x1,RCP=eba_GA:LV,RES=eba_TI:x551";C_33.00.a;220;240;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"LATVIA (1772)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:LV,RES=eba_TI:x551";C_33.00.a;220;250;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"LATVIA (1772)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,BAS=eba_BA:x7,CPS=eba_CT:x1,RCP=eba_GA:LV,RES=eba_TI:x551";C_33.00.a;220;260;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"LATVIA (1772)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:LV,RES=eba_TI:x211";C_33.00.a;230;010;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"LATVIA (1772)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:LV,RES=eba_TI:x211";C_33.00.a;230;020;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"LATVIA (1772)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:LV,RES=eba_TI:x211";C_33.00.a;230;030;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"LATVIA (1772)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:LV,RES=eba_TI:x211";C_33.00.a;230;040;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"LATVIA (1772)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:LV,RES=eba_TI:x211";C_33.00.a;230;050;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"LATVIA (1772)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:LV,RES=eba_TI:x211";C_33.00.a;230;060;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"LATVIA (1772)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:LV,RES=eba_TI:x211";C_33.00.a;230;070;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"LATVIA (1772)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:LV,RES=eba_TI:x211";C_33.00.a;230;100;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"LATVIA (1772)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:LV,RES=eba_TI:x211";C_33.00.a;230;110;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"LATVIA (1772)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:LV,RES=eba_TI:x211";C_33.00.a;230;130;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"LATVIA (1772)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:LV,RES=eba_TI:x211";C_33.00.a;230;140;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"LATVIA (1772)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:LV,RES=eba_TI:x211";C_33.00.a;230;150;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated impairment";;;;;;;;;"LATVIA (1772)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:LV,RES=eba_TI:x211";C_33.00.a;230;160;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"LATVIA (1772)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:LV,RES=eba_TI:x211";C_33.00.a;230;170;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"LATVIA (1772)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:LV,RES=eba_TI:x211";C_33.00.a;230;180;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"LATVIA (1772)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:LV,RES=eba_TI:x211";C_33.00.a;230;190;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"LATVIA (1772)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:LV,RES=eba_TI:x211";C_33.00.a;230;200;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"LATVIA (1772)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:LV,RES=eba_TI:x211";C_33.00.a;230;210;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"LATVIA (1772)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:LV,RES=eba_TI:x211";C_33.00.a;230;220;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"LATVIA (1772)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:LV,RES=eba_TI:x211";C_33.00.a;230;230;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"LATVIA (1772)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,BAS=eba_BA:x10,CPS=eba_CT:x1,RCP=eba_GA:LV,RES=eba_TI:x211";C_33.00.a;230;240;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"LATVIA (1772)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:LV,RES=eba_TI:x211";C_33.00.a;230;250;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"LATVIA (1772)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,BAS=eba_BA:x7,CPS=eba_CT:x1,RCP=eba_GA:LV,RES=eba_TI:x211";C_33.00.a;230;260;1772;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"LATVIA (1772)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:LT";C_33.00.a;010;010;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"LITHUANIA (1773)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:LT";C_33.00.a;010;020;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"LITHUANIA (1773)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:LT";C_33.00.a;010;030;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"LITHUANIA (1773)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:LT";C_33.00.a;010;040;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"LITHUANIA (1773)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:LT";C_33.00.a;010;050;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"LITHUANIA (1773)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:LT";C_33.00.a;010;090;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"LITHUANIA (1773)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:LT";C_33.00.a;010;100;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"LITHUANIA (1773)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:LT";C_33.00.a;010;110;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"LITHUANIA (1773)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:LT";C_33.00.a;010;130;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"LITHUANIA (1773)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:LT";C_33.00.a;010;140;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"LITHUANIA (1773)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:LT";C_33.00.a;010;150;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Accumulated impairment";;;;;;;;;"LITHUANIA (1773)";"010";"Total exposures";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:LT";C_33.00.a;010;160;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"LITHUANIA (1773)";"010";"Total exposures";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:LT";C_33.00.a;010;180;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"LITHUANIA (1773)";"010";"Total exposures";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:LT";C_33.00.a;010;190;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"LITHUANIA (1773)";"010";"Total exposures";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:LT";C_33.00.a;010;200;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"LITHUANIA (1773)";"010";"Total exposures";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:LT";C_33.00.a;010;210;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"LITHUANIA (1773)";"010";"Total exposures";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:LT";C_33.00.a;010;220;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"LITHUANIA (1773)";"010";"Total exposures";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:LT";C_33.00.a;010;230;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"LITHUANIA (1773)";"010";"Total exposures";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,BAS=eba_BA:x10,CPS=eba_CT:x1,RCP=eba_GA:LT";C_33.00.a;010;240;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"LITHUANIA (1773)";"010";"Total exposures";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:LT";C_33.00.a;010;250;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"LITHUANIA (1773)";"010";"Total exposures";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,BAS=eba_BA:x7,CPS=eba_CT:x1,RCP=eba_GA:LT";C_33.00.a;010;260;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"LITHUANIA (1773)";"010";"Total exposures";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,BAS=eba_BA:x9,CPS=eba_CT:x1,MCY=eba_MC:x193,RCP=eba_GA:LT";C_33.00.a;010;290;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Exposure value";;;;;;;;;;"LITHUANIA (1773)";"010";"Total exposures";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,BAS=eba_BA:x9,CPS=eba_CT:x1,MCY=eba_MC:x193,RCP=eba_GA:LT";C_33.00.a;010;300;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Risk weighted exposure amount";;;;;;;;;;"LITHUANIA (1773)";"010";"Total exposures";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:LT";C_33.00.a;020;010;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"LITHUANIA (1773)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:LT";C_33.00.a;020;020;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"LITHUANIA (1773)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:LT";C_33.00.a;020;040;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"LITHUANIA (1773)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:LT";C_33.00.a;020;090;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"LITHUANIA (1773)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:LT";C_33.00.a;020;110;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"LITHUANIA (1773)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x45,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:LT";C_33.00.a;020;140;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"LITHUANIA (1773)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:LT";C_33.00.a;020;150;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Accumulated impairment";;;;;;;;;"LITHUANIA (1773)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:LT";C_33.00.a;020;160;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"LITHUANIA (1773)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:LT";C_33.00.a;020;170;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"LITHUANIA (1773)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:LT";C_33.00.a;020;180;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"LITHUANIA (1773)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:LT";C_33.00.a;020;190;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"LITHUANIA (1773)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:LT";C_33.00.a;020;200;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"LITHUANIA (1773)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x45,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:LT";C_33.00.a;020;210;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"LITHUANIA (1773)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x45,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:LT";C_33.00.a;020;220;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"LITHUANIA (1773)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x45,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:LT";C_33.00.a;020;230;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"LITHUANIA (1773)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x45,BAS=eba_BA:x10,CPS=eba_CT:x1,RCP=eba_GA:LT";C_33.00.a;020;240;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"LITHUANIA (1773)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x45,BAS=eba_BA:x7,CPS=eba_CT:x1,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:LT";C_33.00.a;020;250;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"LITHUANIA (1773)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:LT";C_33.00.a;030;190;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Standardised Approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"LITHUANIA (1773)";"010#015#020#030";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:LT";C_33.00.a;040;150;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Accumulated impairment";;;;;;;;;"LITHUANIA (1773)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:LT";C_33.00.a;050;020;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"LITHUANIA (1773)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:LT";C_33.00.a;050;030;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"LITHUANIA (1773)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:LT";C_33.00.a;050;110;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"LITHUANIA (1773)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:LT";C_33.00.a;050;120;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"LITHUANIA (1773)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x323,RCP=eba_GA:LT";C_33.00.a;050;130;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"LITHUANIA (1773)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x323,RCP=eba_GA:LT";C_33.00.a;050;140;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"LITHUANIA (1773)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:LT";C_33.00.a;050;150;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated impairment";;;;;;;;;"LITHUANIA (1773)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:LT";C_33.00.a;050;160;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"LITHUANIA (1773)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:LT";C_33.00.a;050;170;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"LITHUANIA (1773)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:LT";C_33.00.a;050;180;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"LITHUANIA (1773)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:LT";C_33.00.a;050;190;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"LITHUANIA (1773)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x992,RCP=eba_GA:LT";C_33.00.a;050;200;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"LITHUANIA (1773)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x42,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x992,RCP=eba_GA:LT";C_33.00.a;050;210;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"LITHUANIA (1773)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x991,RCP=eba_GA:LT";C_33.00.a;050;220;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"LITHUANIA (1773)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x42,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x991,RCP=eba_GA:LT";C_33.00.a;050;230;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"LITHUANIA (1773)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x42,BAS=eba_BA:x10,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:LT";C_33.00.a;050;240;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"LITHUANIA (1773)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:LT";C_33.00.a;050;250;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"LITHUANIA (1773)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:LT";C_33.00.a;050;260;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"LITHUANIA (1773)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x193,RCP=eba_GA:LT";C_33.00.a;050;290;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Exposure value";;;;;;;;;;"LITHUANIA (1773)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x193,RCP=eba_GA:LT";C_33.00.a;050;300;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Risk weighted exposure amount";;;;;;;;;;"LITHUANIA (1773)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x223,RCP=eba_GA:LT";C_33.00.a;060;010;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"LITHUANIA (1773)";"010#015#020#030#060";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Public sector entities";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x223,RCP=eba_GA:LT";C_33.00.a;060;020;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"LITHUANIA (1773)";"010#015#020#030#060";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Public sector entities";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x223,RCP=eba_GA:LT";C_33.00.a;060;030;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"LITHUANIA (1773)";"010#015#020#030#060";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Public sector entities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x323,RCP=eba_GA:LT";C_33.00.a;075;140;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"LITHUANIA (1773)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:LT";C_33.00.a;075;150;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated impairment";;;;;;;;;"LITHUANIA (1773)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:LT";C_33.00.a;075;160;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"LITHUANIA (1773)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:LT";C_33.00.a;075;170;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"LITHUANIA (1773)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:LT";C_33.00.a;075;180;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"LITHUANIA (1773)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:LT";C_33.00.a;075;190;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"LITHUANIA (1773)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x992,RCP=eba_GA:LT";C_33.00.a;075;200;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"LITHUANIA (1773)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x42,BAS=eba_BA:x17,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x992,RCP=eba_GA:LT";C_33.00.a;075;210;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"LITHUANIA (1773)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x991,RCP=eba_GA:LT";C_33.00.a;075;220;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"LITHUANIA (1773)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x42,BAS=eba_BA:x17,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x991,RCP=eba_GA:LT";C_33.00.a;075;230;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"LITHUANIA (1773)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x42,BAS=eba_BA:x10,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:LT";C_33.00.a;075;240;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"LITHUANIA (1773)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x202,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:LT";C_33.00.a;075;250;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"LITHUANIA (1773)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:LT";C_33.00.a;075;260;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"LITHUANIA (1773)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x193,RCP=eba_GA:LT";C_33.00.a;075;290;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Exposure value";;;;;;;;;;"LITHUANIA (1773)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x193,RCP=eba_GA:LT";C_33.00.a;075;300;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Risk weighted exposure amount";;;;;;;;;;"LITHUANIA (1773)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:LT";C_33.00.a;080;010;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"LITHUANIA (1773)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:LT";C_33.00.a;080;020;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"LITHUANIA (1773)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:LT";C_33.00.a;080;030;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"LITHUANIA (1773)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:LT";C_33.00.a;080;040;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"LITHUANIA (1773)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:LT";C_33.00.a;080;050;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"LITHUANIA (1773)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:LT";C_33.00.a;080;060;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"LITHUANIA (1773)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:LT";C_33.00.a;080;070;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"LITHUANIA (1773)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:LT";C_33.00.a;080;080;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"LITHUANIA (1773)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:LT";C_33.00.a;080;090;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"LITHUANIA (1773)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:LT";C_33.00.a;080;250;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"LITHUANIA (1773)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x1,MCY=eba_MC:x193,RCP=eba_GA:LT";C_33.00.a;080;290;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Exposure value";;;;;;;;;;"LITHUANIA (1773)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x1,MCY=eba_MC:x193,RCP=eba_GA:LT";C_33.00.a;080;300;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Risk weighted exposure amount";;;;;;;;;;"LITHUANIA (1773)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:LT";C_33.00.a;090;010;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"LITHUANIA (1773)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:LT";C_33.00.a;090;020;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"LITHUANIA (1773)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:LT";C_33.00.a;090;240;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"LITHUANIA (1773)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:LT";C_33.00.a;090;250;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"LITHUANIA (1773)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:LT";C_33.00.a;090;260;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"LITHUANIA (1773)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:LT";C_33.00.a;090;290;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Exposure value";;;;;;;;;;"LITHUANIA (1773)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:LT";C_33.00.a;090;300;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Risk weighted exposure amount";;;;;;;;;;"LITHUANIA (1773)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:LT";C_33.00.a;100;010;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"LITHUANIA (1773)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:LT";C_33.00.a;100;020;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"LITHUANIA (1773)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:LT";C_33.00.a;100;030;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"LITHUANIA (1773)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:LT";C_33.00.a;100;040;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"LITHUANIA (1773)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:LT";C_33.00.a;100;050;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"LITHUANIA (1773)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:LT";C_33.00.a;100;060;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"LITHUANIA (1773)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:LT";C_33.00.a;100;070;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"LITHUANIA (1773)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:LT";C_33.00.a;100;080;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"LITHUANIA (1773)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:LT";C_33.00.a;100;090;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"LITHUANIA (1773)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:LT";C_33.00.a;100;100;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"LITHUANIA (1773)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:LT";C_33.00.a;100;110;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"LITHUANIA (1773)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:LT";C_33.00.a;100;120;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"LITHUANIA (1773)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:LT";C_33.00.a;100;130;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"LITHUANIA (1773)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:LT";C_33.00.a;100;140;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"LITHUANIA (1773)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:LT";C_33.00.a;100;150;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated impairment";;;;;;;;;"LITHUANIA (1773)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:LT";C_33.00.a;100;160;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"LITHUANIA (1773)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:LT";C_33.00.a;100;170;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"LITHUANIA (1773)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:LT";C_33.00.a;100;180;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"LITHUANIA (1773)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:LT";C_33.00.a;100;220;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"LITHUANIA (1773)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x16,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:LT";C_33.00.a;100;250;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"LITHUANIA (1773)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:LT";C_33.00.a;110;020;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"LITHUANIA (1773)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:LT";C_33.00.a;110;030;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"LITHUANIA (1773)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:LT";C_33.00.a;110;100;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"LITHUANIA (1773)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:LT";C_33.00.a;110;120;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"LITHUANIA (1773)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x323,RCP=eba_GA:LT";C_33.00.a;110;130;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"LITHUANIA (1773)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x323,RCP=eba_GA:LT";C_33.00.a;110;140;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"LITHUANIA (1773)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:LT";C_33.00.a;110;150;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated impairment";;;;;;;;;"LITHUANIA (1773)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:LT";C_33.00.a;110;160;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"LITHUANIA (1773)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:LT";C_33.00.a;110;170;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"LITHUANIA (1773)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:LT";C_33.00.a;110;180;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"LITHUANIA (1773)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:LT";C_33.00.a;110;190;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"LITHUANIA (1773)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x992,RCP=eba_GA:LT";C_33.00.a;110;200;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"LITHUANIA (1773)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x992,RCP=eba_GA:LT";C_33.00.a;110;210;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"LITHUANIA (1773)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x991,RCP=eba_GA:LT";C_33.00.a;110;220;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"LITHUANIA (1773)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x991,RCP=eba_GA:LT";C_33.00.a;110;230;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"LITHUANIA (1773)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:LT";C_33.00.a;110;240;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"LITHUANIA (1773)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:LT";C_33.00.a;110;250;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"LITHUANIA (1773)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:LT";C_33.00.a;110;260;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"LITHUANIA (1773)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x193,RCP=eba_GA:LT";C_33.00.a;110;290;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Exposure value";;;;;;;;;;"LITHUANIA (1773)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x193,RCP=eba_GA:LT";C_33.00.a;110;300;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Risk weighted exposure amount";;;;;;;;;;"LITHUANIA (1773)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:LT";C_33.00.a;120;010;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"LITHUANIA (1773)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:LT";C_33.00.a;120;020;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"LITHUANIA (1773)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:LT";C_33.00.a;120;030;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"LITHUANIA (1773)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:LT";C_33.00.a;120;040;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"LITHUANIA (1773)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:LT";C_33.00.a;120;140;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"LITHUANIA (1773)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:LT";C_33.00.a;120;150;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated impairment";;;;;;;;;"LITHUANIA (1773)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:LT";C_33.00.a;120;160;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"LITHUANIA (1773)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:LT";C_33.00.a;120;170;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"LITHUANIA (1773)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:LT";C_33.00.a;120;180;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"LITHUANIA (1773)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:LT";C_33.00.a;120;190;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"LITHUANIA (1773)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:LT";C_33.00.a;120;200;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"LITHUANIA (1773)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:LT";C_33.00.a;120;210;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"LITHUANIA (1773)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:LT";C_33.00.a;120;220;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"LITHUANIA (1773)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:LT";C_33.00.a;120;230;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"LITHUANIA (1773)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:LT";C_33.00.a;140;130;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"LITHUANIA (1773)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:LT";C_33.00.a;140;140;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"LITHUANIA (1773)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:LT";C_33.00.a;140;150;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated impairment";;;;;;;;;"LITHUANIA (1773)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:LT";C_33.00.a;140;160;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"LITHUANIA (1773)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:LT";C_33.00.a;140;170;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"LITHUANIA (1773)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:LT";C_33.00.a;140;180;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"LITHUANIA (1773)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:LT";C_33.00.a;140;190;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"LITHUANIA (1773)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:LT";C_33.00.a;140;200;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"LITHUANIA (1773)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:LT";C_33.00.a;140;210;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"LITHUANIA (1773)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:LT";C_33.00.a;140;220;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"LITHUANIA (1773)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:LT";C_33.00.a;140;230;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"LITHUANIA (1773)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x13,EXC=eba_EC:x16,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:LT";C_33.00.a;140;250;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"LITHUANIA (1773)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:LT";C_33.00.a;140;260;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"LITHUANIA (1773)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:LT";C_33.00.a;140;290;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Exposure value";;;;;;;;;;"LITHUANIA (1773)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:LT";C_33.00.a;140;300;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Risk weighted exposure amount";;;;;;;;;;"LITHUANIA (1773)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:LT";C_33.00.a;155;010;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"LITHUANIA (1773)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:LT";C_33.00.a;155;020;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"LITHUANIA (1773)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:LT";C_33.00.a;155;030;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"LITHUANIA (1773)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:LT";C_33.00.a;155;040;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"LITHUANIA (1773)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:LT";C_33.00.a;155;050;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"LITHUANIA (1773)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:LT";C_33.00.a;155;060;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"LITHUANIA (1773)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:LT";C_33.00.a;155;070;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"LITHUANIA (1773)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:LT";C_33.00.a;155;080;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"LITHUANIA (1773)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:LT";C_33.00.a;155;090;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"LITHUANIA (1773)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:LT";C_33.00.a;155;100;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"LITHUANIA (1773)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:LT";C_33.00.a;155;110;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"LITHUANIA (1773)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:LT";C_33.00.a;155;120;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"LITHUANIA (1773)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x323,RCP=eba_GA:LT";C_33.00.a;155;130;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"LITHUANIA (1773)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x323,RCP=eba_GA:LT";C_33.00.a;155;140;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"LITHUANIA (1773)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:LT";C_33.00.a;155;150;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated impairment";;;;;;;;;"LITHUANIA (1773)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:LT";C_33.00.a;155;160;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"LITHUANIA (1773)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:LT";C_33.00.a;155;170;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"LITHUANIA (1773)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:LT";C_33.00.a;155;180;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"LITHUANIA (1773)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:LT";C_33.00.a;155;190;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"LITHUANIA (1773)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x992,RCP=eba_GA:LT";C_33.00.a;155;200;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"LITHUANIA (1773)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x992,RCP=eba_GA:LT";C_33.00.a;155;210;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"LITHUANIA (1773)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x991,RCP=eba_GA:LT";C_33.00.a;155;220;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"LITHUANIA (1773)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x991,RCP=eba_GA:LT";C_33.00.a;155;230;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"LITHUANIA (1773)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:LT";C_33.00.a;155;240;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"LITHUANIA (1773)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x203,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:LT";C_33.00.a;155;250;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"LITHUANIA (1773)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x193,RCP=eba_GA:LT";C_33.00.a;155;290;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Exposure value";;;;;;;;;;"LITHUANIA (1773)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x193,RCP=eba_GA:LT";C_33.00.a;155;300;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Risk weighted exposure amount";;;;;;;;;;"LITHUANIA (1773)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:LT";C_33.00.a;160;010;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"LITHUANIA (1773)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:LT";C_33.00.a;160;020;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"LITHUANIA (1773)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:LT";C_33.00.a;160;030;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"LITHUANIA (1773)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:LT";C_33.00.a;160;040;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"LITHUANIA (1773)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:LT";C_33.00.a;160;050;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"LITHUANIA (1773)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:LT";C_33.00.a;160;060;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"LITHUANIA (1773)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:LT";C_33.00.a;160;080;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"LITHUANIA (1773)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:LT";C_33.00.a;160;090;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"LITHUANIA (1773)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:LT";C_33.00.a;160;100;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"LITHUANIA (1773)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:LT";C_33.00.a;160;110;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"LITHUANIA (1773)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:LT";C_33.00.a;160;120;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"LITHUANIA (1773)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x56,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:LT";C_33.00.a;160;130;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"LITHUANIA (1773)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x56,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:LT";C_33.00.a;160;140;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"LITHUANIA (1773)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:LT";C_33.00.a;160;150;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"Accumulated impairment";;;;;;;;;"LITHUANIA (1773)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:LT";C_33.00.a;160;160;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"LITHUANIA (1773)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:LT";C_33.00.a;160;170;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"LITHUANIA (1773)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:LT";C_33.00.a;160;180;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"LITHUANIA (1773)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:LT,RES=eba_TI:x621";C_33.00.a;200;090;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 2Y - 3Y [";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"LITHUANIA (1773)";"010#165#200";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 2Y - 3Y [";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:LT,RES=eba_TI:x551";C_33.00.a;220;110;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"LITHUANIA (1773)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:LT,RES=eba_TI:x551";C_33.00.a;220;160;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"LITHUANIA (1773)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:LT,RES=eba_TI:x551";C_33.00.a;220;170;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"LITHUANIA (1773)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:LT,RES=eba_TI:x551";C_33.00.a;220;190;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"LITHUANIA (1773)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:LT,RES=eba_TI:x551";C_33.00.a;220;200;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"LITHUANIA (1773)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:LT,RES=eba_TI:x551";C_33.00.a;220;210;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"LITHUANIA (1773)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:LT,RES=eba_TI:x551";C_33.00.a;220;220;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"LITHUANIA (1773)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:LT,RES=eba_TI:x551";C_33.00.a;220;230;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"LITHUANIA (1773)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,BAS=eba_BA:x10,CPS=eba_CT:x1,RCP=eba_GA:LT,RES=eba_TI:x551";C_33.00.a;220;240;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"LITHUANIA (1773)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:LT,RES=eba_TI:x551";C_33.00.a;220;250;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"LITHUANIA (1773)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,BAS=eba_BA:x7,CPS=eba_CT:x1,RCP=eba_GA:LT,RES=eba_TI:x551";C_33.00.a;220;260;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"LITHUANIA (1773)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:LT,RES=eba_TI:x211";C_33.00.a;230;010;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"LITHUANIA (1773)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:LT,RES=eba_TI:x211";C_33.00.a;230;020;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"LITHUANIA (1773)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:LT,RES=eba_TI:x211";C_33.00.a;230;040;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"LITHUANIA (1773)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:LT,RES=eba_TI:x211";C_33.00.a;230;060;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"LITHUANIA (1773)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:LT,RES=eba_TI:x211";C_33.00.a;230;080;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"LITHUANIA (1773)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:LT,RES=eba_TI:x211";C_33.00.a;230;110;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"LITHUANIA (1773)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:LT,RES=eba_TI:x211";C_33.00.a;230;140;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"LITHUANIA (1773)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:LT,RES=eba_TI:x211";C_33.00.a;230;150;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated impairment";;;;;;;;;"LITHUANIA (1773)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:LT,RES=eba_TI:x211";C_33.00.a;230;160;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"LITHUANIA (1773)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:LT,RES=eba_TI:x211";C_33.00.a;230;170;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"LITHUANIA (1773)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:LT,RES=eba_TI:x211";C_33.00.a;230;180;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"LITHUANIA (1773)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:LT,RES=eba_TI:x211";C_33.00.a;230;190;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"LITHUANIA (1773)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:LT,RES=eba_TI:x211";C_33.00.a;230;200;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"LITHUANIA (1773)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:LT,RES=eba_TI:x211";C_33.00.a;230;210;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"LITHUANIA (1773)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:LT,RES=eba_TI:x211";C_33.00.a;230;220;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"LITHUANIA (1773)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:LT,RES=eba_TI:x211";C_33.00.a;230;230;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"LITHUANIA (1773)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,BAS=eba_BA:x10,CPS=eba_CT:x1,RCP=eba_GA:LT,RES=eba_TI:x211";C_33.00.a;230;240;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"LITHUANIA (1773)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:LT,RES=eba_TI:x211";C_33.00.a;230;250;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"LITHUANIA (1773)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,BAS=eba_BA:x7,CPS=eba_CT:x1,RCP=eba_GA:LT,RES=eba_TI:x211";C_33.00.a;230;260;1773;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"LITHUANIA (1773)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:LU";C_33.00.a;010;010;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"LUXEMBOURG (1774)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:LU";C_33.00.a;010;020;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"LUXEMBOURG (1774)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:LU";C_33.00.a;010;030;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"LUXEMBOURG (1774)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:LU";C_33.00.a;010;200;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"LUXEMBOURG (1774)";"010";"Total exposures";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:LU";C_33.00.a;010;220;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"LUXEMBOURG (1774)";"010";"Total exposures";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:LU";C_33.00.a;010;230;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"LUXEMBOURG (1774)";"010";"Total exposures";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,BAS=eba_BA:x10,CPS=eba_CT:x1,RCP=eba_GA:LU";C_33.00.a;010;240;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"LUXEMBOURG (1774)";"010";"Total exposures";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:LU";C_33.00.a;010;250;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"LUXEMBOURG (1774)";"010";"Total exposures";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,BAS=eba_BA:x7,CPS=eba_CT:x1,RCP=eba_GA:LU";C_33.00.a;010;260;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"LUXEMBOURG (1774)";"010";"Total exposures";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,BAS=eba_BA:x9,CPS=eba_CT:x1,MCY=eba_MC:x193,RCP=eba_GA:LU";C_33.00.a;010;290;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Exposure value";;;;;;;;;;"LUXEMBOURG (1774)";"010";"Total exposures";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,BAS=eba_BA:x9,CPS=eba_CT:x1,MCY=eba_MC:x193,RCP=eba_GA:LU";C_33.00.a;010;300;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Risk weighted exposure amount";;;;;;;;;;"LUXEMBOURG (1774)";"010";"Total exposures";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:LU";C_33.00.a;020;010;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"LUXEMBOURG (1774)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:LU";C_33.00.a;020;020;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"LUXEMBOURG (1774)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x45,BAS=eba_BA:x10,CPS=eba_CT:x1,RCP=eba_GA:LU";C_33.00.a;020;240;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"LUXEMBOURG (1774)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x323,RCP=eba_GA:LU";C_33.00.a;050;140;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"LUXEMBOURG (1774)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:LU";C_33.00.a;050;150;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated impairment";;;;;;;;;"LUXEMBOURG (1774)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:LU";C_33.00.a;050;160;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"LUXEMBOURG (1774)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:LU";C_33.00.a;050;170;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"LUXEMBOURG (1774)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:LU";C_33.00.a;050;180;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"LUXEMBOURG (1774)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:LU";C_33.00.a;050;190;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"LUXEMBOURG (1774)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x991,RCP=eba_GA:LU";C_33.00.a;050;220;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"LUXEMBOURG (1774)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x42,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x991,RCP=eba_GA:LU";C_33.00.a;050;230;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"LUXEMBOURG (1774)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x42,BAS=eba_BA:x10,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:LU";C_33.00.a;050;240;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"LUXEMBOURG (1774)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:LU";C_33.00.a;050;250;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"LUXEMBOURG (1774)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:LU";C_33.00.a;050;260;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"LUXEMBOURG (1774)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x193,RCP=eba_GA:LU";C_33.00.a;050;290;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Exposure value";;;;;;;;;;"LUXEMBOURG (1774)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x193,RCP=eba_GA:LU";C_33.00.a;050;300;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Risk weighted exposure amount";;;;;;;;;;"LUXEMBOURG (1774)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x223,RCP=eba_GA:LU";C_33.00.a;060;010;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"LUXEMBOURG (1774)";"010#015#020#030#060";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Public sector entities";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x223,RCP=eba_GA:LU";C_33.00.a;060;020;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"LUXEMBOURG (1774)";"010#015#020#030#060";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Public sector entities";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x223,RCP=eba_GA:LU";C_33.00.a;060;030;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"LUXEMBOURG (1774)";"010#015#020#030#060";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Public sector entities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x323,RCP=eba_GA:LU";C_33.00.a;075;140;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"LUXEMBOURG (1774)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:LU";C_33.00.a;075;150;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated impairment";;;;;;;;;"LUXEMBOURG (1774)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:LU";C_33.00.a;075;160;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"LUXEMBOURG (1774)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:LU";C_33.00.a;075;170;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"LUXEMBOURG (1774)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:LU";C_33.00.a;075;180;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"LUXEMBOURG (1774)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:LU";C_33.00.a;075;190;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"LUXEMBOURG (1774)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x992,RCP=eba_GA:LU";C_33.00.a;075;200;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"LUXEMBOURG (1774)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x42,BAS=eba_BA:x17,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x992,RCP=eba_GA:LU";C_33.00.a;075;210;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"LUXEMBOURG (1774)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x991,RCP=eba_GA:LU";C_33.00.a;075;220;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"LUXEMBOURG (1774)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x42,BAS=eba_BA:x17,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x991,RCP=eba_GA:LU";C_33.00.a;075;230;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"LUXEMBOURG (1774)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x42,BAS=eba_BA:x10,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:LU";C_33.00.a;075;240;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"LUXEMBOURG (1774)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x202,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:LU";C_33.00.a;075;250;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"LUXEMBOURG (1774)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:LU";C_33.00.a;075;260;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"LUXEMBOURG (1774)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x193,RCP=eba_GA:LU";C_33.00.a;075;290;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Exposure value";;;;;;;;;;"LUXEMBOURG (1774)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x193,RCP=eba_GA:LU";C_33.00.a;075;300;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Risk weighted exposure amount";;;;;;;;;;"LUXEMBOURG (1774)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:LU";C_33.00.a;080;010;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"LUXEMBOURG (1774)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:LU";C_33.00.a;080;020;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"LUXEMBOURG (1774)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:LU";C_33.00.a;080;030;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"LUXEMBOURG (1774)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:LU";C_33.00.a;080;040;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"LUXEMBOURG (1774)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:LU";C_33.00.a;080;050;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"LUXEMBOURG (1774)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:LU";C_33.00.a;080;060;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"LUXEMBOURG (1774)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x1,MCY=eba_MC:x193,RCP=eba_GA:LU";C_33.00.a;080;290;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Exposure value";;;;;;;;;;"LUXEMBOURG (1774)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Exposure value";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:LU";C_33.00.a;090;190;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"LUXEMBOURG (1774)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:LU";C_33.00.a;090;230;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"LUXEMBOURG (1774)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:LU";C_33.00.a;090;240;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"LUXEMBOURG (1774)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:LU";C_33.00.a;090;250;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"LUXEMBOURG (1774)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:LU";C_33.00.a;090;260;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"LUXEMBOURG (1774)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:LU";C_33.00.a;090;290;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Exposure value";;;;;;;;;;"LUXEMBOURG (1774)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:LU";C_33.00.a;090;300;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Risk weighted exposure amount";;;;;;;;;;"LUXEMBOURG (1774)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:LU";C_33.00.a;100;010;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"LUXEMBOURG (1774)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:LU";C_33.00.a;100;020;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"LUXEMBOURG (1774)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:LU";C_33.00.a;100;030;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"LUXEMBOURG (1774)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:LU";C_33.00.a;100;040;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"LUXEMBOURG (1774)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:LU";C_33.00.a;100;050;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"LUXEMBOURG (1774)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:LU";C_33.00.a;100;060;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"LUXEMBOURG (1774)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:LU";C_33.00.a;100;070;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"LUXEMBOURG (1774)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:LU";C_33.00.a;100;080;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"LUXEMBOURG (1774)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:LU";C_33.00.a;100;090;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"LUXEMBOURG (1774)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:LU";C_33.00.a;100;100;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"LUXEMBOURG (1774)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:LU";C_33.00.a;100;110;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"LUXEMBOURG (1774)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:LU";C_33.00.a;100;120;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"LUXEMBOURG (1774)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:LU";C_33.00.a;100;130;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"LUXEMBOURG (1774)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:LU";C_33.00.a;100;140;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"LUXEMBOURG (1774)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:LU";C_33.00.a;100;150;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated impairment";;;;;;;;;"LUXEMBOURG (1774)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:LU";C_33.00.a;100;160;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"LUXEMBOURG (1774)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:LU";C_33.00.a;100;180;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"LUXEMBOURG (1774)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:LU";C_33.00.a;100;230;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"LUXEMBOURG (1774)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x16,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:LU";C_33.00.a;100;250;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"LUXEMBOURG (1774)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:LU";C_33.00.a;100;290;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Exposure value";;;;;;;;;;"LUXEMBOURG (1774)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:LU";C_33.00.a;100;300;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Risk weighted exposure amount";;;;;;;;;;"LUXEMBOURG (1774)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:LU";C_33.00.a;110;010;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"LUXEMBOURG (1774)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:LU";C_33.00.a;110;020;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"LUXEMBOURG (1774)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:LU";C_33.00.a;110;030;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"LUXEMBOURG (1774)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:LU";C_33.00.a;110;040;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"LUXEMBOURG (1774)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:LU";C_33.00.a;110;050;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"LUXEMBOURG (1774)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:LU";C_33.00.a;110;060;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"LUXEMBOURG (1774)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x323,RCP=eba_GA:LU";C_33.00.a;110;140;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"LUXEMBOURG (1774)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:LU";C_33.00.a;110;160;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"LUXEMBOURG (1774)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:LU";C_33.00.a;110;180;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"LUXEMBOURG (1774)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x992,RCP=eba_GA:LU";C_33.00.a;110;200;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"LUXEMBOURG (1774)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x992,RCP=eba_GA:LU";C_33.00.a;110;210;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"LUXEMBOURG (1774)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x991,RCP=eba_GA:LU";C_33.00.a;110;220;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"LUXEMBOURG (1774)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x991,RCP=eba_GA:LU";C_33.00.a;110;230;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"LUXEMBOURG (1774)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:LU";C_33.00.a;110;250;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"LUXEMBOURG (1774)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:LU";C_33.00.a;110;260;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"LUXEMBOURG (1774)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x193,RCP=eba_GA:LU";C_33.00.a;110;290;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Exposure value";;;;;;;;;;"LUXEMBOURG (1774)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x193,RCP=eba_GA:LU";C_33.00.a;110;300;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Risk weighted exposure amount";;;;;;;;;;"LUXEMBOURG (1774)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:LU";C_33.00.a;120;020;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"LUXEMBOURG (1774)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:LU";C_33.00.a;120;030;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"LUXEMBOURG (1774)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:LU";C_33.00.a;120;080;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"LUXEMBOURG (1774)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:LU";C_33.00.a;120;130;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"LUXEMBOURG (1774)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:LU";C_33.00.a;120;140;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"LUXEMBOURG (1774)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:LU";C_33.00.a;120;160;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"LUXEMBOURG (1774)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:LU";C_33.00.a;120;170;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"LUXEMBOURG (1774)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:LU";C_33.00.a;120;180;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"LUXEMBOURG (1774)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:LU";C_33.00.a;120;190;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"LUXEMBOURG (1774)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:LU";C_33.00.a;120;200;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"LUXEMBOURG (1774)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:LU";C_33.00.a;140;140;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"LUXEMBOURG (1774)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:LU";C_33.00.a;140;150;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated impairment";;;;;;;;;"LUXEMBOURG (1774)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:LU";C_33.00.a;140;160;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"LUXEMBOURG (1774)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:LU";C_33.00.a;140;180;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"LUXEMBOURG (1774)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:LU";C_33.00.a;140;190;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"LUXEMBOURG (1774)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:LU";C_33.00.a;140;200;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"LUXEMBOURG (1774)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:LU";C_33.00.a;140;210;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"LUXEMBOURG (1774)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:LU";C_33.00.a;140;220;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"LUXEMBOURG (1774)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:LU";C_33.00.a;140;230;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"LUXEMBOURG (1774)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:LU";C_33.00.a;140;240;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"LUXEMBOURG (1774)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x13,EXC=eba_EC:x16,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:LU";C_33.00.a;140;250;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"LUXEMBOURG (1774)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:LU";C_33.00.a;140;260;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"LUXEMBOURG (1774)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:LU";C_33.00.a;140;290;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Exposure value";;;;;;;;;;"LUXEMBOURG (1774)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:LU";C_33.00.a;140;300;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Risk weighted exposure amount";;;;;;;;;;"LUXEMBOURG (1774)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:LU";C_33.00.a;155;010;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"LUXEMBOURG (1774)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:LU";C_33.00.a;155;020;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"LUXEMBOURG (1774)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:LU";C_33.00.a;155;030;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"LUXEMBOURG (1774)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:LU";C_33.00.a;155;040;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"LUXEMBOURG (1774)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:LU";C_33.00.a;155;050;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"LUXEMBOURG (1774)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:LU";C_33.00.a;155;060;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"LUXEMBOURG (1774)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:LU";C_33.00.a;155;070;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"LUXEMBOURG (1774)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:LU";C_33.00.a;155;080;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"LUXEMBOURG (1774)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:LU";C_33.00.a;155;090;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"LUXEMBOURG (1774)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:LU";C_33.00.a;155;100;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"LUXEMBOURG (1774)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:LU";C_33.00.a;155;110;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"LUXEMBOURG (1774)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:LU";C_33.00.a;155;120;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"LUXEMBOURG (1774)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x323,RCP=eba_GA:LU";C_33.00.a;155;130;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"LUXEMBOURG (1774)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x323,RCP=eba_GA:LU";C_33.00.a;155;140;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"LUXEMBOURG (1774)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:LU";C_33.00.a;155;150;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated impairment";;;;;;;;;"LUXEMBOURG (1774)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:LU";C_33.00.a;155;160;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"LUXEMBOURG (1774)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:LU";C_33.00.a;155;170;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"LUXEMBOURG (1774)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:LU";C_33.00.a;155;180;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"LUXEMBOURG (1774)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:LU";C_33.00.a;155;190;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"LUXEMBOURG (1774)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x992,RCP=eba_GA:LU";C_33.00.a;155;200;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"LUXEMBOURG (1774)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x992,RCP=eba_GA:LU";C_33.00.a;155;210;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"LUXEMBOURG (1774)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:LU";C_33.00.a;160;080;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"LUXEMBOURG (1774)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:LU";C_33.00.a;160;090;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"LUXEMBOURG (1774)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:LU";C_33.00.a;160;110;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"LUXEMBOURG (1774)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x56,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:LU";C_33.00.a;160;130;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"LUXEMBOURG (1774)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:LU,RES=eba_TI:x211";C_33.00.a;230;100;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"LUXEMBOURG (1774)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:LU,RES=eba_TI:x211";C_33.00.a;230;110;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"LUXEMBOURG (1774)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:LU,RES=eba_TI:x211";C_33.00.a;230;130;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"LUXEMBOURG (1774)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:LU,RES=eba_TI:x211";C_33.00.a;230;140;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"LUXEMBOURG (1774)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:LU,RES=eba_TI:x211";C_33.00.a;230;150;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated impairment";;;;;;;;;"LUXEMBOURG (1774)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:LU,RES=eba_TI:x211";C_33.00.a;230;160;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"LUXEMBOURG (1774)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:LU,RES=eba_TI:x211";C_33.00.a;230;170;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"LUXEMBOURG (1774)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:LU,RES=eba_TI:x211";C_33.00.a;230;180;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"LUXEMBOURG (1774)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:LU,RES=eba_TI:x211";C_33.00.a;230;190;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"LUXEMBOURG (1774)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:LU,RES=eba_TI:x211";C_33.00.a;230;200;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"LUXEMBOURG (1774)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:LU,RES=eba_TI:x211";C_33.00.a;230;210;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"LUXEMBOURG (1774)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:LU,RES=eba_TI:x211";C_33.00.a;230;220;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"LUXEMBOURG (1774)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,BAS=eba_BA:x10,CPS=eba_CT:x1,RCP=eba_GA:LU,RES=eba_TI:x211";C_33.00.a;230;240;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"LUXEMBOURG (1774)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,BAS=eba_BA:x7,CPS=eba_CT:x1,RCP=eba_GA:LU,RES=eba_TI:x211";C_33.00.a;230;260;1774;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"LUXEMBOURG (1774)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:MT";C_33.00.a;010;010;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"MALTA (1776)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:MT";C_33.00.a;010;020;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"MALTA (1776)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:MT";C_33.00.a;010;030;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"MALTA (1776)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:MT";C_33.00.a;010;040;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"MALTA (1776)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:MT";C_33.00.a;010;050;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"MALTA (1776)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:MT";C_33.00.a;010;060;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"MALTA (1776)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:MT";C_33.00.a;010;070;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"MALTA (1776)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:MT";C_33.00.a;010;080;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"MALTA (1776)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:MT";C_33.00.a;010;100;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"MALTA (1776)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:MT";C_33.00.a;010;110;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"MALTA (1776)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:MT";C_33.00.a;010;120;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"MALTA (1776)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:MT";C_33.00.a;010;130;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"MALTA (1776)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:MT";C_33.00.a;010;140;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"MALTA (1776)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:MT";C_33.00.a;010;150;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Accumulated impairment";;;;;;;;;"MALTA (1776)";"010";"Total exposures";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:MT";C_33.00.a;010;160;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"MALTA (1776)";"010";"Total exposures";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:MT";C_33.00.a;010;170;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"MALTA (1776)";"010";"Total exposures";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:MT";C_33.00.a;010;180;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"MALTA (1776)";"010";"Total exposures";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:MT";C_33.00.a;010;190;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"MALTA (1776)";"010";"Total exposures";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:MT";C_33.00.a;010;200;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"MALTA (1776)";"010";"Total exposures";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:MT";C_33.00.a;010;210;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"MALTA (1776)";"010";"Total exposures";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:MT";C_33.00.a;010;220;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"MALTA (1776)";"010";"Total exposures";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:MT";C_33.00.a;010;230;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"MALTA (1776)";"010";"Total exposures";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,BAS=eba_BA:x10,CPS=eba_CT:x1,RCP=eba_GA:MT";C_33.00.a;010;240;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"MALTA (1776)";"010";"Total exposures";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:MT";C_33.00.a;010;250;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"MALTA (1776)";"010";"Total exposures";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,BAS=eba_BA:x9,CPS=eba_CT:x1,MCY=eba_MC:x193,RCP=eba_GA:MT";C_33.00.a;010;290;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Exposure value";;;;;;;;;;"MALTA (1776)";"010";"Total exposures";"Exposure value";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x45,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:MT";C_33.00.a;020;210;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"MALTA (1776)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:MT";C_33.00.a;030;160;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Standardised Approach";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"MALTA (1776)";"010#015#020#030";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:MT";C_33.00.a;040;140;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"MALTA (1776)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:MT";C_33.00.a;040;150;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Accumulated impairment";;;;;;;;;"MALTA (1776)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:MT";C_33.00.a;040;160;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"MALTA (1776)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:MT";C_33.00.a;040;170;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"MALTA (1776)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:MT";C_33.00.a;040;180;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"MALTA (1776)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:MT";C_33.00.a;040;190;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"MALTA (1776)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:MT";C_33.00.a;040;200;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"MALTA (1776)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x42,BAS=eba_BA:x17,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:MT";C_33.00.a;040;210;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"MALTA (1776)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:MT";C_33.00.a;040;220;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"MALTA (1776)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x42,BAS=eba_BA:x17,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:MT";C_33.00.a;040;230;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"MALTA (1776)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x42,BAS=eba_BA:x10,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:MT";C_33.00.a;040;240;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"MALTA (1776)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:MT";C_33.00.a;040;250;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"MALTA (1776)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:MT";C_33.00.a;040;260;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"MALTA (1776)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:MT";C_33.00.a;040;290;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Exposure value";;;;;;;;;;"MALTA (1776)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:MT";C_33.00.a;040;300;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Risk weighted exposure amount";;;;;;;;;;"MALTA (1776)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:MT";C_33.00.a;050;010;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"MALTA (1776)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:MT";C_33.00.a;050;020;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"MALTA (1776)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:MT";C_33.00.a;050;030;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"MALTA (1776)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:MT";C_33.00.a;050;040;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"MALTA (1776)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:MT";C_33.00.a;050;050;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"MALTA (1776)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:MT";C_33.00.a;050;060;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"MALTA (1776)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:MT";C_33.00.a;050;070;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"MALTA (1776)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:MT";C_33.00.a;050;080;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"MALTA (1776)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:MT";C_33.00.a;050;090;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"MALTA (1776)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:MT";C_33.00.a;050;100;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"MALTA (1776)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:MT";C_33.00.a;050;110;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"MALTA (1776)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:MT";C_33.00.a;050;120;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"MALTA (1776)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x323,RCP=eba_GA:MT";C_33.00.a;050;130;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"MALTA (1776)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x323,RCP=eba_GA:MT";C_33.00.a;050;140;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"MALTA (1776)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:MT";C_33.00.a;050;150;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated impairment";;;;;;;;;"MALTA (1776)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:MT";C_33.00.a;050;160;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"MALTA (1776)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:MT";C_33.00.a;050;170;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"MALTA (1776)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:MT";C_33.00.a;050;180;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"MALTA (1776)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:MT";C_33.00.a;050;190;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"MALTA (1776)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x992,RCP=eba_GA:MT";C_33.00.a;050;200;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"MALTA (1776)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x42,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x992,RCP=eba_GA:MT";C_33.00.a;050;210;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"MALTA (1776)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x991,RCP=eba_GA:MT";C_33.00.a;050;220;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"MALTA (1776)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x42,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x991,RCP=eba_GA:MT";C_33.00.a;050;230;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"MALTA (1776)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x42,BAS=eba_BA:x10,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:MT";C_33.00.a;050;240;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"MALTA (1776)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:MT";C_33.00.a;050;250;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"MALTA (1776)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:MT";C_33.00.a;050;260;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"MALTA (1776)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x193,RCP=eba_GA:MT";C_33.00.a;050;290;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Exposure value";;;;;;;;;;"MALTA (1776)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Exposure value";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x223,RCP=eba_GA:MT";C_33.00.a;060;010;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"MALTA (1776)";"010#015#020#030#060";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Public sector entities";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x223,RCP=eba_GA:MT";C_33.00.a;075;090;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"MALTA (1776)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x223,RCP=eba_GA:MT";C_33.00.a;075;100;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"MALTA (1776)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x223,RCP=eba_GA:MT";C_33.00.a;075;110;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"MALTA (1776)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x223,RCP=eba_GA:MT";C_33.00.a;075;120;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"MALTA (1776)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x323,RCP=eba_GA:MT";C_33.00.a;075;130;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"MALTA (1776)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x323,RCP=eba_GA:MT";C_33.00.a;075;140;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"MALTA (1776)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:MT";C_33.00.a;075;150;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated impairment";;;;;;;;;"MALTA (1776)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:MT";C_33.00.a;075;160;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"MALTA (1776)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:MT";C_33.00.a;075;170;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"MALTA (1776)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:MT";C_33.00.a;075;180;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"MALTA (1776)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:MT";C_33.00.a;075;190;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"MALTA (1776)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x992,RCP=eba_GA:MT";C_33.00.a;075;200;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"MALTA (1776)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x42,BAS=eba_BA:x17,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x992,RCP=eba_GA:MT";C_33.00.a;075;210;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"MALTA (1776)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x991,RCP=eba_GA:MT";C_33.00.a;075;220;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"MALTA (1776)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x42,BAS=eba_BA:x17,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x991,RCP=eba_GA:MT";C_33.00.a;075;230;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"MALTA (1776)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x42,BAS=eba_BA:x10,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:MT";C_33.00.a;075;240;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"MALTA (1776)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x202,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:MT";C_33.00.a;075;250;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"MALTA (1776)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:MT";C_33.00.a;075;260;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"MALTA (1776)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x193,RCP=eba_GA:MT";C_33.00.a;075;290;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Exposure value";;;;;;;;;;"MALTA (1776)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x193,RCP=eba_GA:MT";C_33.00.a;075;300;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Risk weighted exposure amount";;;;;;;;;;"MALTA (1776)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:MT";C_33.00.a;080;010;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"MALTA (1776)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:MT";C_33.00.a;080;020;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"MALTA (1776)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:MT";C_33.00.a;080;030;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"MALTA (1776)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:MT";C_33.00.a;080;040;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"MALTA (1776)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:MT";C_33.00.a;090;140;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"MALTA (1776)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:MT";C_33.00.a;090;150;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Accumulated impairment";;;;;;;;;"MALTA (1776)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:MT";C_33.00.a;090;170;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"MALTA (1776)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:MT";C_33.00.a;090;190;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"MALTA (1776)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:MT";C_33.00.a;090;210;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"MALTA (1776)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:MT";C_33.00.a;090;240;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"MALTA (1776)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:MT";C_33.00.a;090;250;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"MALTA (1776)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:MT";C_33.00.a;090;260;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"MALTA (1776)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:MT";C_33.00.a;090;290;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Exposure value";;;;;;;;;;"MALTA (1776)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:MT";C_33.00.a;090;300;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Risk weighted exposure amount";;;;;;;;;;"MALTA (1776)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:MT";C_33.00.a;100;010;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"MALTA (1776)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:MT";C_33.00.a;100;020;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"MALTA (1776)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:MT";C_33.00.a;100;030;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"MALTA (1776)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:MT";C_33.00.a;100;040;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"MALTA (1776)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:MT";C_33.00.a;100;050;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"MALTA (1776)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:MT";C_33.00.a;100;060;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"MALTA (1776)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:MT";C_33.00.a;100;070;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"MALTA (1776)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:MT";C_33.00.a;100;080;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"MALTA (1776)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:MT";C_33.00.a;100;090;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"MALTA (1776)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:MT";C_33.00.a;100;100;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"MALTA (1776)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:MT";C_33.00.a;100;110;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"MALTA (1776)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:MT";C_33.00.a;100;120;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"MALTA (1776)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:MT";C_33.00.a;100;130;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"MALTA (1776)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:MT";C_33.00.a;100;140;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"MALTA (1776)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:MT";C_33.00.a;100;150;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated impairment";;;;;;;;;"MALTA (1776)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:MT";C_33.00.a;100;160;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"MALTA (1776)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:MT";C_33.00.a;100;170;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"MALTA (1776)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:MT";C_33.00.a;100;180;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"MALTA (1776)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:MT";C_33.00.a;100;190;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"MALTA (1776)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:MT";C_33.00.a;100;200;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"MALTA (1776)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:MT";C_33.00.a;100;210;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"MALTA (1776)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:MT";C_33.00.a;100;220;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"MALTA (1776)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:MT";C_33.00.a;100;230;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"MALTA (1776)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:MT";C_33.00.a;100;240;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"MALTA (1776)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x16,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:MT";C_33.00.a;100;250;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"MALTA (1776)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:MT";C_33.00.a;100;260;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"MALTA (1776)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:MT";C_33.00.a;100;290;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Exposure value";;;;;;;;;;"MALTA (1776)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:MT";C_33.00.a;100;300;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Risk weighted exposure amount";;;;;;;;;;"MALTA (1776)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:MT";C_33.00.a;110;010;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"MALTA (1776)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:MT";C_33.00.a;110;020;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"MALTA (1776)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:MT";C_33.00.a;110;030;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"MALTA (1776)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:MT";C_33.00.a;110;040;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"MALTA (1776)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:MT";C_33.00.a;110;050;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"MALTA (1776)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:MT";C_33.00.a;110;060;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"MALTA (1776)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:MT";C_33.00.a;110;070;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"MALTA (1776)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:MT";C_33.00.a;110;120;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"MALTA (1776)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x323,RCP=eba_GA:MT";C_33.00.a;110;130;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"MALTA (1776)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x323,RCP=eba_GA:MT";C_33.00.a;110;140;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"MALTA (1776)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:MT";C_33.00.a;110;150;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated impairment";;;;;;;;;"MALTA (1776)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:MT";C_33.00.a;110;160;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"MALTA (1776)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:MT";C_33.00.a;110;170;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"MALTA (1776)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:MT";C_33.00.a;110;180;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"MALTA (1776)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:MT";C_33.00.a;110;190;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"MALTA (1776)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x992,RCP=eba_GA:MT";C_33.00.a;110;200;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"MALTA (1776)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x992,RCP=eba_GA:MT";C_33.00.a;110;210;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"MALTA (1776)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x991,RCP=eba_GA:MT";C_33.00.a;110;220;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"MALTA (1776)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x991,RCP=eba_GA:MT";C_33.00.a;110;230;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"MALTA (1776)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:MT";C_33.00.a;110;240;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"MALTA (1776)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:MT";C_33.00.a;110;250;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"MALTA (1776)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:MT";C_33.00.a;110;260;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"MALTA (1776)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x193,RCP=eba_GA:MT";C_33.00.a;110;290;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Exposure value";;;;;;;;;;"MALTA (1776)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x193,RCP=eba_GA:MT";C_33.00.a;110;300;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Risk weighted exposure amount";;;;;;;;;;"MALTA (1776)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:MT";C_33.00.a;120;010;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"MALTA (1776)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:MT";C_33.00.a;120;020;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"MALTA (1776)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:MT";C_33.00.a;120;030;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"MALTA (1776)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:MT";C_33.00.a;120;040;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"MALTA (1776)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:MT";C_33.00.a;120;050;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"MALTA (1776)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:MT";C_33.00.a;120;060;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"MALTA (1776)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:MT";C_33.00.a;120;070;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"MALTA (1776)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:MT";C_33.00.a;120;080;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"MALTA (1776)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:MT";C_33.00.a;120;090;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"MALTA (1776)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:MT";C_33.00.a;120;110;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"MALTA (1776)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:MT";C_33.00.a;120;120;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"MALTA (1776)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:MT";C_33.00.a;120;130;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"MALTA (1776)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:MT";C_33.00.a;120;140;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"MALTA (1776)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:MT";C_33.00.a;120;150;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated impairment";;;;;;;;;"MALTA (1776)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:MT";C_33.00.a;120;160;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"MALTA (1776)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:MT";C_33.00.a;120;170;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"MALTA (1776)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:MT";C_33.00.a;120;180;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"MALTA (1776)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:MT";C_33.00.a;120;190;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"MALTA (1776)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:MT";C_33.00.a;140;120;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"MALTA (1776)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:MT";C_33.00.a;140;140;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"MALTA (1776)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:MT";C_33.00.a;140;150;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated impairment";;;;;;;;;"MALTA (1776)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:MT";C_33.00.a;140;160;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"MALTA (1776)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:MT";C_33.00.a;140;170;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"MALTA (1776)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:MT";C_33.00.a;140;180;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"MALTA (1776)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:MT";C_33.00.a;140;190;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"MALTA (1776)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:MT";C_33.00.a;140;200;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"MALTA (1776)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:MT";C_33.00.a;140;210;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"MALTA (1776)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:MT";C_33.00.a;140;220;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"MALTA (1776)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:MT";C_33.00.a;140;230;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"MALTA (1776)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:MT";C_33.00.a;140;240;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"MALTA (1776)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x13,EXC=eba_EC:x16,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:MT";C_33.00.a;140;250;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"MALTA (1776)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:MT";C_33.00.a;140;260;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"MALTA (1776)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:MT";C_33.00.a;140;290;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Exposure value";;;;;;;;;;"MALTA (1776)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:MT";C_33.00.a;140;300;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Risk weighted exposure amount";;;;;;;;;;"MALTA (1776)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:MT";C_33.00.a;155;010;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"MALTA (1776)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:MT";C_33.00.a;155;020;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"MALTA (1776)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:MT";C_33.00.a;155;030;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"MALTA (1776)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:MT";C_33.00.a;155;040;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"MALTA (1776)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:MT";C_33.00.a;155;050;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"MALTA (1776)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:MT";C_33.00.a;155;060;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"MALTA (1776)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:MT";C_33.00.a;155;070;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"MALTA (1776)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:MT";C_33.00.a;155;080;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"MALTA (1776)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:MT";C_33.00.a;155;090;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"MALTA (1776)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:MT";C_33.00.a;155;100;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"MALTA (1776)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:MT";C_33.00.a;155;110;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"MALTA (1776)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:MT";C_33.00.a;155;120;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"MALTA (1776)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x323,RCP=eba_GA:MT";C_33.00.a;155;130;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"MALTA (1776)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x323,RCP=eba_GA:MT";C_33.00.a;155;140;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"MALTA (1776)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:MT";C_33.00.a;155;150;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated impairment";;;;;;;;;"MALTA (1776)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:MT";C_33.00.a;155;160;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"MALTA (1776)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:MT";C_33.00.a;155;170;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"MALTA (1776)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:MT";C_33.00.a;155;180;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"MALTA (1776)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:MT";C_33.00.a;155;190;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"MALTA (1776)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x992,RCP=eba_GA:MT";C_33.00.a;155;200;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"MALTA (1776)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x992,RCP=eba_GA:MT";C_33.00.a;155;210;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"MALTA (1776)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x991,RCP=eba_GA:MT";C_33.00.a;155;220;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"MALTA (1776)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:MT";C_33.00.a;155;240;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"MALTA (1776)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:MT";C_33.00.a;155;260;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"MALTA (1776)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x193,RCP=eba_GA:MT";C_33.00.a;155;290;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Exposure value";;;;;;;;;;"MALTA (1776)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x193,RCP=eba_GA:MT";C_33.00.a;155;300;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Risk weighted exposure amount";;;;;;;;;;"MALTA (1776)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:MT";C_33.00.a;160;010;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"MALTA (1776)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:MT";C_33.00.a;160;020;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"MALTA (1776)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:MT";C_33.00.a;160;050;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"MALTA (1776)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:MT";C_33.00.a;160;060;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"MALTA (1776)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:MT";C_33.00.a;160;070;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"MALTA (1776)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:MT";C_33.00.a;160;080;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"MALTA (1776)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:MT";C_33.00.a;160;090;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"MALTA (1776)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:MT";C_33.00.a;160;100;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"MALTA (1776)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:MT";C_33.00.a;160;110;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"MALTA (1776)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:MT";C_33.00.a;160;120;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"MALTA (1776)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x56,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:MT";C_33.00.a;160;130;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"MALTA (1776)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x56,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:MT";C_33.00.a;160;140;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"MALTA (1776)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:MT,RES=eba_TI:x551";C_33.00.a;220;160;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"MALTA (1776)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:MT,RES=eba_TI:x551";C_33.00.a;220;170;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"MALTA (1776)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:MT,RES=eba_TI:x551";C_33.00.a;220;180;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"MALTA (1776)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:MT,RES=eba_TI:x551";C_33.00.a;220;190;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"MALTA (1776)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:MT,RES=eba_TI:x551";C_33.00.a;220;210;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"MALTA (1776)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:MT,RES=eba_TI:x551";C_33.00.a;220;220;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"MALTA (1776)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:MT,RES=eba_TI:x211";C_33.00.a;230;100;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"MALTA (1776)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:MT,RES=eba_TI:x211";C_33.00.a;230;110;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"MALTA (1776)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:MT,RES=eba_TI:x211";C_33.00.a;230;130;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"MALTA (1776)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:MT,RES=eba_TI:x211";C_33.00.a;230;140;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"MALTA (1776)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:MT,RES=eba_TI:x211";C_33.00.a;230;150;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated impairment";;;;;;;;;"MALTA (1776)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:MT,RES=eba_TI:x211";C_33.00.a;230;160;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"MALTA (1776)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:MT,RES=eba_TI:x211";C_33.00.a;230;170;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"MALTA (1776)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:MT,RES=eba_TI:x211";C_33.00.a;230;180;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"MALTA (1776)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:MT,RES=eba_TI:x211";C_33.00.a;230;190;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"MALTA (1776)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:MT,RES=eba_TI:x211";C_33.00.a;230;200;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"MALTA (1776)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:MT,RES=eba_TI:x211";C_33.00.a;230;210;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"MALTA (1776)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:MT,RES=eba_TI:x211";C_33.00.a;230;220;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"MALTA (1776)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:MT,RES=eba_TI:x211";C_33.00.a;230;230;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"MALTA (1776)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,BAS=eba_BA:x10,CPS=eba_CT:x1,RCP=eba_GA:MT,RES=eba_TI:x211";C_33.00.a;230;240;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"MALTA (1776)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:MT,RES=eba_TI:x211";C_33.00.a;230;250;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"MALTA (1776)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,BAS=eba_BA:x7,CPS=eba_CT:x1,RCP=eba_GA:MT,RES=eba_TI:x211";C_33.00.a;230;260;1776;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"MALTA (1776)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:NL";C_33.00.a;010;010;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"NETHERLANDS (1777)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:NL";C_33.00.a;010;020;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"NETHERLANDS (1777)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:NL";C_33.00.a;010;030;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"NETHERLANDS (1777)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:NL";C_33.00.a;010;040;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"NETHERLANDS (1777)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:NL";C_33.00.a;010;050;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"NETHERLANDS (1777)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:NL";C_33.00.a;010;060;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"NETHERLANDS (1777)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:NL";C_33.00.a;010;070;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"NETHERLANDS (1777)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:NL";C_33.00.a;010;080;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"NETHERLANDS (1777)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:NL";C_33.00.a;010;090;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"NETHERLANDS (1777)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:NL";C_33.00.a;010;100;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"NETHERLANDS (1777)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:NL";C_33.00.a;010;110;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"NETHERLANDS (1777)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:NL";C_33.00.a;010;120;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"NETHERLANDS (1777)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:NL";C_33.00.a;010;130;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"NETHERLANDS (1777)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:NL";C_33.00.a;010;140;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"NETHERLANDS (1777)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:NL";C_33.00.a;010;150;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Accumulated impairment";;;;;;;;;"NETHERLANDS (1777)";"010";"Total exposures";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:NL";C_33.00.a;010;160;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"NETHERLANDS (1777)";"010";"Total exposures";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:NL";C_33.00.a;010;170;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"NETHERLANDS (1777)";"010";"Total exposures";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:NL";C_33.00.a;010;180;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"NETHERLANDS (1777)";"010";"Total exposures";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:NL";C_33.00.a;010;190;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"NETHERLANDS (1777)";"010";"Total exposures";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:NL";C_33.00.a;010;200;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"NETHERLANDS (1777)";"010";"Total exposures";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:NL";C_33.00.a;010;210;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"NETHERLANDS (1777)";"010";"Total exposures";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:NL";C_33.00.a;010;220;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"NETHERLANDS (1777)";"010";"Total exposures";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:NL";C_33.00.a;010;230;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"NETHERLANDS (1777)";"010";"Total exposures";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,BAS=eba_BA:x10,CPS=eba_CT:x1,RCP=eba_GA:NL";C_33.00.a;010;240;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"NETHERLANDS (1777)";"010";"Total exposures";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:NL";C_33.00.a;010;250;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"NETHERLANDS (1777)";"010";"Total exposures";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,BAS=eba_BA:x7,CPS=eba_CT:x1,RCP=eba_GA:NL";C_33.00.a;010;260;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"NETHERLANDS (1777)";"010";"Total exposures";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,BAS=eba_BA:x9,CPS=eba_CT:x1,MCY=eba_MC:x193,RCP=eba_GA:NL";C_33.00.a;010;290;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Exposure value";;;;;;;;;;"NETHERLANDS (1777)";"010";"Total exposures";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,BAS=eba_BA:x9,CPS=eba_CT:x1,MCY=eba_MC:x193,RCP=eba_GA:NL";C_33.00.a;010;300;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Risk weighted exposure amount";;;;;;;;;;"NETHERLANDS (1777)";"010";"Total exposures";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:NL";C_33.00.a;020;010;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"NETHERLANDS (1777)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x45,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:NL";C_33.00.a;020;140;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"NETHERLANDS (1777)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:NL";C_33.00.a;020;150;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Accumulated impairment";;;;;;;;;"NETHERLANDS (1777)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:NL";C_33.00.a;020;180;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"NETHERLANDS (1777)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:NL";C_33.00.a;020;190;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"NETHERLANDS (1777)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:NL";C_33.00.a;020;200;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"NETHERLANDS (1777)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x45,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:NL";C_33.00.a;020;210;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"NETHERLANDS (1777)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x45,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:NL";C_33.00.a;020;220;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"NETHERLANDS (1777)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x45,BAS=eba_BA:x10,CPS=eba_CT:x1,RCP=eba_GA:NL";C_33.00.a;020;240;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"NETHERLANDS (1777)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:NL";C_33.00.a;030;090;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"NETHERLANDS (1777)";"010#015#020#030";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:NL";C_33.00.a;030;110;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"NETHERLANDS (1777)";"010#015#020#030";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:NL";C_33.00.a;030;120;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"NETHERLANDS (1777)";"010#015#020#030";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:NL";C_33.00.a;030;130;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"NETHERLANDS (1777)";"010#015#020#030";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:NL";C_33.00.a;030;140;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"NETHERLANDS (1777)";"010#015#020#030";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:NL";C_33.00.a;030;150;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Standardised Approach";"Direct exposures";"Accumulated impairment";;;;;;;;;"NETHERLANDS (1777)";"010#015#020#030";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:NL";C_33.00.a;030;160;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Standardised Approach";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"NETHERLANDS (1777)";"010#015#020#030";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:NL";C_33.00.a;030;170;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Standardised Approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"NETHERLANDS (1777)";"010#015#020#030";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:NL";C_33.00.a;040;140;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"NETHERLANDS (1777)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:NL";C_33.00.a;040;150;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Accumulated impairment";;;;;;;;;"NETHERLANDS (1777)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:NL";C_33.00.a;040;160;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"NETHERLANDS (1777)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:NL";C_33.00.a;040;170;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"NETHERLANDS (1777)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:NL";C_33.00.a;040;180;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"NETHERLANDS (1777)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:NL";C_33.00.a;040;190;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"NETHERLANDS (1777)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:NL";C_33.00.a;040;200;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"NETHERLANDS (1777)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x42,BAS=eba_BA:x17,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:NL";C_33.00.a;040;210;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"NETHERLANDS (1777)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:NL";C_33.00.a;040;220;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"NETHERLANDS (1777)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x42,BAS=eba_BA:x17,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:NL";C_33.00.a;040;230;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"NETHERLANDS (1777)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x42,BAS=eba_BA:x10,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:NL";C_33.00.a;040;240;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"NETHERLANDS (1777)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:NL";C_33.00.a;040;250;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"NETHERLANDS (1777)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:NL";C_33.00.a;040;260;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"NETHERLANDS (1777)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:NL";C_33.00.a;040;290;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Exposure value";;;;;;;;;;"NETHERLANDS (1777)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:NL";C_33.00.a;040;300;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Risk weighted exposure amount";;;;;;;;;;"NETHERLANDS (1777)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:NL";C_33.00.a;050;010;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"NETHERLANDS (1777)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:NL";C_33.00.a;050;020;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"NETHERLANDS (1777)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:NL";C_33.00.a;050;030;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"NETHERLANDS (1777)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:NL";C_33.00.a;050;040;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"NETHERLANDS (1777)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:NL";C_33.00.a;050;050;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"NETHERLANDS (1777)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:NL";C_33.00.a;050;060;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"NETHERLANDS (1777)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:NL";C_33.00.a;050;070;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"NETHERLANDS (1777)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:NL";C_33.00.a;050;080;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"NETHERLANDS (1777)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:NL";C_33.00.a;050;090;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"NETHERLANDS (1777)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:NL";C_33.00.a;050;100;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"NETHERLANDS (1777)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:NL";C_33.00.a;050;110;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"NETHERLANDS (1777)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:NL";C_33.00.a;050;120;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"NETHERLANDS (1777)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x323,RCP=eba_GA:NL";C_33.00.a;050;130;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"NETHERLANDS (1777)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x323,RCP=eba_GA:NL";C_33.00.a;050;140;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"NETHERLANDS (1777)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:NL";C_33.00.a;050;150;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated impairment";;;;;;;;;"NETHERLANDS (1777)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:NL";C_33.00.a;050;160;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"NETHERLANDS (1777)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:NL";C_33.00.a;050;170;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"NETHERLANDS (1777)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:NL";C_33.00.a;050;180;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"NETHERLANDS (1777)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:NL";C_33.00.a;050;190;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"NETHERLANDS (1777)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x992,RCP=eba_GA:NL";C_33.00.a;050;200;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"NETHERLANDS (1777)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x42,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x992,RCP=eba_GA:NL";C_33.00.a;050;210;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"NETHERLANDS (1777)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x991,RCP=eba_GA:NL";C_33.00.a;050;220;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"NETHERLANDS (1777)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x42,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x991,RCP=eba_GA:NL";C_33.00.a;050;230;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"NETHERLANDS (1777)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x42,BAS=eba_BA:x10,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:NL";C_33.00.a;050;240;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"NETHERLANDS (1777)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:NL";C_33.00.a;050;250;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"NETHERLANDS (1777)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:NL";C_33.00.a;050;260;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"NETHERLANDS (1777)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x193,RCP=eba_GA:NL";C_33.00.a;050;290;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Exposure value";;;;;;;;;;"NETHERLANDS (1777)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x193,RCP=eba_GA:NL";C_33.00.a;050;300;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Risk weighted exposure amount";;;;;;;;;;"NETHERLANDS (1777)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x223,RCP=eba_GA:NL";C_33.00.a;060;010;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"NETHERLANDS (1777)";"010#015#020#030#060";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Public sector entities";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x223,RCP=eba_GA:NL";C_33.00.a;075;090;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"NETHERLANDS (1777)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x223,RCP=eba_GA:NL";C_33.00.a;075;100;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"NETHERLANDS (1777)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x223,RCP=eba_GA:NL";C_33.00.a;075;110;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"NETHERLANDS (1777)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x223,RCP=eba_GA:NL";C_33.00.a;075;120;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"NETHERLANDS (1777)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x323,RCP=eba_GA:NL";C_33.00.a;075;130;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"NETHERLANDS (1777)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x323,RCP=eba_GA:NL";C_33.00.a;075;140;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"NETHERLANDS (1777)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:NL";C_33.00.a;075;150;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated impairment";;;;;;;;;"NETHERLANDS (1777)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:NL";C_33.00.a;075;160;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"NETHERLANDS (1777)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:NL";C_33.00.a;075;170;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"NETHERLANDS (1777)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:NL";C_33.00.a;075;180;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"NETHERLANDS (1777)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:NL";C_33.00.a;075;190;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"NETHERLANDS (1777)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x992,RCP=eba_GA:NL";C_33.00.a;075;200;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"NETHERLANDS (1777)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x42,BAS=eba_BA:x17,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x992,RCP=eba_GA:NL";C_33.00.a;075;210;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"NETHERLANDS (1777)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x991,RCP=eba_GA:NL";C_33.00.a;075;220;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"NETHERLANDS (1777)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x42,BAS=eba_BA:x17,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x991,RCP=eba_GA:NL";C_33.00.a;075;230;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"NETHERLANDS (1777)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x42,BAS=eba_BA:x10,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:NL";C_33.00.a;075;240;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"NETHERLANDS (1777)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x202,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:NL";C_33.00.a;075;250;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"NETHERLANDS (1777)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:NL";C_33.00.a;075;260;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"NETHERLANDS (1777)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x193,RCP=eba_GA:NL";C_33.00.a;075;290;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Exposure value";;;;;;;;;;"NETHERLANDS (1777)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x193,RCP=eba_GA:NL";C_33.00.a;075;300;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Risk weighted exposure amount";;;;;;;;;;"NETHERLANDS (1777)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:NL";C_33.00.a;080;010;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"NETHERLANDS (1777)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:NL";C_33.00.a;080;020;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"NETHERLANDS (1777)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:NL";C_33.00.a;080;030;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"NETHERLANDS (1777)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:NL";C_33.00.a;080;040;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"NETHERLANDS (1777)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:NL";C_33.00.a;080;190;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"NETHERLANDS (1777)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:NL";C_33.00.a;090;190;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"NETHERLANDS (1777)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:NL";C_33.00.a;090;210;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"NETHERLANDS (1777)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:NL";C_33.00.a;090;250;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"NETHERLANDS (1777)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:NL";C_33.00.a;090;260;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"NETHERLANDS (1777)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:NL";C_33.00.a;090;290;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Exposure value";;;;;;;;;;"NETHERLANDS (1777)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:NL";C_33.00.a;090;300;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Risk weighted exposure amount";;;;;;;;;;"NETHERLANDS (1777)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:NL";C_33.00.a;100;010;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"NETHERLANDS (1777)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:NL";C_33.00.a;100;020;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"NETHERLANDS (1777)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:NL";C_33.00.a;100;030;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"NETHERLANDS (1777)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:NL";C_33.00.a;100;040;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"NETHERLANDS (1777)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:NL";C_33.00.a;100;050;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"NETHERLANDS (1777)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:NL";C_33.00.a;100;060;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"NETHERLANDS (1777)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:NL";C_33.00.a;100;070;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"NETHERLANDS (1777)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:NL";C_33.00.a;100;080;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"NETHERLANDS (1777)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:NL";C_33.00.a;100;090;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"NETHERLANDS (1777)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:NL";C_33.00.a;100;100;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"NETHERLANDS (1777)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:NL";C_33.00.a;100;110;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"NETHERLANDS (1777)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:NL";C_33.00.a;100;120;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"NETHERLANDS (1777)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:NL";C_33.00.a;100;130;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"NETHERLANDS (1777)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:NL";C_33.00.a;100;140;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"NETHERLANDS (1777)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:NL";C_33.00.a;100;150;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated impairment";;;;;;;;;"NETHERLANDS (1777)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:NL";C_33.00.a;100;160;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"NETHERLANDS (1777)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:NL";C_33.00.a;100;170;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"NETHERLANDS (1777)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:NL";C_33.00.a;100;180;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"NETHERLANDS (1777)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:NL";C_33.00.a;100;190;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"NETHERLANDS (1777)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:NL";C_33.00.a;100;200;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"NETHERLANDS (1777)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:NL";C_33.00.a;100;210;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"NETHERLANDS (1777)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:NL";C_33.00.a;100;220;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"NETHERLANDS (1777)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:NL";C_33.00.a;100;230;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"NETHERLANDS (1777)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:NL";C_33.00.a;100;240;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"NETHERLANDS (1777)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x16,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:NL";C_33.00.a;100;250;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"NETHERLANDS (1777)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:NL";C_33.00.a;100;260;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"NETHERLANDS (1777)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:NL";C_33.00.a;100;290;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Exposure value";;;;;;;;;;"NETHERLANDS (1777)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:NL";C_33.00.a;100;300;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Risk weighted exposure amount";;;;;;;;;;"NETHERLANDS (1777)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:NL";C_33.00.a;110;010;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"NETHERLANDS (1777)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:NL";C_33.00.a;110;020;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"NETHERLANDS (1777)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:NL";C_33.00.a;110;030;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"NETHERLANDS (1777)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:NL";C_33.00.a;110;040;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"NETHERLANDS (1777)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:NL";C_33.00.a;110;050;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"NETHERLANDS (1777)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:NL";C_33.00.a;110;060;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"NETHERLANDS (1777)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:NL";C_33.00.a;110;070;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"NETHERLANDS (1777)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:NL";C_33.00.a;110;080;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"NETHERLANDS (1777)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:NL";C_33.00.a;110;100;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"NETHERLANDS (1777)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:NL";C_33.00.a;110;110;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"NETHERLANDS (1777)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:NL";C_33.00.a;110;120;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"NETHERLANDS (1777)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x323,RCP=eba_GA:NL";C_33.00.a;110;130;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"NETHERLANDS (1777)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x323,RCP=eba_GA:NL";C_33.00.a;110;140;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"NETHERLANDS (1777)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:NL";C_33.00.a;110;150;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated impairment";;;;;;;;;"NETHERLANDS (1777)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:NL";C_33.00.a;110;160;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"NETHERLANDS (1777)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:NL";C_33.00.a;110;170;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"NETHERLANDS (1777)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:NL";C_33.00.a;110;180;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"NETHERLANDS (1777)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:NL";C_33.00.a;110;190;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"NETHERLANDS (1777)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x992,RCP=eba_GA:NL";C_33.00.a;110;200;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"NETHERLANDS (1777)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x992,RCP=eba_GA:NL";C_33.00.a;110;210;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"NETHERLANDS (1777)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x991,RCP=eba_GA:NL";C_33.00.a;110;220;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"NETHERLANDS (1777)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x991,RCP=eba_GA:NL";C_33.00.a;110;230;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"NETHERLANDS (1777)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:NL";C_33.00.a;110;240;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"NETHERLANDS (1777)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:NL";C_33.00.a;110;250;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"NETHERLANDS (1777)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:NL";C_33.00.a;110;260;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"NETHERLANDS (1777)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x193,RCP=eba_GA:NL";C_33.00.a;110;290;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Exposure value";;;;;;;;;;"NETHERLANDS (1777)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x193,RCP=eba_GA:NL";C_33.00.a;110;300;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Risk weighted exposure amount";;;;;;;;;;"NETHERLANDS (1777)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:NL";C_33.00.a;120;010;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"NETHERLANDS (1777)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:NL";C_33.00.a;120;020;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"NETHERLANDS (1777)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:NL";C_33.00.a;120;030;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"NETHERLANDS (1777)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:NL";C_33.00.a;120;040;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"NETHERLANDS (1777)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:NL";C_33.00.a;120;060;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"NETHERLANDS (1777)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:NL";C_33.00.a;120;070;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"NETHERLANDS (1777)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:NL";C_33.00.a;120;090;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"NETHERLANDS (1777)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:NL";C_33.00.a;120;110;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"NETHERLANDS (1777)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:NL";C_33.00.a;120;120;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"NETHERLANDS (1777)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:NL";C_33.00.a;120;130;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"NETHERLANDS (1777)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:NL";C_33.00.a;120;140;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"NETHERLANDS (1777)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:NL";C_33.00.a;120;150;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated impairment";;;;;;;;;"NETHERLANDS (1777)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:NL";C_33.00.a;120;160;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"NETHERLANDS (1777)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:NL";C_33.00.a;120;170;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"NETHERLANDS (1777)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:NL";C_33.00.a;120;180;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"NETHERLANDS (1777)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:NL";C_33.00.a;120;190;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"NETHERLANDS (1777)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:NL";C_33.00.a;140;120;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"NETHERLANDS (1777)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:NL";C_33.00.a;140;130;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"NETHERLANDS (1777)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:NL";C_33.00.a;140;140;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"NETHERLANDS (1777)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:NL";C_33.00.a;140;150;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated impairment";;;;;;;;;"NETHERLANDS (1777)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:NL";C_33.00.a;140;160;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"NETHERLANDS (1777)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:NL";C_33.00.a;140;180;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"NETHERLANDS (1777)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:NL";C_33.00.a;140;190;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"NETHERLANDS (1777)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:NL";C_33.00.a;140;200;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"NETHERLANDS (1777)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:NL";C_33.00.a;140;210;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"NETHERLANDS (1777)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:NL";C_33.00.a;140;220;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"NETHERLANDS (1777)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:NL";C_33.00.a;140;230;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"NETHERLANDS (1777)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:NL";C_33.00.a;140;240;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"NETHERLANDS (1777)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x13,EXC=eba_EC:x16,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:NL";C_33.00.a;140;250;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"NETHERLANDS (1777)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:NL";C_33.00.a;140;260;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"NETHERLANDS (1777)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:NL";C_33.00.a;140;290;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Exposure value";;;;;;;;;;"NETHERLANDS (1777)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:NL";C_33.00.a;140;300;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Risk weighted exposure amount";;;;;;;;;;"NETHERLANDS (1777)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:NL";C_33.00.a;155;010;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"NETHERLANDS (1777)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:NL";C_33.00.a;155;020;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"NETHERLANDS (1777)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:NL";C_33.00.a;155;030;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"NETHERLANDS (1777)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:NL";C_33.00.a;155;040;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"NETHERLANDS (1777)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:NL";C_33.00.a;155;050;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"NETHERLANDS (1777)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:NL";C_33.00.a;155;060;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"NETHERLANDS (1777)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:NL";C_33.00.a;155;070;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"NETHERLANDS (1777)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:NL";C_33.00.a;155;080;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"NETHERLANDS (1777)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:NL";C_33.00.a;155;090;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"NETHERLANDS (1777)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:NL";C_33.00.a;155;100;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"NETHERLANDS (1777)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:NL";C_33.00.a;155;110;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"NETHERLANDS (1777)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:NL";C_33.00.a;155;120;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"NETHERLANDS (1777)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x323,RCP=eba_GA:NL";C_33.00.a;155;130;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"NETHERLANDS (1777)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x323,RCP=eba_GA:NL";C_33.00.a;155;140;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"NETHERLANDS (1777)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:NL";C_33.00.a;155;150;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated impairment";;;;;;;;;"NETHERLANDS (1777)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:NL";C_33.00.a;155;160;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"NETHERLANDS (1777)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:NL";C_33.00.a;155;170;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"NETHERLANDS (1777)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:NL";C_33.00.a;155;180;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"NETHERLANDS (1777)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:NL";C_33.00.a;155;190;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"NETHERLANDS (1777)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x992,RCP=eba_GA:NL";C_33.00.a;155;200;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"NETHERLANDS (1777)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x992,RCP=eba_GA:NL";C_33.00.a;155;210;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"NETHERLANDS (1777)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x991,RCP=eba_GA:NL";C_33.00.a;155;220;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"NETHERLANDS (1777)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x991,RCP=eba_GA:NL";C_33.00.a;155;230;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"NETHERLANDS (1777)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:NL";C_33.00.a;155;260;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"NETHERLANDS (1777)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x193,RCP=eba_GA:NL";C_33.00.a;155;290;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Exposure value";;;;;;;;;;"NETHERLANDS (1777)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x193,RCP=eba_GA:NL";C_33.00.a;155;300;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Risk weighted exposure amount";;;;;;;;;;"NETHERLANDS (1777)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:NL";C_33.00.a;160;010;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"NETHERLANDS (1777)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:NL";C_33.00.a;160;020;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"NETHERLANDS (1777)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:NL";C_33.00.a;160;030;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"NETHERLANDS (1777)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:NL";C_33.00.a;160;050;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"NETHERLANDS (1777)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:NL";C_33.00.a;160;060;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"NETHERLANDS (1777)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:NL";C_33.00.a;160;070;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"NETHERLANDS (1777)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:NL";C_33.00.a;160;080;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"NETHERLANDS (1777)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:NL";C_33.00.a;160;090;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"NETHERLANDS (1777)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:NL";C_33.00.a;160;100;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"NETHERLANDS (1777)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:NL";C_33.00.a;160;110;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"NETHERLANDS (1777)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:NL";C_33.00.a;160;120;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"NETHERLANDS (1777)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x56,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:NL";C_33.00.a;160;130;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"NETHERLANDS (1777)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x56,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:NL";C_33.00.a;160;140;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"NETHERLANDS (1777)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:NL,RES=eba_TI:x551";C_33.00.a;220;110;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"NETHERLANDS (1777)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:NL,RES=eba_TI:x551";C_33.00.a;220;160;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"NETHERLANDS (1777)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:NL,RES=eba_TI:x551";C_33.00.a;220;170;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"NETHERLANDS (1777)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:NL,RES=eba_TI:x551";C_33.00.a;220;180;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"NETHERLANDS (1777)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:NL,RES=eba_TI:x551";C_33.00.a;220;190;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"NETHERLANDS (1777)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:NL,RES=eba_TI:x551";C_33.00.a;220;210;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"NETHERLANDS (1777)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:NL,RES=eba_TI:x551";C_33.00.a;220;220;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"NETHERLANDS (1777)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:NL,RES=eba_TI:x211";C_33.00.a;230;090;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"NETHERLANDS (1777)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:NL,RES=eba_TI:x211";C_33.00.a;230;100;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"NETHERLANDS (1777)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:NL,RES=eba_TI:x211";C_33.00.a;230;110;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"NETHERLANDS (1777)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:NL,RES=eba_TI:x211";C_33.00.a;230;130;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"NETHERLANDS (1777)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:NL,RES=eba_TI:x211";C_33.00.a;230;140;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"NETHERLANDS (1777)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:NL,RES=eba_TI:x211";C_33.00.a;230;150;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated impairment";;;;;;;;;"NETHERLANDS (1777)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:NL,RES=eba_TI:x211";C_33.00.a;230;160;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"NETHERLANDS (1777)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:NL,RES=eba_TI:x211";C_33.00.a;230;170;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"NETHERLANDS (1777)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:NL,RES=eba_TI:x211";C_33.00.a;230;180;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"NETHERLANDS (1777)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:NL,RES=eba_TI:x211";C_33.00.a;230;190;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"NETHERLANDS (1777)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:NL,RES=eba_TI:x211";C_33.00.a;230;200;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"NETHERLANDS (1777)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:NL,RES=eba_TI:x211";C_33.00.a;230;210;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"NETHERLANDS (1777)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:NL,RES=eba_TI:x211";C_33.00.a;230;220;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"NETHERLANDS (1777)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:NL,RES=eba_TI:x211";C_33.00.a;230;230;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"NETHERLANDS (1777)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,BAS=eba_BA:x10,CPS=eba_CT:x1,RCP=eba_GA:NL,RES=eba_TI:x211";C_33.00.a;230;240;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"NETHERLANDS (1777)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:NL,RES=eba_TI:x211";C_33.00.a;230;250;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"NETHERLANDS (1777)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,BAS=eba_BA:x7,CPS=eba_CT:x1,RCP=eba_GA:NL,RES=eba_TI:x211";C_33.00.a;230;260;1777;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"NETHERLANDS (1777)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:MK";C_33.00.a;010;010;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"NORTH MACEDONIA (1775)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:MK";C_33.00.a;010;020;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"NORTH MACEDONIA (1775)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:MK";C_33.00.a;010;030;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"NORTH MACEDONIA (1775)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:MK";C_33.00.a;010;040;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"NORTH MACEDONIA (1775)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:MK";C_33.00.a;010;050;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"NORTH MACEDONIA (1775)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:MK";C_33.00.a;010;060;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"NORTH MACEDONIA (1775)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:MK";C_33.00.a;010;070;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"NORTH MACEDONIA (1775)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:MK";C_33.00.a;010;080;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"NORTH MACEDONIA (1775)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:MK";C_33.00.a;010;090;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"NORTH MACEDONIA (1775)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:MK";C_33.00.a;010;100;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"NORTH MACEDONIA (1775)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:MK";C_33.00.a;010;110;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"NORTH MACEDONIA (1775)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:MK";C_33.00.a;010;120;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"NORTH MACEDONIA (1775)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:MK";C_33.00.a;010;130;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"NORTH MACEDONIA (1775)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:MK";C_33.00.a;010;140;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"NORTH MACEDONIA (1775)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:MK";C_33.00.a;010;150;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Accumulated impairment";;;;;;;;;"NORTH MACEDONIA (1775)";"010";"Total exposures";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:MK";C_33.00.a;010;160;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"NORTH MACEDONIA (1775)";"010";"Total exposures";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:MK";C_33.00.a;010;170;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"NORTH MACEDONIA (1775)";"010";"Total exposures";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:MK";C_33.00.a;010;180;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"NORTH MACEDONIA (1775)";"010";"Total exposures";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:MK";C_33.00.a;010;190;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"NORTH MACEDONIA (1775)";"010";"Total exposures";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:MK";C_33.00.a;010;200;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"NORTH MACEDONIA (1775)";"010";"Total exposures";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:MK";C_33.00.a;010;210;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"NORTH MACEDONIA (1775)";"010";"Total exposures";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:MK";C_33.00.a;010;220;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"NORTH MACEDONIA (1775)";"010";"Total exposures";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:MK";C_33.00.a;010;230;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"NORTH MACEDONIA (1775)";"010";"Total exposures";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,BAS=eba_BA:x10,CPS=eba_CT:x1,RCP=eba_GA:MK";C_33.00.a;010;240;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"NORTH MACEDONIA (1775)";"010";"Total exposures";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:MK";C_33.00.a;010;250;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"NORTH MACEDONIA (1775)";"010";"Total exposures";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,BAS=eba_BA:x7,CPS=eba_CT:x1,RCP=eba_GA:MK";C_33.00.a;010;260;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"NORTH MACEDONIA (1775)";"010";"Total exposures";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,BAS=eba_BA:x9,CPS=eba_CT:x1,MCY=eba_MC:x193,RCP=eba_GA:MK";C_33.00.a;010;290;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Exposure value";;;;;;;;;;"NORTH MACEDONIA (1775)";"010";"Total exposures";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,BAS=eba_BA:x9,CPS=eba_CT:x1,MCY=eba_MC:x193,RCP=eba_GA:MK";C_33.00.a;010;300;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Risk weighted exposure amount";;;;;;;;;;"NORTH MACEDONIA (1775)";"010";"Total exposures";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:MK";C_33.00.a;020;010;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"NORTH MACEDONIA (1775)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:MK";C_33.00.a;020;190;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"NORTH MACEDONIA (1775)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:MK";C_33.00.a;030;120;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#030";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:MK";C_33.00.a;030;140;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#030";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:MK";C_33.00.a;030;150;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Standardised Approach";"Direct exposures";"Accumulated impairment";;;;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#030";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:MK";C_33.00.a;030;160;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Standardised Approach";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#030";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:MK";C_33.00.a;030;170;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Standardised Approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#030";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:MK";C_33.00.a;040;140;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:MK";C_33.00.a;040;150;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Accumulated impairment";;;;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:MK";C_33.00.a;040;160;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:MK";C_33.00.a;040;170;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:MK";C_33.00.a;040;180;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:MK";C_33.00.a;040;190;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:MK";C_33.00.a;040;200;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x42,BAS=eba_BA:x17,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:MK";C_33.00.a;040;210;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:MK";C_33.00.a;040;220;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x42,BAS=eba_BA:x17,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:MK";C_33.00.a;040;230;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x42,BAS=eba_BA:x10,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:MK";C_33.00.a;040;240;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:MK";C_33.00.a;040;250;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:MK";C_33.00.a;040;260;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:MK";C_33.00.a;040;290;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Exposure value";;;;;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:MK";C_33.00.a;040;300;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Risk weighted exposure amount";;;;;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:MK";C_33.00.a;050;010;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:MK";C_33.00.a;050;020;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:MK";C_33.00.a;050;030;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:MK";C_33.00.a;050;040;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:MK";C_33.00.a;050;050;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:MK";C_33.00.a;050;060;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:MK";C_33.00.a;050;070;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:MK";C_33.00.a;050;080;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:MK";C_33.00.a;050;090;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:MK";C_33.00.a;050;100;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:MK";C_33.00.a;050;110;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:MK";C_33.00.a;050;120;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x323,RCP=eba_GA:MK";C_33.00.a;050;130;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x323,RCP=eba_GA:MK";C_33.00.a;050;140;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:MK";C_33.00.a;050;150;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated impairment";;;;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:MK";C_33.00.a;050;160;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:MK";C_33.00.a;050;170;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:MK";C_33.00.a;050;180;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:MK";C_33.00.a;050;190;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x992,RCP=eba_GA:MK";C_33.00.a;050;200;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x42,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x992,RCP=eba_GA:MK";C_33.00.a;050;210;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x991,RCP=eba_GA:MK";C_33.00.a;050;220;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x42,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x991,RCP=eba_GA:MK";C_33.00.a;050;230;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x42,BAS=eba_BA:x10,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:MK";C_33.00.a;050;240;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:MK";C_33.00.a;050;250;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:MK";C_33.00.a;050;260;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x193,RCP=eba_GA:MK";C_33.00.a;050;290;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Exposure value";;;;;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Exposure value";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x223,RCP=eba_GA:MK";C_33.00.a;060;010;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#030#060";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Public sector entities";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x223,RCP=eba_GA:MK";C_33.00.a;075;090;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x223,RCP=eba_GA:MK";C_33.00.a;075;100;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x223,RCP=eba_GA:MK";C_33.00.a;075;110;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x223,RCP=eba_GA:MK";C_33.00.a;075;120;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x323,RCP=eba_GA:MK";C_33.00.a;075;130;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x323,RCP=eba_GA:MK";C_33.00.a;075;140;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:MK";C_33.00.a;075;150;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated impairment";;;;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:MK";C_33.00.a;075;160;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:MK";C_33.00.a;075;170;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:MK";C_33.00.a;075;180;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:MK";C_33.00.a;075;190;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x992,RCP=eba_GA:MK";C_33.00.a;075;200;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x42,BAS=eba_BA:x17,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x992,RCP=eba_GA:MK";C_33.00.a;075;210;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x991,RCP=eba_GA:MK";C_33.00.a;075;220;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x42,BAS=eba_BA:x17,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x991,RCP=eba_GA:MK";C_33.00.a;075;230;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x42,BAS=eba_BA:x10,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:MK";C_33.00.a;075;240;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x202,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:MK";C_33.00.a;075;250;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:MK";C_33.00.a;075;260;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x193,RCP=eba_GA:MK";C_33.00.a;075;290;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Exposure value";;;;;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x193,RCP=eba_GA:MK";C_33.00.a;075;300;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Risk weighted exposure amount";;;;;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:MK";C_33.00.a;080;010;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:MK";C_33.00.a;080;020;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:MK";C_33.00.a;080;030;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:MK";C_33.00.a;080;040;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:MK";C_33.00.a;090;140;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:MK";C_33.00.a;090;150;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Accumulated impairment";;;;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:MK";C_33.00.a;090;180;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:MK";C_33.00.a;090;190;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:MK";C_33.00.a;090;210;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:MK";C_33.00.a;090;260;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:MK";C_33.00.a;090;290;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Exposure value";;;;;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:MK";C_33.00.a;090;300;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Risk weighted exposure amount";;;;;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:MK";C_33.00.a;100;010;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:MK";C_33.00.a;100;020;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:MK";C_33.00.a;100;030;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:MK";C_33.00.a;100;040;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:MK";C_33.00.a;100;050;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:MK";C_33.00.a;100;060;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:MK";C_33.00.a;100;070;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:MK";C_33.00.a;100;090;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:MK";C_33.00.a;100;100;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:MK";C_33.00.a;100;120;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:MK";C_33.00.a;100;130;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:MK";C_33.00.a;100;140;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:MK";C_33.00.a;100;150;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated impairment";;;;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:MK";C_33.00.a;100;160;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:MK";C_33.00.a;100;170;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:MK";C_33.00.a;100;180;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:MK";C_33.00.a;100;190;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:MK";C_33.00.a;100;200;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:MK";C_33.00.a;100;210;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:MK";C_33.00.a;100;220;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:MK";C_33.00.a;100;230;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:MK";C_33.00.a;100;240;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x16,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:MK";C_33.00.a;100;250;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:MK";C_33.00.a;100;260;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:MK";C_33.00.a;100;290;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Exposure value";;;;;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:MK";C_33.00.a;100;300;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Risk weighted exposure amount";;;;;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:MK";C_33.00.a;110;010;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:MK";C_33.00.a;110;020;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:MK";C_33.00.a;110;030;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:MK";C_33.00.a;110;040;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:MK";C_33.00.a;110;050;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:MK";C_33.00.a;110;060;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:MK";C_33.00.a;110;070;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:MK";C_33.00.a;110;120;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x323,RCP=eba_GA:MK";C_33.00.a;110;130;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x323,RCP=eba_GA:MK";C_33.00.a;110;140;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:MK";C_33.00.a;110;150;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated impairment";;;;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:MK";C_33.00.a;110;160;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:MK";C_33.00.a;110;170;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:MK";C_33.00.a;110;180;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:MK";C_33.00.a;110;190;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x992,RCP=eba_GA:MK";C_33.00.a;110;200;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x991,RCP=eba_GA:MK";C_33.00.a;110;220;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x991,RCP=eba_GA:MK";C_33.00.a;110;230;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:MK";C_33.00.a;110;240;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:MK";C_33.00.a;110;250;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:MK";C_33.00.a;110;260;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x193,RCP=eba_GA:MK";C_33.00.a;110;290;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Exposure value";;;;;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x193,RCP=eba_GA:MK";C_33.00.a;110;300;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Risk weighted exposure amount";;;;;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:MK";C_33.00.a;120;010;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:MK";C_33.00.a;120;020;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:MK";C_33.00.a;120;030;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:MK";C_33.00.a;120;040;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:MK";C_33.00.a;120;050;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:MK";C_33.00.a;120;060;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:MK";C_33.00.a;120;070;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:MK";C_33.00.a;120;080;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:MK";C_33.00.a;120;090;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:MK";C_33.00.a;120;100;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:MK";C_33.00.a;120;110;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:MK";C_33.00.a;120;120;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:MK";C_33.00.a;120;130;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:MK";C_33.00.a;120;140;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:MK";C_33.00.a;120;150;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated impairment";;;;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:MK";C_33.00.a;120;160;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:MK";C_33.00.a;120;170;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:MK";C_33.00.a;120;180;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:MK";C_33.00.a;140;100;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:MK";C_33.00.a;140;120;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:MK";C_33.00.a;140;130;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:MK";C_33.00.a;140;140;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:MK";C_33.00.a;140;150;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated impairment";;;;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:MK";C_33.00.a;140;160;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:MK";C_33.00.a;140;170;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:MK";C_33.00.a;140;180;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:MK";C_33.00.a;140;190;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:MK";C_33.00.a;140;200;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:MK";C_33.00.a;140;210;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:MK";C_33.00.a;140;220;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:MK";C_33.00.a;140;230;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:MK";C_33.00.a;140;240;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x13,EXC=eba_EC:x16,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:MK";C_33.00.a;140;250;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:MK";C_33.00.a;140;260;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:MK";C_33.00.a;140;290;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Exposure value";;;;;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:MK";C_33.00.a;140;300;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Risk weighted exposure amount";;;;;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:MK";C_33.00.a;155;010;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:MK";C_33.00.a;155;020;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:MK";C_33.00.a;155;030;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:MK";C_33.00.a;155;040;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:MK";C_33.00.a;155;050;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:MK";C_33.00.a;155;060;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:MK";C_33.00.a;155;070;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:MK";C_33.00.a;155;080;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:MK";C_33.00.a;155;090;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:MK";C_33.00.a;155;100;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:MK";C_33.00.a;155;110;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:MK";C_33.00.a;155;120;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x323,RCP=eba_GA:MK";C_33.00.a;155;130;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x323,RCP=eba_GA:MK";C_33.00.a;155;140;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:MK";C_33.00.a;155;150;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated impairment";;;;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:MK";C_33.00.a;155;160;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:MK";C_33.00.a;155;170;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:MK";C_33.00.a;155;180;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:MK";C_33.00.a;155;190;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x992,RCP=eba_GA:MK";C_33.00.a;155;200;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x992,RCP=eba_GA:MK";C_33.00.a;155;210;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x991,RCP=eba_GA:MK";C_33.00.a;155;220;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x991,RCP=eba_GA:MK";C_33.00.a;155;230;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:MK";C_33.00.a;155;240;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x203,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:MK";C_33.00.a;155;250;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:MK";C_33.00.a;155;260;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x193,RCP=eba_GA:MK";C_33.00.a;155;290;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Exposure value";;;;;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x193,RCP=eba_GA:MK";C_33.00.a;155;300;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Risk weighted exposure amount";;;;;;;;;;"NORTH MACEDONIA (1775)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:MK";C_33.00.a;160;010;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"NORTH MACEDONIA (1775)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:MK";C_33.00.a;160;020;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"NORTH MACEDONIA (1775)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:MK";C_33.00.a;160;030;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"NORTH MACEDONIA (1775)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:MK";C_33.00.a;160;040;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"NORTH MACEDONIA (1775)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:MK";C_33.00.a;160;050;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"NORTH MACEDONIA (1775)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:MK";C_33.00.a;160;060;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"NORTH MACEDONIA (1775)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:MK";C_33.00.a;160;070;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"NORTH MACEDONIA (1775)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:MK";C_33.00.a;160;080;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"NORTH MACEDONIA (1775)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:MK";C_33.00.a;160;090;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"NORTH MACEDONIA (1775)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:MK";C_33.00.a;160;100;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"NORTH MACEDONIA (1775)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:MK";C_33.00.a;160;110;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"NORTH MACEDONIA (1775)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:MK";C_33.00.a;160;120;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"NORTH MACEDONIA (1775)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x56,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:MK";C_33.00.a;160;140;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"NORTH MACEDONIA (1775)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:MK,RES=eba_TI:x541";C_33.00.a;180;010;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 3M - 1Y [";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"NORTH MACEDONIA (1775)";"010#165#180";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 3M - 1Y [";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:MK,RES=eba_TI:x211";C_33.00.a;230;100;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"NORTH MACEDONIA (1775)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:MK,RES=eba_TI:x211";C_33.00.a;230;110;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"NORTH MACEDONIA (1775)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:MK,RES=eba_TI:x211";C_33.00.a;230;120;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"NORTH MACEDONIA (1775)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:MK,RES=eba_TI:x211";C_33.00.a;230;130;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"NORTH MACEDONIA (1775)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:MK,RES=eba_TI:x211";C_33.00.a;230;140;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"NORTH MACEDONIA (1775)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:MK,RES=eba_TI:x211";C_33.00.a;230;150;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated impairment";;;;;;;;;"NORTH MACEDONIA (1775)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:MK,RES=eba_TI:x211";C_33.00.a;230;160;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"NORTH MACEDONIA (1775)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:MK,RES=eba_TI:x211";C_33.00.a;230;170;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"NORTH MACEDONIA (1775)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:MK,RES=eba_TI:x211";C_33.00.a;230;180;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"NORTH MACEDONIA (1775)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:MK,RES=eba_TI:x211";C_33.00.a;230;190;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"NORTH MACEDONIA (1775)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:MK,RES=eba_TI:x211";C_33.00.a;230;200;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"NORTH MACEDONIA (1775)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:MK,RES=eba_TI:x211";C_33.00.a;230;210;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"NORTH MACEDONIA (1775)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,BAS=eba_BA:x7,CPS=eba_CT:x1,RCP=eba_GA:MK,RES=eba_TI:x211";C_33.00.a;230;260;1775;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"NORTH MACEDONIA (1775)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:NO";C_33.00.a;010;010;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"NORWAY (1782)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:NO";C_33.00.a;010;100;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"NORWAY (1782)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:NO";C_33.00.a;010;110;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"NORWAY (1782)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:NO";C_33.00.a;010;120;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"NORWAY (1782)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:NO";C_33.00.a;010;130;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"NORWAY (1782)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:NO";C_33.00.a;010;140;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"NORWAY (1782)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:NO";C_33.00.a;010;150;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Accumulated impairment";;;;;;;;;"NORWAY (1782)";"010";"Total exposures";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:NO";C_33.00.a;010;160;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"NORWAY (1782)";"010";"Total exposures";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:NO";C_33.00.a;010;170;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"NORWAY (1782)";"010";"Total exposures";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:NO";C_33.00.a;010;180;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"NORWAY (1782)";"010";"Total exposures";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:NO";C_33.00.a;010;190;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"NORWAY (1782)";"010";"Total exposures";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:NO";C_33.00.a;010;200;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"NORWAY (1782)";"010";"Total exposures";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:NO";C_33.00.a;010;210;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"NORWAY (1782)";"010";"Total exposures";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:NO";C_33.00.a;010;220;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"NORWAY (1782)";"010";"Total exposures";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:NO";C_33.00.a;010;230;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"NORWAY (1782)";"010";"Total exposures";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:NO";C_33.00.a;020;170;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"NORWAY (1782)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:NO";C_33.00.a;020;190;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"NORWAY (1782)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:NO";C_33.00.a;040;130;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"NORWAY (1782)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:NO";C_33.00.a;040;140;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"NORWAY (1782)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:NO";C_33.00.a;040;150;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Accumulated impairment";;;;;;;;;"NORWAY (1782)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:NO";C_33.00.a;040;160;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"NORWAY (1782)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:NO";C_33.00.a;040;170;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"NORWAY (1782)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:NO";C_33.00.a;040;180;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"NORWAY (1782)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:NO";C_33.00.a;040;190;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"NORWAY (1782)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:NO";C_33.00.a;040;200;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"NORWAY (1782)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x42,BAS=eba_BA:x17,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:NO";C_33.00.a;040;210;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"NORWAY (1782)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:NO";C_33.00.a;040;220;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"NORWAY (1782)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x42,BAS=eba_BA:x17,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:NO";C_33.00.a;040;230;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"NORWAY (1782)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x42,BAS=eba_BA:x10,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:NO";C_33.00.a;040;240;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"NORWAY (1782)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:NO";C_33.00.a;040;250;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"NORWAY (1782)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:NO";C_33.00.a;040;260;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"NORWAY (1782)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:NO";C_33.00.a;040;290;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Exposure value";;;;;;;;;;"NORWAY (1782)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:NO";C_33.00.a;040;300;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Risk weighted exposure amount";;;;;;;;;;"NORWAY (1782)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:NO";C_33.00.a;050;010;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"NORWAY (1782)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:NO";C_33.00.a;050;020;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"NORWAY (1782)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:NO";C_33.00.a;050;030;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"NORWAY (1782)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:NO";C_33.00.a;050;040;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"NORWAY (1782)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:NO";C_33.00.a;050;050;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"NORWAY (1782)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:NO";C_33.00.a;050;060;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"NORWAY (1782)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:NO";C_33.00.a;050;070;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"NORWAY (1782)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:NO";C_33.00.a;050;090;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"NORWAY (1782)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:NO";C_33.00.a;050;100;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"NORWAY (1782)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:NO";C_33.00.a;050;110;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"NORWAY (1782)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:NO";C_33.00.a;050;120;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"NORWAY (1782)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x323,RCP=eba_GA:NO";C_33.00.a;050;130;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"NORWAY (1782)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x323,RCP=eba_GA:NO";C_33.00.a;050;140;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"NORWAY (1782)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:NO";C_33.00.a;050;150;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated impairment";;;;;;;;;"NORWAY (1782)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:NO";C_33.00.a;050;160;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"NORWAY (1782)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:NO";C_33.00.a;050;170;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"NORWAY (1782)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:NO";C_33.00.a;050;180;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"NORWAY (1782)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:NO";C_33.00.a;050;190;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"NORWAY (1782)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x992,RCP=eba_GA:NO";C_33.00.a;050;200;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"NORWAY (1782)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x42,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x992,RCP=eba_GA:NO";C_33.00.a;050;210;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"NORWAY (1782)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x991,RCP=eba_GA:NO";C_33.00.a;050;220;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"NORWAY (1782)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x42,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x991,RCP=eba_GA:NO";C_33.00.a;050;230;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"NORWAY (1782)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x42,BAS=eba_BA:x10,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:NO";C_33.00.a;050;240;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"NORWAY (1782)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:NO";C_33.00.a;050;250;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"NORWAY (1782)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:NO";C_33.00.a;050;260;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"NORWAY (1782)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x223,RCP=eba_GA:NO";C_33.00.a;075;090;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"NORWAY (1782)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x223,RCP=eba_GA:NO";C_33.00.a;075;110;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"NORWAY (1782)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x223,RCP=eba_GA:NO";C_33.00.a;075;120;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"NORWAY (1782)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x323,RCP=eba_GA:NO";C_33.00.a;075;130;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"NORWAY (1782)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x323,RCP=eba_GA:NO";C_33.00.a;075;140;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"NORWAY (1782)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:NO";C_33.00.a;075;150;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated impairment";;;;;;;;;"NORWAY (1782)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:NO";C_33.00.a;075;160;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"NORWAY (1782)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:NO";C_33.00.a;075;170;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"NORWAY (1782)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:NO";C_33.00.a;075;180;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"NORWAY (1782)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:NO";C_33.00.a;075;190;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"NORWAY (1782)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x992,RCP=eba_GA:NO";C_33.00.a;075;200;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"NORWAY (1782)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x42,BAS=eba_BA:x17,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x992,RCP=eba_GA:NO";C_33.00.a;075;210;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"NORWAY (1782)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x991,RCP=eba_GA:NO";C_33.00.a;075;220;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"NORWAY (1782)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x42,BAS=eba_BA:x17,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x991,RCP=eba_GA:NO";C_33.00.a;075;230;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"NORWAY (1782)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x42,BAS=eba_BA:x10,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:NO";C_33.00.a;075;240;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"NORWAY (1782)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x202,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:NO";C_33.00.a;075;250;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"NORWAY (1782)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:NO";C_33.00.a;075;260;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"NORWAY (1782)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x193,RCP=eba_GA:NO";C_33.00.a;075;290;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Exposure value";;;;;;;;;;"NORWAY (1782)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x193,RCP=eba_GA:NO";C_33.00.a;075;300;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Risk weighted exposure amount";;;;;;;;;;"NORWAY (1782)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:NO";C_33.00.a;080;010;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"NORWAY (1782)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:NO";C_33.00.a;080;020;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"NORWAY (1782)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:NO";C_33.00.a;080;030;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"NORWAY (1782)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:NO";C_33.00.a;080;040;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"NORWAY (1782)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x1,RCP=eba_GA:NO";C_33.00.a;080;240;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"NORWAY (1782)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:NO";C_33.00.a;080;250;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"NORWAY (1782)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:NO";C_33.00.a;090;150;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Accumulated impairment";;;;;;;;;"NORWAY (1782)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:NO";C_33.00.a;090;170;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"NORWAY (1782)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:NO";C_33.00.a;090;190;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"NORWAY (1782)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:NO";C_33.00.a;090;210;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"NORWAY (1782)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:NO";C_33.00.a;090;240;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"NORWAY (1782)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:NO";C_33.00.a;090;250;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"NORWAY (1782)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:NO";C_33.00.a;090;290;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Exposure value";;;;;;;;;;"NORWAY (1782)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:NO";C_33.00.a;090;300;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Risk weighted exposure amount";;;;;;;;;;"NORWAY (1782)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:NO";C_33.00.a;100;010;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"NORWAY (1782)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:NO";C_33.00.a;100;020;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"NORWAY (1782)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:NO";C_33.00.a;100;030;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"NORWAY (1782)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:NO";C_33.00.a;100;040;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"NORWAY (1782)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:NO";C_33.00.a;100;050;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"NORWAY (1782)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:NO";C_33.00.a;100;060;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"NORWAY (1782)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:NO";C_33.00.a;100;070;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"NORWAY (1782)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:NO";C_33.00.a;100;080;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"NORWAY (1782)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:NO";C_33.00.a;100;100;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"NORWAY (1782)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:NO";C_33.00.a;100;110;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"NORWAY (1782)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:NO";C_33.00.a;100;120;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"NORWAY (1782)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:NO";C_33.00.a;100;130;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"NORWAY (1782)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:NO";C_33.00.a;100;140;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"NORWAY (1782)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:NO";C_33.00.a;100;150;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated impairment";;;;;;;;;"NORWAY (1782)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:NO";C_33.00.a;100;160;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"NORWAY (1782)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:NO";C_33.00.a;100;170;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"NORWAY (1782)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:NO";C_33.00.a;100;180;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"NORWAY (1782)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:NO";C_33.00.a;100;190;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"NORWAY (1782)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:NO";C_33.00.a;100;200;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"NORWAY (1782)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:NO";C_33.00.a;100;210;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"NORWAY (1782)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:NO";C_33.00.a;100;220;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"NORWAY (1782)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:NO";C_33.00.a;100;230;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"NORWAY (1782)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:NO";C_33.00.a;100;240;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"NORWAY (1782)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x16,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:NO";C_33.00.a;100;250;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"NORWAY (1782)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:NO";C_33.00.a;100;260;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"NORWAY (1782)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:NO";C_33.00.a;100;290;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Exposure value";;;;;;;;;;"NORWAY (1782)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:NO";C_33.00.a;100;300;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Risk weighted exposure amount";;;;;;;;;;"NORWAY (1782)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:NO";C_33.00.a;110;010;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"NORWAY (1782)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:NO";C_33.00.a;110;020;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"NORWAY (1782)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:NO";C_33.00.a;110;030;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"NORWAY (1782)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:NO";C_33.00.a;110;040;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"NORWAY (1782)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:NO";C_33.00.a;110;050;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"NORWAY (1782)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:NO";C_33.00.a;110;060;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"NORWAY (1782)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:NO";C_33.00.a;110;070;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"NORWAY (1782)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:NO";C_33.00.a;110;120;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"NORWAY (1782)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x323,RCP=eba_GA:NO";C_33.00.a;110;130;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"NORWAY (1782)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x323,RCP=eba_GA:NO";C_33.00.a;110;140;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"NORWAY (1782)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:NO";C_33.00.a;110;150;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated impairment";;;;;;;;;"NORWAY (1782)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:NO";C_33.00.a;110;160;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"NORWAY (1782)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:NO";C_33.00.a;110;170;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"NORWAY (1782)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:NO";C_33.00.a;110;180;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"NORWAY (1782)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:NO";C_33.00.a;110;190;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"NORWAY (1782)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x992,RCP=eba_GA:NO";C_33.00.a;110;200;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"NORWAY (1782)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x992,RCP=eba_GA:NO";C_33.00.a;110;210;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"NORWAY (1782)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x991,RCP=eba_GA:NO";C_33.00.a;110;220;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"NORWAY (1782)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x991,RCP=eba_GA:NO";C_33.00.a;110;230;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"NORWAY (1782)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:NO";C_33.00.a;110;240;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"NORWAY (1782)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:NO";C_33.00.a;110;250;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"NORWAY (1782)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:NO";C_33.00.a;110;260;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"NORWAY (1782)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x193,RCP=eba_GA:NO";C_33.00.a;110;290;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Exposure value";;;;;;;;;;"NORWAY (1782)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x193,RCP=eba_GA:NO";C_33.00.a;110;300;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Risk weighted exposure amount";;;;;;;;;;"NORWAY (1782)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:NO";C_33.00.a;120;010;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"NORWAY (1782)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:NO";C_33.00.a;120;020;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"NORWAY (1782)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:NO";C_33.00.a;120;030;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"NORWAY (1782)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:NO";C_33.00.a;120;040;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"NORWAY (1782)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:NO";C_33.00.a;120;050;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"NORWAY (1782)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:NO";C_33.00.a;120;060;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"NORWAY (1782)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:NO";C_33.00.a;120;070;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"NORWAY (1782)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:NO";C_33.00.a;120;080;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"NORWAY (1782)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:NO";C_33.00.a;120;090;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"NORWAY (1782)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:NO";C_33.00.a;120;110;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"NORWAY (1782)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:NO";C_33.00.a;120;120;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"NORWAY (1782)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:NO";C_33.00.a;120;130;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"NORWAY (1782)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:NO";C_33.00.a;120;140;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"NORWAY (1782)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:NO";C_33.00.a;120;150;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated impairment";;;;;;;;;"NORWAY (1782)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:NO";C_33.00.a;120;160;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"NORWAY (1782)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:NO";C_33.00.a;120;170;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"NORWAY (1782)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:NO";C_33.00.a;120;180;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"NORWAY (1782)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:NO";C_33.00.a;120;190;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"NORWAY (1782)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:NO";C_33.00.a;140;120;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"NORWAY (1782)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:NO";C_33.00.a;140;140;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"NORWAY (1782)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:NO";C_33.00.a;140;150;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated impairment";;;;;;;;;"NORWAY (1782)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:NO";C_33.00.a;140;160;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"NORWAY (1782)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:NO";C_33.00.a;140;170;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"NORWAY (1782)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:NO";C_33.00.a;140;180;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"NORWAY (1782)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:NO";C_33.00.a;140;190;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"NORWAY (1782)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:NO";C_33.00.a;140;200;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"NORWAY (1782)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:NO";C_33.00.a;140;210;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"NORWAY (1782)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:NO";C_33.00.a;140;220;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"NORWAY (1782)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:NO";C_33.00.a;140;230;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"NORWAY (1782)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:NO";C_33.00.a;140;240;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"NORWAY (1782)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x13,EXC=eba_EC:x16,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:NO";C_33.00.a;140;250;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"NORWAY (1782)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:NO";C_33.00.a;140;260;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"NORWAY (1782)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:NO";C_33.00.a;140;290;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Exposure value";;;;;;;;;;"NORWAY (1782)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:NO";C_33.00.a;140;300;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Risk weighted exposure amount";;;;;;;;;;"NORWAY (1782)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:NO";C_33.00.a;155;010;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"NORWAY (1782)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:NO";C_33.00.a;155;020;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"NORWAY (1782)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:NO";C_33.00.a;155;030;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"NORWAY (1782)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:NO";C_33.00.a;155;040;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"NORWAY (1782)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:NO";C_33.00.a;155;050;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"NORWAY (1782)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:NO";C_33.00.a;155;060;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"NORWAY (1782)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:NO";C_33.00.a;155;070;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"NORWAY (1782)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:NO";C_33.00.a;155;080;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"NORWAY (1782)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:NO";C_33.00.a;155;090;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"NORWAY (1782)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:NO";C_33.00.a;155;100;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"NORWAY (1782)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:NO";C_33.00.a;155;110;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"NORWAY (1782)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:NO";C_33.00.a;155;120;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"NORWAY (1782)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x323,RCP=eba_GA:NO";C_33.00.a;155;130;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"NORWAY (1782)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x323,RCP=eba_GA:NO";C_33.00.a;155;140;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"NORWAY (1782)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:NO";C_33.00.a;155;150;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated impairment";;;;;;;;;"NORWAY (1782)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:NO";C_33.00.a;155;160;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"NORWAY (1782)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:NO";C_33.00.a;155;170;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"NORWAY (1782)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:NO";C_33.00.a;155;180;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"NORWAY (1782)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:NO";C_33.00.a;155;190;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"NORWAY (1782)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x992,RCP=eba_GA:NO";C_33.00.a;155;200;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"NORWAY (1782)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x992,RCP=eba_GA:NO";C_33.00.a;155;210;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"NORWAY (1782)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x193,RCP=eba_GA:NO";C_33.00.a;155;290;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Exposure value";;;;;;;;;;"NORWAY (1782)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x193,RCP=eba_GA:NO";C_33.00.a;155;300;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Risk weighted exposure amount";;;;;;;;;;"NORWAY (1782)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:NO";C_33.00.a;160;010;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"NORWAY (1782)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:NO";C_33.00.a;160;060;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"NORWAY (1782)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:NO";C_33.00.a;160;070;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"NORWAY (1782)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:NO";C_33.00.a;160;080;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"NORWAY (1782)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:NO";C_33.00.a;160;090;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"NORWAY (1782)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:NO";C_33.00.a;160;100;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"NORWAY (1782)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:NO";C_33.00.a;160;110;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"NORWAY (1782)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:NO";C_33.00.a;160;120;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"NORWAY (1782)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x56,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:NO";C_33.00.a;160;130;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"NORWAY (1782)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x56,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:NO";C_33.00.a;160;140;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"NORWAY (1782)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:NO,RES=eba_TI:x551";C_33.00.a;220;160;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"NORWAY (1782)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:NO,RES=eba_TI:x551";C_33.00.a;220;170;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"NORWAY (1782)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:NO,RES=eba_TI:x551";C_33.00.a;220;180;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"NORWAY (1782)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:NO,RES=eba_TI:x551";C_33.00.a;220;190;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"NORWAY (1782)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:NO,RES=eba_TI:x551";C_33.00.a;220;200;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"NORWAY (1782)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:NO,RES=eba_TI:x211";C_33.00.a;230;100;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"NORWAY (1782)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:NO,RES=eba_TI:x211";C_33.00.a;230;110;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"NORWAY (1782)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:NO,RES=eba_TI:x211";C_33.00.a;230;140;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"NORWAY (1782)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:NO,RES=eba_TI:x211";C_33.00.a;230;150;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated impairment";;;;;;;;;"NORWAY (1782)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:NO,RES=eba_TI:x211";C_33.00.a;230;160;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"NORWAY (1782)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:NO,RES=eba_TI:x211";C_33.00.a;230;170;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"NORWAY (1782)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:NO,RES=eba_TI:x211";C_33.00.a;230;180;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"NORWAY (1782)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:NO,RES=eba_TI:x211";C_33.00.a;230;190;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"NORWAY (1782)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:NO,RES=eba_TI:x211";C_33.00.a;230;200;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"NORWAY (1782)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:NO,RES=eba_TI:x211";C_33.00.a;230;210;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"NORWAY (1782)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:NO,RES=eba_TI:x211";C_33.00.a;230;220;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"NORWAY (1782)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:NO,RES=eba_TI:x211";C_33.00.a;230;230;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"NORWAY (1782)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,BAS=eba_BA:x10,CPS=eba_CT:x1,RCP=eba_GA:NO,RES=eba_TI:x211";C_33.00.a;230;240;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"NORWAY (1782)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:NO,RES=eba_TI:x211";C_33.00.a;230;250;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"NORWAY (1782)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,BAS=eba_BA:x7,CPS=eba_CT:x1,RCP=eba_GA:NO,RES=eba_TI:x211";C_33.00.a;230;260;1782;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"NORWAY (1782)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:PL";C_33.00.a;010;010;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"POLAND (1785)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:PL";C_33.00.a;010;020;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"POLAND (1785)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:PL";C_33.00.a;010;030;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"POLAND (1785)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:PL";C_33.00.a;010;040;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"POLAND (1785)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:PL";C_33.00.a;010;050;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"POLAND (1785)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:PL";C_33.00.a;010;060;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"POLAND (1785)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:PL";C_33.00.a;010;070;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"POLAND (1785)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:PL";C_33.00.a;010;080;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"POLAND (1785)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:PL";C_33.00.a;010;090;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"POLAND (1785)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:PL";C_33.00.a;010;100;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"POLAND (1785)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:PL";C_33.00.a;010;110;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"POLAND (1785)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:PL";C_33.00.a;010;120;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"POLAND (1785)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:PL";C_33.00.a;010;130;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"POLAND (1785)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:PL";C_33.00.a;010;140;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"POLAND (1785)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:PL";C_33.00.a;010;150;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Accumulated impairment";;;;;;;;;"POLAND (1785)";"010";"Total exposures";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:PL";C_33.00.a;010;160;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"POLAND (1785)";"010";"Total exposures";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:PL";C_33.00.a;010;170;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"POLAND (1785)";"010";"Total exposures";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:PL";C_33.00.a;010;180;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"POLAND (1785)";"010";"Total exposures";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:PL";C_33.00.a;010;190;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"POLAND (1785)";"010";"Total exposures";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:PL";C_33.00.a;010;200;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"POLAND (1785)";"010";"Total exposures";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:PL";C_33.00.a;010;210;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"POLAND (1785)";"010";"Total exposures";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:PL";C_33.00.a;010;220;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"POLAND (1785)";"010";"Total exposures";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:PL";C_33.00.a;010;230;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"POLAND (1785)";"010";"Total exposures";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,BAS=eba_BA:x10,CPS=eba_CT:x1,RCP=eba_GA:PL";C_33.00.a;010;240;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"POLAND (1785)";"010";"Total exposures";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:PL";C_33.00.a;010;250;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"POLAND (1785)";"010";"Total exposures";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,BAS=eba_BA:x7,CPS=eba_CT:x1,RCP=eba_GA:PL";C_33.00.a;010;260;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"POLAND (1785)";"010";"Total exposures";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,BAS=eba_BA:x9,CPS=eba_CT:x1,MCY=eba_MC:x193,RCP=eba_GA:PL";C_33.00.a;010;290;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Exposure value";;;;;;;;;;"POLAND (1785)";"010";"Total exposures";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,BAS=eba_BA:x9,CPS=eba_CT:x1,MCY=eba_MC:x193,RCP=eba_GA:PL";C_33.00.a;010;300;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Risk weighted exposure amount";;;;;;;;;;"POLAND (1785)";"010";"Total exposures";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:PL";C_33.00.a;020;010;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"POLAND (1785)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:PL";C_33.00.a;020;020;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"POLAND (1785)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:PL";C_33.00.a;020;190;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"POLAND (1785)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x45,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:PL";C_33.00.a;020;230;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"POLAND (1785)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:PL";C_33.00.a;030;150;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Standardised Approach";"Direct exposures";"Accumulated impairment";;;;;;;;;"POLAND (1785)";"010#015#020#030";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:PL";C_33.00.a;030;160;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Standardised Approach";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"POLAND (1785)";"010#015#020#030";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:PL";C_33.00.a;030;170;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Standardised Approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"POLAND (1785)";"010#015#020#030";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:PL";C_33.00.a;030;180;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Standardised Approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"POLAND (1785)";"010#015#020#030";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:PL";C_33.00.a;040;110;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"POLAND (1785)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:PL";C_33.00.a;040;130;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"POLAND (1785)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:PL";C_33.00.a;040;140;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"POLAND (1785)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:PL";C_33.00.a;040;150;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Accumulated impairment";;;;;;;;;"POLAND (1785)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:PL";C_33.00.a;040;160;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"POLAND (1785)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:PL";C_33.00.a;040;170;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"POLAND (1785)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:PL";C_33.00.a;040;180;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"POLAND (1785)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:PL";C_33.00.a;040;190;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"POLAND (1785)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:PL";C_33.00.a;040;200;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"POLAND (1785)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x42,BAS=eba_BA:x17,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:PL";C_33.00.a;040;210;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"POLAND (1785)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:PL";C_33.00.a;040;220;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"POLAND (1785)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x42,BAS=eba_BA:x17,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:PL";C_33.00.a;040;230;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"POLAND (1785)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x42,BAS=eba_BA:x10,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:PL";C_33.00.a;040;240;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"POLAND (1785)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:PL";C_33.00.a;040;250;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"POLAND (1785)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:PL";C_33.00.a;040;260;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"POLAND (1785)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:PL";C_33.00.a;040;290;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Exposure value";;;;;;;;;;"POLAND (1785)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:PL";C_33.00.a;040;300;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Risk weighted exposure amount";;;;;;;;;;"POLAND (1785)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:PL";C_33.00.a;050;010;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"POLAND (1785)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:PL";C_33.00.a;050;020;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"POLAND (1785)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:PL";C_33.00.a;050;030;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"POLAND (1785)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:PL";C_33.00.a;050;040;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"POLAND (1785)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:PL";C_33.00.a;050;050;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"POLAND (1785)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:PL";C_33.00.a;050;060;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"POLAND (1785)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:PL";C_33.00.a;050;070;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"POLAND (1785)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:PL";C_33.00.a;050;080;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"POLAND (1785)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:PL";C_33.00.a;050;090;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"POLAND (1785)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:PL";C_33.00.a;050;100;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"POLAND (1785)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:PL";C_33.00.a;050;110;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"POLAND (1785)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:PL";C_33.00.a;050;120;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"POLAND (1785)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x323,RCP=eba_GA:PL";C_33.00.a;050;130;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"POLAND (1785)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x323,RCP=eba_GA:PL";C_33.00.a;050;140;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"POLAND (1785)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:PL";C_33.00.a;050;150;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated impairment";;;;;;;;;"POLAND (1785)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:PL";C_33.00.a;050;160;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"POLAND (1785)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:PL";C_33.00.a;050;170;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"POLAND (1785)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:PL";C_33.00.a;050;180;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"POLAND (1785)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:PL";C_33.00.a;050;190;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"POLAND (1785)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x992,RCP=eba_GA:PL";C_33.00.a;050;200;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"POLAND (1785)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x42,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x992,RCP=eba_GA:PL";C_33.00.a;050;210;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"POLAND (1785)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x991,RCP=eba_GA:PL";C_33.00.a;050;220;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"POLAND (1785)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x42,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x991,RCP=eba_GA:PL";C_33.00.a;050;230;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"POLAND (1785)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x42,BAS=eba_BA:x10,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:PL";C_33.00.a;050;240;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"POLAND (1785)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:PL";C_33.00.a;050;250;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"POLAND (1785)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:PL";C_33.00.a;050;260;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"POLAND (1785)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x193,RCP=eba_GA:PL";C_33.00.a;050;290;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Exposure value";;;;;;;;;;"POLAND (1785)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x193,RCP=eba_GA:PL";C_33.00.a;050;300;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Risk weighted exposure amount";;;;;;;;;;"POLAND (1785)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x223,RCP=eba_GA:PL";C_33.00.a;060;010;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"POLAND (1785)";"010#015#020#030#060";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Public sector entities";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x223,RCP=eba_GA:PL";C_33.00.a;075;110;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"POLAND (1785)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x223,RCP=eba_GA:PL";C_33.00.a;075;120;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"POLAND (1785)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x323,RCP=eba_GA:PL";C_33.00.a;075;130;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"POLAND (1785)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x323,RCP=eba_GA:PL";C_33.00.a;075;140;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"POLAND (1785)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:PL";C_33.00.a;075;150;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated impairment";;;;;;;;;"POLAND (1785)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:PL";C_33.00.a;075;160;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"POLAND (1785)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:PL";C_33.00.a;075;170;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"POLAND (1785)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:PL";C_33.00.a;075;180;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"POLAND (1785)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:PL";C_33.00.a;075;190;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"POLAND (1785)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x992,RCP=eba_GA:PL";C_33.00.a;075;200;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"POLAND (1785)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x42,BAS=eba_BA:x17,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x992,RCP=eba_GA:PL";C_33.00.a;075;210;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"POLAND (1785)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x991,RCP=eba_GA:PL";C_33.00.a;075;220;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"POLAND (1785)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x42,BAS=eba_BA:x17,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x991,RCP=eba_GA:PL";C_33.00.a;075;230;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"POLAND (1785)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x42,BAS=eba_BA:x10,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:PL";C_33.00.a;075;240;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"POLAND (1785)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x202,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:PL";C_33.00.a;075;250;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"POLAND (1785)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:PL";C_33.00.a;075;260;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"POLAND (1785)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x193,RCP=eba_GA:PL";C_33.00.a;075;290;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Exposure value";;;;;;;;;;"POLAND (1785)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x193,RCP=eba_GA:PL";C_33.00.a;075;300;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Risk weighted exposure amount";;;;;;;;;;"POLAND (1785)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:PL";C_33.00.a;080;010;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"POLAND (1785)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:PL";C_33.00.a;080;020;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"POLAND (1785)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:PL";C_33.00.a;080;030;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"POLAND (1785)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:PL";C_33.00.a;080;040;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"POLAND (1785)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:PL";C_33.00.a;080;050;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"POLAND (1785)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:PL";C_33.00.a;080;060;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"POLAND (1785)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:PL";C_33.00.a;080;190;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"POLAND (1785)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:PL";C_33.00.a;080;230;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"POLAND (1785)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x1,RCP=eba_GA:PL";C_33.00.a;080;240;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"POLAND (1785)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:PL";C_33.00.a;080;250;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"POLAND (1785)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,RCP=eba_GA:PL";C_33.00.a;080;260;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"POLAND (1785)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x1,MCY=eba_MC:x193,RCP=eba_GA:PL";C_33.00.a;080;290;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Exposure value";;;;;;;;;;"POLAND (1785)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Exposure value";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:PL";C_33.00.a;090;230;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"POLAND (1785)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:PL";C_33.00.a;090;240;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"POLAND (1785)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:PL";C_33.00.a;090;250;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"POLAND (1785)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:PL";C_33.00.a;090;260;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"POLAND (1785)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:PL";C_33.00.a;090;290;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Exposure value";;;;;;;;;;"POLAND (1785)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:PL";C_33.00.a;090;300;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Risk weighted exposure amount";;;;;;;;;;"POLAND (1785)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:PL";C_33.00.a;100;010;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"POLAND (1785)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:PL";C_33.00.a;100;020;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"POLAND (1785)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:PL";C_33.00.a;100;030;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"POLAND (1785)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:PL";C_33.00.a;100;040;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"POLAND (1785)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:PL";C_33.00.a;100;050;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"POLAND (1785)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:PL";C_33.00.a;100;060;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"POLAND (1785)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:PL";C_33.00.a;100;070;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"POLAND (1785)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:PL";C_33.00.a;100;080;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"POLAND (1785)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:PL";C_33.00.a;100;090;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"POLAND (1785)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:PL";C_33.00.a;100;100;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"POLAND (1785)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:PL";C_33.00.a;100;110;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"POLAND (1785)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:PL";C_33.00.a;100;120;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"POLAND (1785)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:PL";C_33.00.a;100;130;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"POLAND (1785)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:PL";C_33.00.a;100;140;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"POLAND (1785)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:PL";C_33.00.a;100;150;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated impairment";;;;;;;;;"POLAND (1785)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:PL";C_33.00.a;100;160;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"POLAND (1785)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:PL";C_33.00.a;100;170;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"POLAND (1785)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:PL";C_33.00.a;100;180;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"POLAND (1785)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:PL";C_33.00.a;100;190;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"POLAND (1785)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:PL";C_33.00.a;100;200;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"POLAND (1785)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:PL";C_33.00.a;100;210;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"POLAND (1785)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:PL";C_33.00.a;100;220;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"POLAND (1785)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:PL";C_33.00.a;100;230;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"POLAND (1785)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:PL";C_33.00.a;100;240;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"POLAND (1785)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x16,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:PL";C_33.00.a;100;250;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"POLAND (1785)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:PL";C_33.00.a;100;260;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"POLAND (1785)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:PL";C_33.00.a;100;290;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Exposure value";;;;;;;;;;"POLAND (1785)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:PL";C_33.00.a;100;300;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Risk weighted exposure amount";;;;;;;;;;"POLAND (1785)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:PL";C_33.00.a;110;010;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"POLAND (1785)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:PL";C_33.00.a;110;020;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"POLAND (1785)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:PL";C_33.00.a;110;030;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"POLAND (1785)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:PL";C_33.00.a;110;040;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"POLAND (1785)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:PL";C_33.00.a;110;050;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"POLAND (1785)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:PL";C_33.00.a;110;060;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"POLAND (1785)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:PL";C_33.00.a;110;070;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"POLAND (1785)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:PL";C_33.00.a;110;080;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"POLAND (1785)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:PL";C_33.00.a;110;090;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"POLAND (1785)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:PL";C_33.00.a;110;100;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"POLAND (1785)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:PL";C_33.00.a;110;120;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"POLAND (1785)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x323,RCP=eba_GA:PL";C_33.00.a;110;130;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"POLAND (1785)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x323,RCP=eba_GA:PL";C_33.00.a;110;140;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"POLAND (1785)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:PL";C_33.00.a;110;150;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated impairment";;;;;;;;;"POLAND (1785)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:PL";C_33.00.a;110;160;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"POLAND (1785)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:PL";C_33.00.a;110;170;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"POLAND (1785)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:PL";C_33.00.a;110;180;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"POLAND (1785)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:PL";C_33.00.a;110;190;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"POLAND (1785)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x992,RCP=eba_GA:PL";C_33.00.a;110;200;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"POLAND (1785)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x992,RCP=eba_GA:PL";C_33.00.a;110;210;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"POLAND (1785)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x991,RCP=eba_GA:PL";C_33.00.a;110;220;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"POLAND (1785)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x991,RCP=eba_GA:PL";C_33.00.a;110;230;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"POLAND (1785)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:PL";C_33.00.a;110;240;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"POLAND (1785)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:PL";C_33.00.a;110;250;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"POLAND (1785)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:PL";C_33.00.a;110;260;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"POLAND (1785)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x193,RCP=eba_GA:PL";C_33.00.a;110;290;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Exposure value";;;;;;;;;;"POLAND (1785)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x193,RCP=eba_GA:PL";C_33.00.a;110;300;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Risk weighted exposure amount";;;;;;;;;;"POLAND (1785)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:PL";C_33.00.a;120;010;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"POLAND (1785)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:PL";C_33.00.a;120;020;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"POLAND (1785)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:PL";C_33.00.a;120;030;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"POLAND (1785)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:PL";C_33.00.a;120;040;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"POLAND (1785)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:PL";C_33.00.a;120;050;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"POLAND (1785)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:PL";C_33.00.a;120;060;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"POLAND (1785)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:PL";C_33.00.a;120;070;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"POLAND (1785)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:PL";C_33.00.a;120;080;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"POLAND (1785)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:PL";C_33.00.a;120;090;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"POLAND (1785)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:PL";C_33.00.a;120;100;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"POLAND (1785)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:PL";C_33.00.a;120;110;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"POLAND (1785)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:PL";C_33.00.a;120;120;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"POLAND (1785)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:PL";C_33.00.a;120;130;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"POLAND (1785)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:PL";C_33.00.a;120;140;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"POLAND (1785)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:PL";C_33.00.a;120;150;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated impairment";;;;;;;;;"POLAND (1785)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:PL";C_33.00.a;120;160;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"POLAND (1785)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:PL";C_33.00.a;120;170;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"POLAND (1785)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:PL";C_33.00.a;120;180;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"POLAND (1785)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:PL";C_33.00.a;120;190;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"POLAND (1785)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:PL";C_33.00.a;120;200;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"POLAND (1785)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:PL";C_33.00.a;120;210;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"POLAND (1785)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:PL";C_33.00.a;120;230;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"POLAND (1785)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:PL";C_33.00.a;140;110;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"POLAND (1785)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:PL";C_33.00.a;140;130;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"POLAND (1785)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:PL";C_33.00.a;140;140;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"POLAND (1785)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:PL";C_33.00.a;140;150;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated impairment";;;;;;;;;"POLAND (1785)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:PL";C_33.00.a;140;160;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"POLAND (1785)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:PL";C_33.00.a;140;170;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"POLAND (1785)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:PL";C_33.00.a;140;180;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"POLAND (1785)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:PL";C_33.00.a;140;190;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"POLAND (1785)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:PL";C_33.00.a;140;200;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"POLAND (1785)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:PL";C_33.00.a;140;210;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"POLAND (1785)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:PL";C_33.00.a;140;220;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"POLAND (1785)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:PL";C_33.00.a;140;230;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"POLAND (1785)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:PL";C_33.00.a;140;240;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"POLAND (1785)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x13,EXC=eba_EC:x16,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:PL";C_33.00.a;140;250;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"POLAND (1785)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:PL";C_33.00.a;140;260;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"POLAND (1785)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:PL";C_33.00.a;140;290;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Exposure value";;;;;;;;;;"POLAND (1785)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:PL";C_33.00.a;140;300;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Risk weighted exposure amount";;;;;;;;;;"POLAND (1785)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:PL";C_33.00.a;155;010;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"POLAND (1785)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:PL";C_33.00.a;155;020;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"POLAND (1785)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:PL";C_33.00.a;155;030;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"POLAND (1785)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:PL";C_33.00.a;155;040;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"POLAND (1785)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:PL";C_33.00.a;155;050;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"POLAND (1785)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:PL";C_33.00.a;155;060;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"POLAND (1785)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:PL";C_33.00.a;155;070;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"POLAND (1785)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:PL";C_33.00.a;155;080;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"POLAND (1785)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:PL";C_33.00.a;155;090;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"POLAND (1785)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:PL";C_33.00.a;155;100;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"POLAND (1785)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:PL";C_33.00.a;155;110;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"POLAND (1785)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:PL";C_33.00.a;155;120;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"POLAND (1785)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x323,RCP=eba_GA:PL";C_33.00.a;155;130;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"POLAND (1785)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x323,RCP=eba_GA:PL";C_33.00.a;155;140;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"POLAND (1785)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:PL";C_33.00.a;155;150;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated impairment";;;;;;;;;"POLAND (1785)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:PL";C_33.00.a;155;160;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"POLAND (1785)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:PL";C_33.00.a;155;170;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"POLAND (1785)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:PL";C_33.00.a;155;180;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"POLAND (1785)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:PL";C_33.00.a;155;190;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"POLAND (1785)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x992,RCP=eba_GA:PL";C_33.00.a;155;200;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"POLAND (1785)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x992,RCP=eba_GA:PL";C_33.00.a;155;210;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"POLAND (1785)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x991,RCP=eba_GA:PL";C_33.00.a;155;220;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"POLAND (1785)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x991,RCP=eba_GA:PL";C_33.00.a;155;230;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"POLAND (1785)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:PL";C_33.00.a;155;240;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"POLAND (1785)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x203,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:PL";C_33.00.a;155;250;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"POLAND (1785)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:PL";C_33.00.a;155;260;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"POLAND (1785)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x193,RCP=eba_GA:PL";C_33.00.a;155;290;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Exposure value";;;;;;;;;;"POLAND (1785)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x193,RCP=eba_GA:PL";C_33.00.a;155;300;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Risk weighted exposure amount";;;;;;;;;;"POLAND (1785)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:PL";C_33.00.a;160;010;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"POLAND (1785)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:PL";C_33.00.a;160;020;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"POLAND (1785)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:PL";C_33.00.a;160;030;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"POLAND (1785)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:PL";C_33.00.a;160;050;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"POLAND (1785)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:PL";C_33.00.a;160;060;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"POLAND (1785)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:PL";C_33.00.a;160;070;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"POLAND (1785)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:PL";C_33.00.a;160;080;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"POLAND (1785)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:PL";C_33.00.a;160;090;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"POLAND (1785)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:PL";C_33.00.a;160;100;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"POLAND (1785)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:PL";C_33.00.a;160;110;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"POLAND (1785)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:PL";C_33.00.a;160;120;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"POLAND (1785)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x56,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:PL";C_33.00.a;160;130;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"POLAND (1785)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x56,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:PL";C_33.00.a;160;140;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"POLAND (1785)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:PL";C_33.00.a;160;150;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"Accumulated impairment";;;;;;;;;"POLAND (1785)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:PL";C_33.00.a;160;160;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"POLAND (1785)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:PL,RES=eba_TI:x621";C_33.00.a;200;020;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 2Y - 3Y [";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"POLAND (1785)";"010#165#200";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 2Y - 3Y [";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:PL,RES=eba_TI:x621";C_33.00.a;200;050;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 2Y - 3Y [";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"POLAND (1785)";"010#165#200";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 2Y - 3Y [";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:PL,RES=eba_TI:x621";C_33.00.a;200;060;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 2Y - 3Y [";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"POLAND (1785)";"010#165#200";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 2Y - 3Y [";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:PL,RES=eba_TI:x621";C_33.00.a;200;070;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 2Y - 3Y [";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"POLAND (1785)";"010#165#200";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 2Y - 3Y [";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:PL,RES=eba_TI:x621";C_33.00.a;200;080;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 2Y - 3Y [";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"POLAND (1785)";"010#165#200";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 2Y - 3Y [";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:PL,RES=eba_TI:x551";C_33.00.a;220;140;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"POLAND (1785)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:PL,RES=eba_TI:x551";C_33.00.a;220;170;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"POLAND (1785)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:PL,RES=eba_TI:x551";C_33.00.a;220;180;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"POLAND (1785)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:PL,RES=eba_TI:x551";C_33.00.a;220;190;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"POLAND (1785)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:PL,RES=eba_TI:x551";C_33.00.a;220;200;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"POLAND (1785)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:PL,RES=eba_TI:x551";C_33.00.a;220;210;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"POLAND (1785)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:PL,RES=eba_TI:x551";C_33.00.a;220;220;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"POLAND (1785)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:PL,RES=eba_TI:x551";C_33.00.a;220;230;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"POLAND (1785)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:PL,RES=eba_TI:x211";C_33.00.a;230;010;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"POLAND (1785)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:PL,RES=eba_TI:x211";C_33.00.a;230;100;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"POLAND (1785)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:PL,RES=eba_TI:x211";C_33.00.a;230;110;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"POLAND (1785)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:PL,RES=eba_TI:x211";C_33.00.a;230;120;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"POLAND (1785)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:PL,RES=eba_TI:x211";C_33.00.a;230;130;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"POLAND (1785)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:PL,RES=eba_TI:x211";C_33.00.a;230;140;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"POLAND (1785)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:PL,RES=eba_TI:x211";C_33.00.a;230;150;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated impairment";;;;;;;;;"POLAND (1785)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:PL,RES=eba_TI:x211";C_33.00.a;230;160;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"POLAND (1785)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:PL,RES=eba_TI:x211";C_33.00.a;230;170;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"POLAND (1785)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:PL,RES=eba_TI:x211";C_33.00.a;230;180;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"POLAND (1785)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:PL,RES=eba_TI:x211";C_33.00.a;230;190;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"POLAND (1785)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:PL,RES=eba_TI:x211";C_33.00.a;230;200;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"POLAND (1785)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:PL,RES=eba_TI:x211";C_33.00.a;230;210;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"POLAND (1785)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:PL,RES=eba_TI:x211";C_33.00.a;230;220;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"POLAND (1785)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:PL,RES=eba_TI:x211";C_33.00.a;230;230;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"POLAND (1785)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,BAS=eba_BA:x10,CPS=eba_CT:x1,RCP=eba_GA:PL,RES=eba_TI:x211";C_33.00.a;230;240;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"POLAND (1785)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:PL,RES=eba_TI:x211";C_33.00.a;230;250;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"POLAND (1785)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,BAS=eba_BA:x7,CPS=eba_CT:x1,RCP=eba_GA:PL,RES=eba_TI:x211";C_33.00.a;230;260;1785;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"POLAND (1785)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:PT";C_33.00.a;010;010;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"PORTUGAL (1786)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:PT";C_33.00.a;010;020;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"PORTUGAL (1786)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:PT";C_33.00.a;010;030;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"PORTUGAL (1786)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:PT";C_33.00.a;010;090;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"PORTUGAL (1786)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:PT";C_33.00.a;010;100;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"PORTUGAL (1786)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:PT";C_33.00.a;010;110;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"PORTUGAL (1786)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:PT";C_33.00.a;010;140;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"PORTUGAL (1786)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:PT";C_33.00.a;010;160;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"PORTUGAL (1786)";"010";"Total exposures";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:PT";C_33.00.a;010;170;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"PORTUGAL (1786)";"010";"Total exposures";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:PT";C_33.00.a;010;180;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"PORTUGAL (1786)";"010";"Total exposures";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:PT";C_33.00.a;010;190;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"PORTUGAL (1786)";"010";"Total exposures";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:PT";C_33.00.a;010;200;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"PORTUGAL (1786)";"010";"Total exposures";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:PT";C_33.00.a;010;210;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"PORTUGAL (1786)";"010";"Total exposures";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:PT";C_33.00.a;010;220;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"PORTUGAL (1786)";"010";"Total exposures";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:PT";C_33.00.a;010;230;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"PORTUGAL (1786)";"010";"Total exposures";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,BAS=eba_BA:x10,CPS=eba_CT:x1,RCP=eba_GA:PT";C_33.00.a;010;240;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"PORTUGAL (1786)";"010";"Total exposures";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:PT";C_33.00.a;010;250;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"PORTUGAL (1786)";"010";"Total exposures";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,BAS=eba_BA:x7,CPS=eba_CT:x1,RCP=eba_GA:PT";C_33.00.a;010;260;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"PORTUGAL (1786)";"010";"Total exposures";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,BAS=eba_BA:x9,CPS=eba_CT:x1,MCY=eba_MC:x193,RCP=eba_GA:PT";C_33.00.a;010;290;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Exposure value";;;;;;;;;;"PORTUGAL (1786)";"010";"Total exposures";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,BAS=eba_BA:x9,CPS=eba_CT:x1,MCY=eba_MC:x193,RCP=eba_GA:PT";C_33.00.a;010;300;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Risk weighted exposure amount";;;;;;;;;;"PORTUGAL (1786)";"010";"Total exposures";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:PT";C_33.00.a;020;010;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"PORTUGAL (1786)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x45,BAS=eba_BA:x10,CPS=eba_CT:x1,RCP=eba_GA:PT";C_33.00.a;020;240;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"PORTUGAL (1786)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:PT";C_33.00.a;030;190;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Standardised Approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"PORTUGAL (1786)";"010#015#020#030";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:PT";C_33.00.a;050;020;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"PORTUGAL (1786)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:PT";C_33.00.a;050;060;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"PORTUGAL (1786)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:PT";C_33.00.a;050;090;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"PORTUGAL (1786)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:PT";C_33.00.a;050;110;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"PORTUGAL (1786)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:PT";C_33.00.a;050;120;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"PORTUGAL (1786)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x323,RCP=eba_GA:PT";C_33.00.a;050;130;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"PORTUGAL (1786)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x323,RCP=eba_GA:PT";C_33.00.a;050;140;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"PORTUGAL (1786)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:PT";C_33.00.a;050;150;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated impairment";;;;;;;;;"PORTUGAL (1786)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:PT";C_33.00.a;050;160;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"PORTUGAL (1786)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:PT";C_33.00.a;050;170;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"PORTUGAL (1786)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:PT";C_33.00.a;050;180;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"PORTUGAL (1786)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:PT";C_33.00.a;050;190;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"PORTUGAL (1786)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x992,RCP=eba_GA:PT";C_33.00.a;050;200;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"PORTUGAL (1786)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x42,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x992,RCP=eba_GA:PT";C_33.00.a;050;210;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"PORTUGAL (1786)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x991,RCP=eba_GA:PT";C_33.00.a;050;220;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"PORTUGAL (1786)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x42,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x991,RCP=eba_GA:PT";C_33.00.a;050;230;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"PORTUGAL (1786)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x42,BAS=eba_BA:x10,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:PT";C_33.00.a;050;240;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"PORTUGAL (1786)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:PT";C_33.00.a;050;250;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"PORTUGAL (1786)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:PT";C_33.00.a;050;260;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"PORTUGAL (1786)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x193,RCP=eba_GA:PT";C_33.00.a;050;290;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Exposure value";;;;;;;;;;"PORTUGAL (1786)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x193,RCP=eba_GA:PT";C_33.00.a;050;300;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Risk weighted exposure amount";;;;;;;;;;"PORTUGAL (1786)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x223,RCP=eba_GA:PT";C_33.00.a;060;010;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"PORTUGAL (1786)";"010#015#020#030#060";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Public sector entities";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x223,RCP=eba_GA:PT";C_33.00.a;060;020;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"PORTUGAL (1786)";"010#015#020#030#060";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Public sector entities";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x323,RCP=eba_GA:PT";C_33.00.a;075;130;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"PORTUGAL (1786)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x323,RCP=eba_GA:PT";C_33.00.a;075;140;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"PORTUGAL (1786)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:PT";C_33.00.a;075;150;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated impairment";;;;;;;;;"PORTUGAL (1786)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:PT";C_33.00.a;075;160;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"PORTUGAL (1786)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:PT";C_33.00.a;075;170;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"PORTUGAL (1786)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:PT";C_33.00.a;075;180;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"PORTUGAL (1786)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:PT";C_33.00.a;075;190;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"PORTUGAL (1786)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x992,RCP=eba_GA:PT";C_33.00.a;075;200;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"PORTUGAL (1786)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x42,BAS=eba_BA:x17,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x992,RCP=eba_GA:PT";C_33.00.a;075;210;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"PORTUGAL (1786)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x991,RCP=eba_GA:PT";C_33.00.a;075;220;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"PORTUGAL (1786)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x42,BAS=eba_BA:x17,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x991,RCP=eba_GA:PT";C_33.00.a;075;230;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"PORTUGAL (1786)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x42,BAS=eba_BA:x10,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:PT";C_33.00.a;075;240;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"PORTUGAL (1786)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x202,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:PT";C_33.00.a;075;250;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"PORTUGAL (1786)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:PT";C_33.00.a;075;260;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"PORTUGAL (1786)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x193,RCP=eba_GA:PT";C_33.00.a;075;290;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Exposure value";;;;;;;;;;"PORTUGAL (1786)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x193,RCP=eba_GA:PT";C_33.00.a;075;300;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Risk weighted exposure amount";;;;;;;;;;"PORTUGAL (1786)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:PT";C_33.00.a;080;010;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"PORTUGAL (1786)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:PT";C_33.00.a;080;020;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"PORTUGAL (1786)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:PT";C_33.00.a;080;030;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"PORTUGAL (1786)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:PT";C_33.00.a;080;040;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"PORTUGAL (1786)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:PT";C_33.00.a;080;050;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"PORTUGAL (1786)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:PT";C_33.00.a;080;060;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"PORTUGAL (1786)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:PT";C_33.00.a;080;070;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"PORTUGAL (1786)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:PT";C_33.00.a;080;080;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"PORTUGAL (1786)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x1,MCY=eba_MC:x193,RCP=eba_GA:PT";C_33.00.a;080;290;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Exposure value";;;;;;;;;;"PORTUGAL (1786)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x1,MCY=eba_MC:x193,RCP=eba_GA:PT";C_33.00.a;080;300;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Risk weighted exposure amount";;;;;;;;;;"PORTUGAL (1786)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:PT";C_33.00.a;090;240;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"PORTUGAL (1786)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:PT";C_33.00.a;090;250;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"PORTUGAL (1786)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:PT";C_33.00.a;090;260;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"PORTUGAL (1786)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:PT";C_33.00.a;090;290;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Exposure value";;;;;;;;;;"PORTUGAL (1786)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:PT";C_33.00.a;090;300;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Risk weighted exposure amount";;;;;;;;;;"PORTUGAL (1786)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:PT";C_33.00.a;100;010;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"PORTUGAL (1786)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:PT";C_33.00.a;100;020;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"PORTUGAL (1786)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:PT";C_33.00.a;100;030;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"PORTUGAL (1786)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:PT";C_33.00.a;100;040;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"PORTUGAL (1786)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:PT";C_33.00.a;100;050;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"PORTUGAL (1786)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:PT";C_33.00.a;100;060;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"PORTUGAL (1786)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:PT";C_33.00.a;100;070;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"PORTUGAL (1786)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:PT";C_33.00.a;100;080;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"PORTUGAL (1786)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:PT";C_33.00.a;100;090;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"PORTUGAL (1786)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:PT";C_33.00.a;100;100;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"PORTUGAL (1786)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:PT";C_33.00.a;100;110;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"PORTUGAL (1786)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:PT";C_33.00.a;100;120;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"PORTUGAL (1786)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:PT";C_33.00.a;100;130;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"PORTUGAL (1786)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:PT";C_33.00.a;100;140;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"PORTUGAL (1786)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:PT";C_33.00.a;100;150;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated impairment";;;;;;;;;"PORTUGAL (1786)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:PT";C_33.00.a;100;160;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"PORTUGAL (1786)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:PT";C_33.00.a;100;170;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"PORTUGAL (1786)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:PT";C_33.00.a;100;180;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"PORTUGAL (1786)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:PT";C_33.00.a;100;230;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"PORTUGAL (1786)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x16,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:PT";C_33.00.a;100;250;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"PORTUGAL (1786)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:PT";C_33.00.a;110;020;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"PORTUGAL (1786)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:PT";C_33.00.a;110;030;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"PORTUGAL (1786)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:PT";C_33.00.a;110;120;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"PORTUGAL (1786)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x323,RCP=eba_GA:PT";C_33.00.a;110;130;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"PORTUGAL (1786)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x323,RCP=eba_GA:PT";C_33.00.a;110;140;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"PORTUGAL (1786)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:PT";C_33.00.a;110;150;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated impairment";;;;;;;;;"PORTUGAL (1786)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:PT";C_33.00.a;110;160;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"PORTUGAL (1786)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:PT";C_33.00.a;110;170;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"PORTUGAL (1786)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:PT";C_33.00.a;110;180;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"PORTUGAL (1786)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:PT";C_33.00.a;110;190;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"PORTUGAL (1786)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x992,RCP=eba_GA:PT";C_33.00.a;110;200;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"PORTUGAL (1786)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x992,RCP=eba_GA:PT";C_33.00.a;110;210;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"PORTUGAL (1786)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x991,RCP=eba_GA:PT";C_33.00.a;110;220;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"PORTUGAL (1786)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x991,RCP=eba_GA:PT";C_33.00.a;110;230;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"PORTUGAL (1786)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:PT";C_33.00.a;110;240;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"PORTUGAL (1786)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:PT";C_33.00.a;110;250;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"PORTUGAL (1786)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:PT";C_33.00.a;110;260;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"PORTUGAL (1786)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x193,RCP=eba_GA:PT";C_33.00.a;110;290;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Exposure value";;;;;;;;;;"PORTUGAL (1786)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x193,RCP=eba_GA:PT";C_33.00.a;110;300;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Risk weighted exposure amount";;;;;;;;;;"PORTUGAL (1786)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:PT";C_33.00.a;120;010;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"PORTUGAL (1786)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:PT";C_33.00.a;120;020;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"PORTUGAL (1786)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:PT";C_33.00.a;120;030;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"PORTUGAL (1786)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:PT";C_33.00.a;120;040;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"PORTUGAL (1786)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:PT";C_33.00.a;120;050;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"PORTUGAL (1786)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:PT";C_33.00.a;120;120;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"PORTUGAL (1786)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:PT";C_33.00.a;120;140;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"PORTUGAL (1786)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:PT";C_33.00.a;120;150;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated impairment";;;;;;;;;"PORTUGAL (1786)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:PT";C_33.00.a;120;160;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"PORTUGAL (1786)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:PT";C_33.00.a;120;170;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"PORTUGAL (1786)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:PT";C_33.00.a;120;180;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"PORTUGAL (1786)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:PT";C_33.00.a;120;190;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"PORTUGAL (1786)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:PT";C_33.00.a;120;200;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"PORTUGAL (1786)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:PT";C_33.00.a;120;210;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"PORTUGAL (1786)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:PT";C_33.00.a;120;220;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"PORTUGAL (1786)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:PT";C_33.00.a;120;230;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"PORTUGAL (1786)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:PT";C_33.00.a;140;120;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"PORTUGAL (1786)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:PT";C_33.00.a;140;140;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"PORTUGAL (1786)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:PT";C_33.00.a;140;150;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated impairment";;;;;;;;;"PORTUGAL (1786)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:PT";C_33.00.a;140;160;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"PORTUGAL (1786)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:PT";C_33.00.a;140;170;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"PORTUGAL (1786)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:PT";C_33.00.a;140;180;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"PORTUGAL (1786)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:PT";C_33.00.a;140;190;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"PORTUGAL (1786)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:PT";C_33.00.a;140;210;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"PORTUGAL (1786)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:PT";C_33.00.a;140;220;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"PORTUGAL (1786)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:PT";C_33.00.a;140;230;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"PORTUGAL (1786)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:PT";C_33.00.a;140;240;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"PORTUGAL (1786)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x13,EXC=eba_EC:x16,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:PT";C_33.00.a;140;250;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"PORTUGAL (1786)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:PT";C_33.00.a;140;260;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"PORTUGAL (1786)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:PT";C_33.00.a;140;290;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Exposure value";;;;;;;;;;"PORTUGAL (1786)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:PT";C_33.00.a;140;300;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Risk weighted exposure amount";;;;;;;;;;"PORTUGAL (1786)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:PT";C_33.00.a;155;010;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"PORTUGAL (1786)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:PT";C_33.00.a;155;020;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"PORTUGAL (1786)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:PT";C_33.00.a;155;030;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"PORTUGAL (1786)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:PT";C_33.00.a;155;040;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"PORTUGAL (1786)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:PT";C_33.00.a;155;050;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"PORTUGAL (1786)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:PT";C_33.00.a;155;060;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"PORTUGAL (1786)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:PT";C_33.00.a;155;070;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"PORTUGAL (1786)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:PT";C_33.00.a;155;080;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"PORTUGAL (1786)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:PT";C_33.00.a;155;090;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"PORTUGAL (1786)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:PT";C_33.00.a;155;100;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"PORTUGAL (1786)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:PT";C_33.00.a;155;110;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"PORTUGAL (1786)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:PT";C_33.00.a;155;120;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"PORTUGAL (1786)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x323,RCP=eba_GA:PT";C_33.00.a;155;130;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"PORTUGAL (1786)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x323,RCP=eba_GA:PT";C_33.00.a;155;140;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"PORTUGAL (1786)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:PT";C_33.00.a;155;150;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated impairment";;;;;;;;;"PORTUGAL (1786)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:PT";C_33.00.a;155;160;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"PORTUGAL (1786)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:PT";C_33.00.a;155;170;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"PORTUGAL (1786)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:PT";C_33.00.a;155;180;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"PORTUGAL (1786)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:PT";C_33.00.a;155;190;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"PORTUGAL (1786)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x992,RCP=eba_GA:PT";C_33.00.a;155;200;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"PORTUGAL (1786)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x992,RCP=eba_GA:PT";C_33.00.a;155;210;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"PORTUGAL (1786)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x991,RCP=eba_GA:PT";C_33.00.a;155;220;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"PORTUGAL (1786)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x991,RCP=eba_GA:PT";C_33.00.a;155;230;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"PORTUGAL (1786)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:PT";C_33.00.a;155;240;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"PORTUGAL (1786)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x203,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:PT";C_33.00.a;155;250;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"PORTUGAL (1786)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:PT";C_33.00.a;160;020;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"PORTUGAL (1786)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:PT";C_33.00.a;160;090;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"PORTUGAL (1786)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:PT";C_33.00.a;160;100;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"PORTUGAL (1786)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:PT";C_33.00.a;160;110;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"PORTUGAL (1786)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:PT";C_33.00.a;160;120;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"PORTUGAL (1786)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x56,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:PT";C_33.00.a;160;130;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"PORTUGAL (1786)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x56,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:PT";C_33.00.a;160;140;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"PORTUGAL (1786)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:PT";C_33.00.a;160;150;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"Accumulated impairment";;;;;;;;;"PORTUGAL (1786)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:PT";C_33.00.a;160;160;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"PORTUGAL (1786)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:PT";C_33.00.a;160;170;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"PORTUGAL (1786)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:PT";C_33.00.a;160;180;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"PORTUGAL (1786)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:PT,RES=eba_TI:x551";C_33.00.a;220;210;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"PORTUGAL (1786)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:PT,RES=eba_TI:x551";C_33.00.a;220;230;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"PORTUGAL (1786)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:PT,RES=eba_TI:x551";C_33.00.a;220;250;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"PORTUGAL (1786)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:PT,RES=eba_TI:x211";C_33.00.a;230;030;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"PORTUGAL (1786)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:PT,RES=eba_TI:x211";C_33.00.a;230;130;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"PORTUGAL (1786)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:PT,RES=eba_TI:x211";C_33.00.a;230;140;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"PORTUGAL (1786)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:PT,RES=eba_TI:x211";C_33.00.a;230;150;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated impairment";;;;;;;;;"PORTUGAL (1786)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:PT,RES=eba_TI:x211";C_33.00.a;230;160;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"PORTUGAL (1786)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:PT,RES=eba_TI:x211";C_33.00.a;230;170;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"PORTUGAL (1786)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:PT,RES=eba_TI:x211";C_33.00.a;230;180;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"PORTUGAL (1786)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:PT,RES=eba_TI:x211";C_33.00.a;230;190;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"PORTUGAL (1786)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:PT,RES=eba_TI:x211";C_33.00.a;230;200;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"PORTUGAL (1786)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:PT,RES=eba_TI:x211";C_33.00.a;230;210;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"PORTUGAL (1786)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:PT,RES=eba_TI:x211";C_33.00.a;230;220;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"PORTUGAL (1786)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:PT,RES=eba_TI:x211";C_33.00.a;230;230;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"PORTUGAL (1786)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,BAS=eba_BA:x10,CPS=eba_CT:x1,RCP=eba_GA:PT,RES=eba_TI:x211";C_33.00.a;230;240;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"PORTUGAL (1786)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:PT,RES=eba_TI:x211";C_33.00.a;230;250;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"PORTUGAL (1786)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,BAS=eba_BA:x7,CPS=eba_CT:x1,RCP=eba_GA:PT,RES=eba_TI:x211";C_33.00.a;230;260;1786;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"PORTUGAL (1786)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:RO";C_33.00.a;010;010;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"ROMANIA (1787)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:RO";C_33.00.a;010;020;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"ROMANIA (1787)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:RO";C_33.00.a;010;030;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"ROMANIA (1787)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:RO";C_33.00.a;010;050;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"ROMANIA (1787)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:RO";C_33.00.a;010;100;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"ROMANIA (1787)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:RO";C_33.00.a;010;130;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"ROMANIA (1787)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:RO";C_33.00.a;010;140;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"ROMANIA (1787)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:RO";C_33.00.a;010;150;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Accumulated impairment";;;;;;;;;"ROMANIA (1787)";"010";"Total exposures";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:RO";C_33.00.a;010;160;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"ROMANIA (1787)";"010";"Total exposures";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:RO";C_33.00.a;010;180;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"ROMANIA (1787)";"010";"Total exposures";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:RO";C_33.00.a;010;190;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"ROMANIA (1787)";"010";"Total exposures";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:RO";C_33.00.a;010;200;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"ROMANIA (1787)";"010";"Total exposures";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:RO";C_33.00.a;010;210;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"ROMANIA (1787)";"010";"Total exposures";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:RO";C_33.00.a;010;220;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"ROMANIA (1787)";"010";"Total exposures";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:RO";C_33.00.a;010;230;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"ROMANIA (1787)";"010";"Total exposures";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,BAS=eba_BA:x10,CPS=eba_CT:x1,RCP=eba_GA:RO";C_33.00.a;010;240;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"ROMANIA (1787)";"010";"Total exposures";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:RO";C_33.00.a;010;250;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"ROMANIA (1787)";"010";"Total exposures";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,BAS=eba_BA:x7,CPS=eba_CT:x1,RCP=eba_GA:RO";C_33.00.a;010;260;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"ROMANIA (1787)";"010";"Total exposures";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,BAS=eba_BA:x9,CPS=eba_CT:x1,MCY=eba_MC:x193,RCP=eba_GA:RO";C_33.00.a;010;290;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Exposure value";;;;;;;;;;"ROMANIA (1787)";"010";"Total exposures";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,BAS=eba_BA:x9,CPS=eba_CT:x1,MCY=eba_MC:x193,RCP=eba_GA:RO";C_33.00.a;010;300;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Risk weighted exposure amount";;;;;;;;;;"ROMANIA (1787)";"010";"Total exposures";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:RO";C_33.00.a;020;010;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"ROMANIA (1787)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:RO";C_33.00.a;020;020;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"ROMANIA (1787)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:RO";C_33.00.a;020;030;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"ROMANIA (1787)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:RO";C_33.00.a;020;050;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"ROMANIA (1787)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:RO";C_33.00.a;020;190;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"ROMANIA (1787)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x45,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:RO";C_33.00.a;020;230;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"ROMANIA (1787)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x45,BAS=eba_BA:x10,CPS=eba_CT:x1,RCP=eba_GA:RO";C_33.00.a;020;240;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"ROMANIA (1787)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x45,BAS=eba_BA:x7,CPS=eba_CT:x1,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:RO";C_33.00.a;020;250;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"ROMANIA (1787)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x45,BAS=eba_BA:x7,CPS=eba_CT:x1,RCP=eba_GA:RO";C_33.00.a;020;260;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"ROMANIA (1787)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:RO";C_33.00.a;040;150;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Accumulated impairment";;;;;;;;;"ROMANIA (1787)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:RO";C_33.00.a;050;020;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"ROMANIA (1787)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:RO";C_33.00.a;050;030;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"ROMANIA (1787)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:RO";C_33.00.a;050;040;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"ROMANIA (1787)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:RO";C_33.00.a;050;050;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"ROMANIA (1787)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:RO";C_33.00.a;050;070;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"ROMANIA (1787)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:RO";C_33.00.a;050;090;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"ROMANIA (1787)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:RO";C_33.00.a;050;110;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"ROMANIA (1787)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:RO";C_33.00.a;050;120;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"ROMANIA (1787)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x323,RCP=eba_GA:RO";C_33.00.a;050;130;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"ROMANIA (1787)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x323,RCP=eba_GA:RO";C_33.00.a;050;140;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"ROMANIA (1787)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:RO";C_33.00.a;050;150;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated impairment";;;;;;;;;"ROMANIA (1787)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:RO";C_33.00.a;050;160;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"ROMANIA (1787)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:RO";C_33.00.a;050;170;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"ROMANIA (1787)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:RO";C_33.00.a;050;180;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"ROMANIA (1787)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:RO";C_33.00.a;050;190;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"ROMANIA (1787)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x992,RCP=eba_GA:RO";C_33.00.a;050;200;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"ROMANIA (1787)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x42,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x992,RCP=eba_GA:RO";C_33.00.a;050;210;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"ROMANIA (1787)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x991,RCP=eba_GA:RO";C_33.00.a;050;220;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"ROMANIA (1787)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x42,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x991,RCP=eba_GA:RO";C_33.00.a;050;230;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"ROMANIA (1787)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x42,BAS=eba_BA:x10,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:RO";C_33.00.a;050;240;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"ROMANIA (1787)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:RO";C_33.00.a;050;250;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"ROMANIA (1787)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:RO";C_33.00.a;050;260;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"ROMANIA (1787)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x193,RCP=eba_GA:RO";C_33.00.a;050;290;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Exposure value";;;;;;;;;;"ROMANIA (1787)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x193,RCP=eba_GA:RO";C_33.00.a;050;300;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Risk weighted exposure amount";;;;;;;;;;"ROMANIA (1787)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x223,RCP=eba_GA:RO";C_33.00.a;060;010;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"ROMANIA (1787)";"010#015#020#030#060";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Public sector entities";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x223,RCP=eba_GA:RO";C_33.00.a;060;020;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"ROMANIA (1787)";"010#015#020#030#060";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Public sector entities";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x223,RCP=eba_GA:RO";C_33.00.a;060;030;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"ROMANIA (1787)";"010#015#020#030#060";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Public sector entities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x323,RCP=eba_GA:RO";C_33.00.a;075;140;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"ROMANIA (1787)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:RO";C_33.00.a;075;150;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated impairment";;;;;;;;;"ROMANIA (1787)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:RO";C_33.00.a;075;160;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"ROMANIA (1787)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:RO";C_33.00.a;075;170;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"ROMANIA (1787)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:RO";C_33.00.a;075;180;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"ROMANIA (1787)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:RO";C_33.00.a;075;190;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"ROMANIA (1787)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x992,RCP=eba_GA:RO";C_33.00.a;075;200;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"ROMANIA (1787)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x42,BAS=eba_BA:x17,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x992,RCP=eba_GA:RO";C_33.00.a;075;210;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"ROMANIA (1787)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x991,RCP=eba_GA:RO";C_33.00.a;075;220;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"ROMANIA (1787)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x42,BAS=eba_BA:x17,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x991,RCP=eba_GA:RO";C_33.00.a;075;230;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"ROMANIA (1787)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x42,BAS=eba_BA:x10,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:RO";C_33.00.a;075;240;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"ROMANIA (1787)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x202,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:RO";C_33.00.a;075;250;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"ROMANIA (1787)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:RO";C_33.00.a;075;260;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"ROMANIA (1787)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x193,RCP=eba_GA:RO";C_33.00.a;075;290;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Exposure value";;;;;;;;;;"ROMANIA (1787)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x193,RCP=eba_GA:RO";C_33.00.a;075;300;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Risk weighted exposure amount";;;;;;;;;;"ROMANIA (1787)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:RO";C_33.00.a;080;010;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"ROMANIA (1787)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:RO";C_33.00.a;080;020;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"ROMANIA (1787)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:RO";C_33.00.a;080;030;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"ROMANIA (1787)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:RO";C_33.00.a;080;040;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"ROMANIA (1787)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:RO";C_33.00.a;080;050;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"ROMANIA (1787)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:RO";C_33.00.a;080;060;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"ROMANIA (1787)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:RO";C_33.00.a;080;070;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"ROMANIA (1787)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:RO";C_33.00.a;080;080;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"ROMANIA (1787)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:RO";C_33.00.a;080;090;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"ROMANIA (1787)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x1,MCY=eba_MC:x193,RCP=eba_GA:RO";C_33.00.a;080;290;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Exposure value";;;;;;;;;;"ROMANIA (1787)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x1,MCY=eba_MC:x193,RCP=eba_GA:RO";C_33.00.a;080;300;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Risk weighted exposure amount";;;;;;;;;;"ROMANIA (1787)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:RO";C_33.00.a;090;010;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"ROMANIA (1787)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:RO";C_33.00.a;090;020;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"ROMANIA (1787)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:RO";C_33.00.a;090;190;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"ROMANIA (1787)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:RO";C_33.00.a;090;240;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"ROMANIA (1787)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:RO";C_33.00.a;090;250;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"ROMANIA (1787)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:RO";C_33.00.a;090;260;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"ROMANIA (1787)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:RO";C_33.00.a;090;290;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Exposure value";;;;;;;;;;"ROMANIA (1787)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:RO";C_33.00.a;090;300;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Risk weighted exposure amount";;;;;;;;;;"ROMANIA (1787)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:RO";C_33.00.a;100;010;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"ROMANIA (1787)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:RO";C_33.00.a;100;020;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"ROMANIA (1787)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:RO";C_33.00.a;100;030;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"ROMANIA (1787)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:RO";C_33.00.a;100;040;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"ROMANIA (1787)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:RO";C_33.00.a;100;050;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"ROMANIA (1787)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:RO";C_33.00.a;100;060;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"ROMANIA (1787)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:RO";C_33.00.a;100;070;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"ROMANIA (1787)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:RO";C_33.00.a;100;080;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"ROMANIA (1787)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:RO";C_33.00.a;100;090;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"ROMANIA (1787)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:RO";C_33.00.a;100;100;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"ROMANIA (1787)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:RO";C_33.00.a;100;110;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"ROMANIA (1787)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:RO";C_33.00.a;100;120;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"ROMANIA (1787)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:RO";C_33.00.a;100;130;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"ROMANIA (1787)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:RO";C_33.00.a;100;140;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"ROMANIA (1787)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:RO";C_33.00.a;100;150;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated impairment";;;;;;;;;"ROMANIA (1787)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:RO";C_33.00.a;100;160;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"ROMANIA (1787)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:RO";C_33.00.a;100;170;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"ROMANIA (1787)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:RO";C_33.00.a;100;180;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"ROMANIA (1787)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:RO";C_33.00.a;100;190;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"ROMANIA (1787)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:RO";C_33.00.a;100;200;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"ROMANIA (1787)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:RO";C_33.00.a;100;210;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"ROMANIA (1787)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:RO";C_33.00.a;100;230;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"ROMANIA (1787)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x16,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:RO";C_33.00.a;100;250;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"ROMANIA (1787)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:RO";C_33.00.a;100;260;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"ROMANIA (1787)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:RO";C_33.00.a;100;290;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Exposure value";;;;;;;;;;"ROMANIA (1787)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:RO";C_33.00.a;100;300;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Risk weighted exposure amount";;;;;;;;;;"ROMANIA (1787)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:RO";C_33.00.a;110;010;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"ROMANIA (1787)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:RO";C_33.00.a;110;020;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"ROMANIA (1787)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:RO";C_33.00.a;110;030;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"ROMANIA (1787)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:RO";C_33.00.a;110;040;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"ROMANIA (1787)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:RO";C_33.00.a;110;050;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"ROMANIA (1787)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:RO";C_33.00.a;110;080;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"ROMANIA (1787)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:RO";C_33.00.a;110;120;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"ROMANIA (1787)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x323,RCP=eba_GA:RO";C_33.00.a;110;130;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"ROMANIA (1787)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x323,RCP=eba_GA:RO";C_33.00.a;110;140;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"ROMANIA (1787)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:RO";C_33.00.a;110;150;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated impairment";;;;;;;;;"ROMANIA (1787)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:RO";C_33.00.a;110;160;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"ROMANIA (1787)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:RO";C_33.00.a;110;170;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"ROMANIA (1787)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:RO";C_33.00.a;110;180;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"ROMANIA (1787)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:RO";C_33.00.a;110;190;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"ROMANIA (1787)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x992,RCP=eba_GA:RO";C_33.00.a;110;200;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"ROMANIA (1787)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x992,RCP=eba_GA:RO";C_33.00.a;110;210;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"ROMANIA (1787)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x991,RCP=eba_GA:RO";C_33.00.a;110;220;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"ROMANIA (1787)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x991,RCP=eba_GA:RO";C_33.00.a;110;230;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"ROMANIA (1787)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:RO";C_33.00.a;110;240;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"ROMANIA (1787)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:RO";C_33.00.a;110;250;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"ROMANIA (1787)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:RO";C_33.00.a;110;260;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"ROMANIA (1787)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x193,RCP=eba_GA:RO";C_33.00.a;110;290;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Exposure value";;;;;;;;;;"ROMANIA (1787)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x193,RCP=eba_GA:RO";C_33.00.a;110;300;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Risk weighted exposure amount";;;;;;;;;;"ROMANIA (1787)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:RO";C_33.00.a;120;010;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"ROMANIA (1787)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:RO";C_33.00.a;120;020;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"ROMANIA (1787)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:RO";C_33.00.a;120;030;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"ROMANIA (1787)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:RO";C_33.00.a;120;040;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"ROMANIA (1787)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:RO";C_33.00.a;120;050;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"ROMANIA (1787)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:RO";C_33.00.a;120;070;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"ROMANIA (1787)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:RO";C_33.00.a;120;080;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"ROMANIA (1787)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:RO";C_33.00.a;120;120;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"ROMANIA (1787)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:RO";C_33.00.a;120;140;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"ROMANIA (1787)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:RO";C_33.00.a;120;150;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated impairment";;;;;;;;;"ROMANIA (1787)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:RO";C_33.00.a;120;160;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"ROMANIA (1787)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:RO";C_33.00.a;120;170;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"ROMANIA (1787)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:RO";C_33.00.a;120;180;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"ROMANIA (1787)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:RO";C_33.00.a;120;190;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"ROMANIA (1787)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:RO";C_33.00.a;120;200;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"ROMANIA (1787)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:RO";C_33.00.a;120;210;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"ROMANIA (1787)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:RO";C_33.00.a;120;220;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"ROMANIA (1787)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:RO";C_33.00.a;120;230;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"ROMANIA (1787)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:RO";C_33.00.a;120;240;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"ROMANIA (1787)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:RO";C_33.00.a;140;140;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"ROMANIA (1787)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:RO";C_33.00.a;140;150;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated impairment";;;;;;;;;"ROMANIA (1787)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:RO";C_33.00.a;140;160;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"ROMANIA (1787)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:RO";C_33.00.a;140;170;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"ROMANIA (1787)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:RO";C_33.00.a;140;180;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"ROMANIA (1787)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:RO";C_33.00.a;140;190;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"ROMANIA (1787)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:RO";C_33.00.a;140;210;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"ROMANIA (1787)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:RO";C_33.00.a;140;230;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"ROMANIA (1787)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:RO";C_33.00.a;140;240;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"ROMANIA (1787)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x13,EXC=eba_EC:x16,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:RO";C_33.00.a;140;250;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"ROMANIA (1787)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:RO";C_33.00.a;140;260;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"ROMANIA (1787)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:RO";C_33.00.a;140;290;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Exposure value";;;;;;;;;;"ROMANIA (1787)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:RO";C_33.00.a;140;300;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Risk weighted exposure amount";;;;;;;;;;"ROMANIA (1787)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:RO";C_33.00.a;155;010;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"ROMANIA (1787)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:RO";C_33.00.a;155;020;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"ROMANIA (1787)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:RO";C_33.00.a;155;030;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"ROMANIA (1787)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:RO";C_33.00.a;155;040;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"ROMANIA (1787)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:RO";C_33.00.a;155;050;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"ROMANIA (1787)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:RO";C_33.00.a;155;060;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"ROMANIA (1787)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:RO";C_33.00.a;155;070;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"ROMANIA (1787)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:RO";C_33.00.a;155;080;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"ROMANIA (1787)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:RO";C_33.00.a;155;090;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"ROMANIA (1787)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:RO";C_33.00.a;155;100;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"ROMANIA (1787)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:RO";C_33.00.a;155;110;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"ROMANIA (1787)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:RO";C_33.00.a;155;120;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"ROMANIA (1787)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x323,RCP=eba_GA:RO";C_33.00.a;155;130;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"ROMANIA (1787)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x323,RCP=eba_GA:RO";C_33.00.a;155;140;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"ROMANIA (1787)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:RO";C_33.00.a;155;150;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated impairment";;;;;;;;;"ROMANIA (1787)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:RO";C_33.00.a;155;160;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"ROMANIA (1787)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:RO";C_33.00.a;155;170;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"ROMANIA (1787)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:RO";C_33.00.a;155;180;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"ROMANIA (1787)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:RO";C_33.00.a;155;190;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"ROMANIA (1787)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x992,RCP=eba_GA:RO";C_33.00.a;155;200;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"ROMANIA (1787)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x992,RCP=eba_GA:RO";C_33.00.a;155;210;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"ROMANIA (1787)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x991,RCP=eba_GA:RO";C_33.00.a;155;220;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"ROMANIA (1787)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x991,RCP=eba_GA:RO";C_33.00.a;155;230;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"ROMANIA (1787)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:RO";C_33.00.a;155;240;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"ROMANIA (1787)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x203,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:RO";C_33.00.a;155;250;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"ROMANIA (1787)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:RO";C_33.00.a;155;260;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"ROMANIA (1787)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:RO";C_33.00.a;160;110;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"ROMANIA (1787)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x56,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:RO";C_33.00.a;160;130;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"ROMANIA (1787)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x56,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:RO";C_33.00.a;160;140;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"ROMANIA (1787)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:RO";C_33.00.a;160;150;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"Accumulated impairment";;;;;;;;;"ROMANIA (1787)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:RO";C_33.00.a;160;170;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"ROMANIA (1787)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:RO";C_33.00.a;160;180;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"ROMANIA (1787)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:RO";C_33.00.a;160;190;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"ROMANIA (1787)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:RO,RES=eba_TI:x211";C_33.00.a;230;070;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"ROMANIA (1787)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:RO,RES=eba_TI:x211";C_33.00.a;230;080;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"ROMANIA (1787)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:RO,RES=eba_TI:x211";C_33.00.a;230;110;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"ROMANIA (1787)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:RO,RES=eba_TI:x211";C_33.00.a;230;130;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"ROMANIA (1787)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:RO,RES=eba_TI:x211";C_33.00.a;230;140;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"ROMANIA (1787)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:RO,RES=eba_TI:x211";C_33.00.a;230;150;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated impairment";;;;;;;;;"ROMANIA (1787)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:RO,RES=eba_TI:x211";C_33.00.a;230;160;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"ROMANIA (1787)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:RO,RES=eba_TI:x211";C_33.00.a;230;170;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"ROMANIA (1787)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:RO,RES=eba_TI:x211";C_33.00.a;230;180;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"ROMANIA (1787)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:RO,RES=eba_TI:x211";C_33.00.a;230;190;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"ROMANIA (1787)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:RO,RES=eba_TI:x211";C_33.00.a;230;200;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"ROMANIA (1787)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:RO,RES=eba_TI:x211";C_33.00.a;230;210;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"ROMANIA (1787)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:RO,RES=eba_TI:x211";C_33.00.a;230;220;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"ROMANIA (1787)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:RO,RES=eba_TI:x211";C_33.00.a;230;230;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"ROMANIA (1787)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,BAS=eba_BA:x10,CPS=eba_CT:x1,RCP=eba_GA:RO,RES=eba_TI:x211";C_33.00.a;230;240;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"ROMANIA (1787)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:RO,RES=eba_TI:x211";C_33.00.a;230;250;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"ROMANIA (1787)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,BAS=eba_BA:x7,CPS=eba_CT:x1,RCP=eba_GA:RO,RES=eba_TI:x211";C_33.00.a;230;260;1787;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"ROMANIA (1787)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:RU";C_33.00.a;010;010;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"RUSSIAN FEDERATION (1788)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:RU";C_33.00.a;010;020;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"RUSSIAN FEDERATION (1788)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:RU";C_33.00.a;010;030;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"RUSSIAN FEDERATION (1788)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:RU";C_33.00.a;010;040;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"RUSSIAN FEDERATION (1788)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:RU";C_33.00.a;010;060;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"RUSSIAN FEDERATION (1788)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:RU";C_33.00.a;010;100;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"RUSSIAN FEDERATION (1788)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:RU";C_33.00.a;010;110;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"RUSSIAN FEDERATION (1788)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:RU";C_33.00.a;010;120;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"RUSSIAN FEDERATION (1788)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:RU";C_33.00.a;010;130;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"RUSSIAN FEDERATION (1788)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:RU";C_33.00.a;010;140;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"RUSSIAN FEDERATION (1788)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:RU";C_33.00.a;010;150;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Accumulated impairment";;;;;;;;;"RUSSIAN FEDERATION (1788)";"010";"Total exposures";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:RU";C_33.00.a;010;160;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"RUSSIAN FEDERATION (1788)";"010";"Total exposures";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:RU";C_33.00.a;010;170;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"RUSSIAN FEDERATION (1788)";"010";"Total exposures";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:RU";C_33.00.a;010;180;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"RUSSIAN FEDERATION (1788)";"010";"Total exposures";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:RU";C_33.00.a;010;190;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"RUSSIAN FEDERATION (1788)";"010";"Total exposures";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:RU";C_33.00.a;010;200;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"RUSSIAN FEDERATION (1788)";"010";"Total exposures";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:RU";C_33.00.a;010;210;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"RUSSIAN FEDERATION (1788)";"010";"Total exposures";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:RU";C_33.00.a;010;220;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"RUSSIAN FEDERATION (1788)";"010";"Total exposures";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:RU";C_33.00.a;010;230;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"RUSSIAN FEDERATION (1788)";"010";"Total exposures";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,BAS=eba_BA:x10,CPS=eba_CT:x1,RCP=eba_GA:RU";C_33.00.a;010;240;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"RUSSIAN FEDERATION (1788)";"010";"Total exposures";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:RU";C_33.00.a;010;250;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"RUSSIAN FEDERATION (1788)";"010";"Total exposures";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,BAS=eba_BA:x7,CPS=eba_CT:x1,RCP=eba_GA:RU";C_33.00.a;010;260;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"RUSSIAN FEDERATION (1788)";"010";"Total exposures";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,BAS=eba_BA:x9,CPS=eba_CT:x1,MCY=eba_MC:x193,RCP=eba_GA:RU";C_33.00.a;010;290;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Exposure value";;;;;;;;;;"RUSSIAN FEDERATION (1788)";"010";"Total exposures";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,BAS=eba_BA:x9,CPS=eba_CT:x1,MCY=eba_MC:x193,RCP=eba_GA:RU";C_33.00.a;010;300;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Risk weighted exposure amount";;;;;;;;;;"RUSSIAN FEDERATION (1788)";"010";"Total exposures";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:RU";C_33.00.a;020;010;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:RU";C_33.00.a;020;020;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:RU";C_33.00.a;020;030;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:RU";C_33.00.a;020;050;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:RU";C_33.00.a;020;180;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:RU";C_33.00.a;020;190;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x45,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:RU";C_33.00.a;020;230;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x45,BAS=eba_BA:x10,CPS=eba_CT:x1,RCP=eba_GA:RU";C_33.00.a;020;240;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x45,BAS=eba_BA:x7,CPS=eba_CT:x1,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:RU";C_33.00.a;020;250;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x45,BAS=eba_BA:x7,CPS=eba_CT:x1,RCP=eba_GA:RU";C_33.00.a;020;260;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:RU";C_33.00.a;030;180;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Standardised Approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#030";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:RU";C_33.00.a;030;190;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Standardised Approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#030";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:RU";C_33.00.a;040;130;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:RU";C_33.00.a;040;140;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:RU";C_33.00.a;040;150;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Accumulated impairment";;;;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:RU";C_33.00.a;040;170;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:RU";C_33.00.a;040;250;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:RU";C_33.00.a;040;260;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:RU";C_33.00.a;040;290;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Exposure value";;;;;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:RU";C_33.00.a;040;300;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Risk weighted exposure amount";;;;;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:RU";C_33.00.a;050;010;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:RU";C_33.00.a;050;020;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:RU";C_33.00.a;050;030;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:RU";C_33.00.a;050;040;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:RU";C_33.00.a;050;050;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:RU";C_33.00.a;050;060;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:RU";C_33.00.a;050;070;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:RU";C_33.00.a;050;080;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:RU";C_33.00.a;050;090;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:RU";C_33.00.a;050;100;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:RU";C_33.00.a;050;110;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:RU";C_33.00.a;050;120;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x323,RCP=eba_GA:RU";C_33.00.a;050;130;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x323,RCP=eba_GA:RU";C_33.00.a;050;140;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:RU";C_33.00.a;050;150;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated impairment";;;;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:RU";C_33.00.a;050;160;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:RU";C_33.00.a;050;170;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:RU";C_33.00.a;050;180;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:RU";C_33.00.a;050;190;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x992,RCP=eba_GA:RU";C_33.00.a;050;200;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x42,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x992,RCP=eba_GA:RU";C_33.00.a;050;210;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x991,RCP=eba_GA:RU";C_33.00.a;050;220;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x42,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x991,RCP=eba_GA:RU";C_33.00.a;050;230;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x42,BAS=eba_BA:x10,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:RU";C_33.00.a;050;240;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:RU";C_33.00.a;050;250;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:RU";C_33.00.a;050;260;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x193,RCP=eba_GA:RU";C_33.00.a;050;290;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Exposure value";;;;;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x193,RCP=eba_GA:RU";C_33.00.a;050;300;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Risk weighted exposure amount";;;;;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x223,RCP=eba_GA:RU";C_33.00.a;060;010;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#030#060";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Public sector entities";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x22,MCY=eba_MC:x223,RCP=eba_GA:RU";C_33.00.a;060;020;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#030#060";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Public sector entities";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x223,RCP=eba_GA:RU";C_33.00.a;075;110;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x223,RCP=eba_GA:RU";C_33.00.a;075;120;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x323,RCP=eba_GA:RU";C_33.00.a;075;130;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x323,RCP=eba_GA:RU";C_33.00.a;075;140;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:RU";C_33.00.a;075;150;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated impairment";;;;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:RU";C_33.00.a;075;160;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:RU";C_33.00.a;075;170;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:RU";C_33.00.a;075;180;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:RU";C_33.00.a;075;190;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x992,RCP=eba_GA:RU";C_33.00.a;075;200;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x42,BAS=eba_BA:x17,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x992,RCP=eba_GA:RU";C_33.00.a;075;210;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x991,RCP=eba_GA:RU";C_33.00.a;075;220;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x42,BAS=eba_BA:x17,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x991,RCP=eba_GA:RU";C_33.00.a;075;230;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x42,BAS=eba_BA:x10,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:RU";C_33.00.a;075;240;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x202,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:RU";C_33.00.a;075;250;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:RU";C_33.00.a;075;260;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x193,RCP=eba_GA:RU";C_33.00.a;075;290;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Exposure value";;;;;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x193,RCP=eba_GA:RU";C_33.00.a;075;300;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Risk weighted exposure amount";;;;;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:RU";C_33.00.a;080;010;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:RU";C_33.00.a;080;020;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:RU";C_33.00.a;080;030;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:RU";C_33.00.a;080;040;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:RU";C_33.00.a;080;050;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:RU";C_33.00.a;080;190;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x1,RCP=eba_GA:RU";C_33.00.a;080;240;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:RU";C_33.00.a;080;250;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,RCP=eba_GA:RU";C_33.00.a;080;260;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:RU";C_33.00.a;090;070;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:RU";C_33.00.a;090;110;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:RU";C_33.00.a;090;130;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:RU";C_33.00.a;090;140;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:RU";C_33.00.a;090;150;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Accumulated impairment";;;;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:RU";C_33.00.a;090;170;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:RU";C_33.00.a;090;180;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:RU";C_33.00.a;090;190;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:RU";C_33.00.a;090;200;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:RU";C_33.00.a;090;210;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:RU";C_33.00.a;090;220;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:RU";C_33.00.a;090;230;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:RU";C_33.00.a;090;260;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:RU";C_33.00.a;090;290;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Exposure value";;;;;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:RU";C_33.00.a;090;300;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Risk weighted exposure amount";;;;;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:RU";C_33.00.a;100;010;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:RU";C_33.00.a;100;020;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:RU";C_33.00.a;100;030;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:RU";C_33.00.a;100;040;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:RU";C_33.00.a;100;050;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:RU";C_33.00.a;100;060;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:RU";C_33.00.a;100;070;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:RU";C_33.00.a;100;080;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:RU";C_33.00.a;100;100;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:RU";C_33.00.a;100;110;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:RU";C_33.00.a;100;120;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:RU";C_33.00.a;100;130;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:RU";C_33.00.a;100;140;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:RU";C_33.00.a;100;150;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated impairment";;;;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:RU";C_33.00.a;100;160;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:RU";C_33.00.a;100;170;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:RU";C_33.00.a;100;180;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:RU";C_33.00.a;100;190;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:RU";C_33.00.a;100;200;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:RU";C_33.00.a;100;210;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:RU";C_33.00.a;100;220;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:RU";C_33.00.a;100;230;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:RU";C_33.00.a;100;240;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x16,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:RU";C_33.00.a;100;250;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:RU";C_33.00.a;100;260;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:RU";C_33.00.a;100;290;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Exposure value";;;;;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:RU";C_33.00.a;100;300;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Risk weighted exposure amount";;;;;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:RU";C_33.00.a;110;010;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:RU";C_33.00.a;110;020;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:RU";C_33.00.a;110;030;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:RU";C_33.00.a;110;040;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:RU";C_33.00.a;110;050;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:RU";C_33.00.a;110;060;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:RU";C_33.00.a;110;070;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:RU";C_33.00.a;110;080;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:RU";C_33.00.a;110;120;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x323,RCP=eba_GA:RU";C_33.00.a;110;130;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x323,RCP=eba_GA:RU";C_33.00.a;110;140;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:RU";C_33.00.a;110;150;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated impairment";;;;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:RU";C_33.00.a;110;160;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:RU";C_33.00.a;110;170;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:RU";C_33.00.a;110;180;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:RU";C_33.00.a;110;190;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x992,RCP=eba_GA:RU";C_33.00.a;110;200;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x992,RCP=eba_GA:RU";C_33.00.a;110;210;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x991,RCP=eba_GA:RU";C_33.00.a;110;220;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x991,RCP=eba_GA:RU";C_33.00.a;110;230;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:RU";C_33.00.a;110;240;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:RU";C_33.00.a;110;250;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:RU";C_33.00.a;110;260;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x193,RCP=eba_GA:RU";C_33.00.a;110;290;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Exposure value";;;;;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x193,RCP=eba_GA:RU";C_33.00.a;110;300;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Risk weighted exposure amount";;;;;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:RU";C_33.00.a;120;010;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:RU";C_33.00.a;120;020;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:RU";C_33.00.a;120;030;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:RU";C_33.00.a;120;040;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:RU";C_33.00.a;120;050;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:RU";C_33.00.a;120;060;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:RU";C_33.00.a;120;070;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:RU";C_33.00.a;120;080;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:RU";C_33.00.a;120;090;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:RU";C_33.00.a;120;100;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:RU";C_33.00.a;120;110;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:RU";C_33.00.a;120;120;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:RU";C_33.00.a;120;130;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:RU";C_33.00.a;120;140;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:RU";C_33.00.a;120;150;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated impairment";;;;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:RU";C_33.00.a;120;160;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:RU";C_33.00.a;120;170;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:RU";C_33.00.a;120;180;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:RU";C_33.00.a;120;190;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:RU";C_33.00.a;140;120;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:RU";C_33.00.a;140;140;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:RU";C_33.00.a;140;150;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated impairment";;;;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:RU";C_33.00.a;140;160;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:RU";C_33.00.a;140;170;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:RU";C_33.00.a;140;180;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:RU";C_33.00.a;140;190;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:RU";C_33.00.a;140;200;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:RU";C_33.00.a;140;210;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:RU";C_33.00.a;140;220;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:RU";C_33.00.a;140;230;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:RU";C_33.00.a;140;240;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x13,EXC=eba_EC:x16,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:RU";C_33.00.a;140;250;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:RU";C_33.00.a;140;260;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:RU";C_33.00.a;140;290;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Exposure value";;;;;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:RU";C_33.00.a;140;300;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Risk weighted exposure amount";;;;;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:RU";C_33.00.a;155;010;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:RU";C_33.00.a;155;020;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:RU";C_33.00.a;155;030;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:RU";C_33.00.a;155;040;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:RU";C_33.00.a;155;050;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:RU";C_33.00.a;155;060;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:RU";C_33.00.a;155;070;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:RU";C_33.00.a;155;080;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:RU";C_33.00.a;155;090;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:RU";C_33.00.a;155;100;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:RU";C_33.00.a;155;110;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:RU";C_33.00.a;155;120;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x323,RCP=eba_GA:RU";C_33.00.a;155;130;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x323,RCP=eba_GA:RU";C_33.00.a;155;140;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:RU";C_33.00.a;155;150;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated impairment";;;;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:RU";C_33.00.a;155;160;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:RU";C_33.00.a;155;170;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:RU";C_33.00.a;155;180;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:RU";C_33.00.a;155;190;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x992,RCP=eba_GA:RU";C_33.00.a;155;200;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x992,RCP=eba_GA:RU";C_33.00.a;155;210;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:RU";C_33.00.a;160;060;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:RU";C_33.00.a;160;080;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:RU";C_33.00.a;160;090;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:RU";C_33.00.a;160;100;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:RU";C_33.00.a;160;110;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:RU";C_33.00.a;160;120;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x56,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:RU";C_33.00.a;160;130;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"RUSSIAN FEDERATION (1788)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:RU,RES=eba_TI:x211";C_33.00.a;230;080;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"RUSSIAN FEDERATION (1788)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:RU,RES=eba_TI:x211";C_33.00.a;230;090;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"RUSSIAN FEDERATION (1788)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:RU,RES=eba_TI:x211";C_33.00.a;230;100;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"RUSSIAN FEDERATION (1788)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:RU,RES=eba_TI:x211";C_33.00.a;230;130;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"RUSSIAN FEDERATION (1788)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:RU,RES=eba_TI:x211";C_33.00.a;230;140;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"RUSSIAN FEDERATION (1788)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:RU,RES=eba_TI:x211";C_33.00.a;230;150;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated impairment";;;;;;;;;"RUSSIAN FEDERATION (1788)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:RU,RES=eba_TI:x211";C_33.00.a;230;160;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"RUSSIAN FEDERATION (1788)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:RU,RES=eba_TI:x211";C_33.00.a;230;170;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"RUSSIAN FEDERATION (1788)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:RU,RES=eba_TI:x211";C_33.00.a;230;180;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"RUSSIAN FEDERATION (1788)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:RU,RES=eba_TI:x211";C_33.00.a;230;190;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"RUSSIAN FEDERATION (1788)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:RU,RES=eba_TI:x211";C_33.00.a;230;200;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"RUSSIAN FEDERATION (1788)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:RU,RES=eba_TI:x211";C_33.00.a;230;210;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"RUSSIAN FEDERATION (1788)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:RU,RES=eba_TI:x211";C_33.00.a;230;220;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"RUSSIAN FEDERATION (1788)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,BAS=eba_BA:x10,CPS=eba_CT:x1,RCP=eba_GA:RU,RES=eba_TI:x211";C_33.00.a;230;240;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"RUSSIAN FEDERATION (1788)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:RU,RES=eba_TI:x211";C_33.00.a;230;250;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"RUSSIAN FEDERATION (1788)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,BAS=eba_BA:x7,CPS=eba_CT:x1,RCP=eba_GA:RU,RES=eba_TI:x211";C_33.00.a;230;260;1788;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"RUSSIAN FEDERATION (1788)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:RS";C_33.00.a;010;010;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"SERBIA (1789)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:RS";C_33.00.a;010;020;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"SERBIA (1789)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:RS";C_33.00.a;010;030;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"SERBIA (1789)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:RS";C_33.00.a;010;040;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"SERBIA (1789)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:RS";C_33.00.a;010;050;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"SERBIA (1789)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:RS";C_33.00.a;010;060;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"SERBIA (1789)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:RS";C_33.00.a;010;070;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"SERBIA (1789)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:RS";C_33.00.a;010;090;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"SERBIA (1789)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:RS";C_33.00.a;010;100;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"SERBIA (1789)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:RS";C_33.00.a;010;110;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"SERBIA (1789)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:RS";C_33.00.a;010;120;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"SERBIA (1789)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:RS";C_33.00.a;010;130;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"SERBIA (1789)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:RS";C_33.00.a;010;140;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"SERBIA (1789)";"010";"Total exposures";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:RS";C_33.00.a;010;150;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Accumulated impairment";;;;;;;;;"SERBIA (1789)";"010";"Total exposures";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:RS";C_33.00.a;010;160;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"SERBIA (1789)";"010";"Total exposures";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:RS";C_33.00.a;010;170;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"SERBIA (1789)";"010";"Total exposures";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:RS";C_33.00.a;010;180;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"SERBIA (1789)";"010";"Total exposures";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:RS";C_33.00.a;010;190;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"SERBIA (1789)";"010";"Total exposures";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:RS";C_33.00.a;010;200;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"SERBIA (1789)";"010";"Total exposures";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:RS";C_33.00.a;010;210;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"SERBIA (1789)";"010";"Total exposures";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:RS";C_33.00.a;010;220;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"SERBIA (1789)";"010";"Total exposures";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:RS";C_33.00.a;010;230;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"SERBIA (1789)";"010";"Total exposures";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,BAS=eba_BA:x10,CPS=eba_CT:x1,RCP=eba_GA:RS";C_33.00.a;010;240;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"SERBIA (1789)";"010";"Total exposures";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,BAS=eba_BA:x7,CPS=eba_CT:x1,RCP=eba_GA:RS";C_33.00.a;010;260;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"SERBIA (1789)";"010";"Total exposures";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:RS";C_33.00.a;020;170;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"SERBIA (1789)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:RS";C_33.00.a;020;180;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"SERBIA (1789)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:RS";C_33.00.a;020;190;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"SERBIA (1789)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x45,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:RS";C_33.00.a;020;200;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the credit risk framework";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"SERBIA (1789)";"010#015#020";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:RS";C_33.00.a;030;140;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"SERBIA (1789)";"010#015#020#030";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:RS";C_33.00.a;030;150;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Standardised Approach";"Direct exposures";"Accumulated impairment";;;;;;;;;"SERBIA (1789)";"010#015#020#030";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:RS";C_33.00.a;040;130;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"SERBIA (1789)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:RS";C_33.00.a;040;140;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"SERBIA (1789)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:RS";C_33.00.a;040;150;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Accumulated impairment";;;;;;;;;"SERBIA (1789)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:RS";C_33.00.a;040;180;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"SERBIA (1789)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:RS";C_33.00.a;040;190;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"SERBIA (1789)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:RS";C_33.00.a;040;200;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"SERBIA (1789)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x42,BAS=eba_BA:x17,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:RS";C_33.00.a;040;210;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"SERBIA (1789)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x42,BAS=eba_BA:x17,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:RS";C_33.00.a;040;230;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"SERBIA (1789)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x42,BAS=eba_BA:x10,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:RS";C_33.00.a;040;240;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"SERBIA (1789)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:RS";C_33.00.a;040;250;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"SERBIA (1789)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:RS";C_33.00.a;040;260;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"SERBIA (1789)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:RS";C_33.00.a;040;290;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Exposure value";;;;;;;;;;"SERBIA (1789)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:RS";C_33.00.a;040;300;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Risk weighted exposure amount";;;;;;;;;;"SERBIA (1789)";"010#015#020#030#040";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Central governments";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:RS";C_33.00.a;050;010;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"SERBIA (1789)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:RS";C_33.00.a;050;020;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"SERBIA (1789)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:RS";C_33.00.a;050;030;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"SERBIA (1789)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:RS";C_33.00.a;050;040;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"SERBIA (1789)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:RS";C_33.00.a;050;050;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"SERBIA (1789)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:RS";C_33.00.a;050;060;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"SERBIA (1789)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:RS";C_33.00.a;050;070;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"SERBIA (1789)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:RS";C_33.00.a;050;080;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"SERBIA (1789)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:RS";C_33.00.a;050;090;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"SERBIA (1789)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:RS";C_33.00.a;050;100;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"SERBIA (1789)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:RS";C_33.00.a;050;110;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"SERBIA (1789)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x223,RCP=eba_GA:RS";C_33.00.a;050;120;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"SERBIA (1789)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x323,RCP=eba_GA:RS";C_33.00.a;050;130;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"SERBIA (1789)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x323,RCP=eba_GA:RS";C_33.00.a;050;140;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"SERBIA (1789)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:RS";C_33.00.a;050;150;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated impairment";;;;;;;;;"SERBIA (1789)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:RS";C_33.00.a;050;160;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"SERBIA (1789)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:RS";C_33.00.a;050;170;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"SERBIA (1789)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:RS";C_33.00.a;050;180;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"SERBIA (1789)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:RS";C_33.00.a;050;190;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"SERBIA (1789)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x992,RCP=eba_GA:RS";C_33.00.a;050;200;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"SERBIA (1789)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x42,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x992,RCP=eba_GA:RS";C_33.00.a;050;210;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"SERBIA (1789)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x991,RCP=eba_GA:RS";C_33.00.a;050;220;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"SERBIA (1789)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x42,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x23,MCY=eba_MC:x991,RCP=eba_GA:RS";C_33.00.a;050;230;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"SERBIA (1789)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x42,BAS=eba_BA:x10,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:RS";C_33.00.a;050;240;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"SERBIA (1789)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x23,RCP=eba_GA:RS";C_33.00.a;050;260;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"SERBIA (1789)";"010#015#020#030#050";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Regional governments or local authorities";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x22,RCP=eba_GA:RS";C_33.00.a;060;150;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities";"Direct exposures";"Accumulated impairment";;;;;;;;;"SERBIA (1789)";"010#015#020#030#060";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Public sector entities";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x22,RCP=eba_GA:RS";C_33.00.a;060;180;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"SERBIA (1789)";"010#015#020#030#060";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Public sector entities";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x223,RCP=eba_GA:RS";C_33.00.a;075;020;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"SERBIA (1789)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x223,RCP=eba_GA:RS";C_33.00.a;075;050;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"SERBIA (1789)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x223,RCP=eba_GA:RS";C_33.00.a;075;060;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"SERBIA (1789)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x223,RCP=eba_GA:RS";C_33.00.a;075;070;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"SERBIA (1789)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x223,RCP=eba_GA:RS";C_33.00.a;075;080;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"SERBIA (1789)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x223,RCP=eba_GA:RS";C_33.00.a;075;090;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"SERBIA (1789)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x223,RCP=eba_GA:RS";C_33.00.a;075;100;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"SERBIA (1789)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x223,RCP=eba_GA:RS";C_33.00.a;075;110;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"SERBIA (1789)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x223,RCP=eba_GA:RS";C_33.00.a;075;120;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"SERBIA (1789)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x323,RCP=eba_GA:RS";C_33.00.a;075;130;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"SERBIA (1789)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x323,RCP=eba_GA:RS";C_33.00.a;075;140;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"SERBIA (1789)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:RS";C_33.00.a;075;150;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated impairment";;;;;;;;;"SERBIA (1789)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:RS";C_33.00.a;075;160;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"SERBIA (1789)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:RS";C_33.00.a;075;170;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"SERBIA (1789)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:RS";C_33.00.a;075;180;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"SERBIA (1789)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:RS";C_33.00.a;075;190;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"SERBIA (1789)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x992,RCP=eba_GA:RS";C_33.00.a;075;200;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"SERBIA (1789)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x42,BAS=eba_BA:x17,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x992,RCP=eba_GA:RS";C_33.00.a;075;210;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"SERBIA (1789)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x991,RCP=eba_GA:RS";C_33.00.a;075;220;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"SERBIA (1789)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x42,BAS=eba_BA:x17,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x991,RCP=eba_GA:RS";C_33.00.a;075;230;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"SERBIA (1789)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x42,BAS=eba_BA:x10,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:RS";C_33.00.a;075;240;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"SERBIA (1789)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x202,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:RS";C_33.00.a;075;250;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"SERBIA (1789)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x42,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x202,RCP=eba_GA:RS";C_33.00.a;075;260;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"SERBIA (1789)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x193,RCP=eba_GA:RS";C_33.00.a;075;290;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Exposure value";;;;;;;;;;"SERBIA (1789)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x42,BAS=eba_BA:x9,CPS=eba_CT:x1,EXC=eba_EC:x202,MCY=eba_MC:x193,RCP=eba_GA:RS";C_33.00.a;075;300;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to Standardised Approach";"Risk weighted exposure amount";;;;;;;;;;"SERBIA (1789)";"010#015#020#030#075";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#Standardised Approach#Other general government exposures subject to Standardised Approach";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:RS";C_33.00.a;080;010;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"SERBIA (1789)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:RS";C_33.00.a;080;190;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"SERBIA (1789)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:RS";C_33.00.a;080;210;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"SERBIA (1789)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:RS";C_33.00.a;080;220;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"IRB Approach";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"SERBIA (1789)";"010#015#020#080";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x32,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:RS";C_33.00.a;090;140;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"SERBIA (1789)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x32,EXC=eba_EC:x16,RCP=eba_GA:RS";C_33.00.a;090;150;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Central governments";"Direct exposures";"Accumulated impairment";;;;;;;;;"SERBIA (1789)";"010#015#020#080#090";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Central governments";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:RS";C_33.00.a;100;030;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"SERBIA (1789)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:RS";C_33.00.a;100;100;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"SERBIA (1789)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:RS";C_33.00.a;100;110;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"SERBIA (1789)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:RS";C_33.00.a;100;120;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"SERBIA (1789)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:RS";C_33.00.a;100;130;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"SERBIA (1789)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:RS";C_33.00.a;100;140;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"SERBIA (1789)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:RS";C_33.00.a;100;150;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated impairment";;;;;;;;;"SERBIA (1789)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:RS";C_33.00.a;100;160;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"SERBIA (1789)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:RS";C_33.00.a;100;170;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"SERBIA (1789)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:RS";C_33.00.a;100;180;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"SERBIA (1789)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:RS";C_33.00.a;100;190;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"SERBIA (1789)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:RS";C_33.00.a;100;200;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"SERBIA (1789)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:RS";C_33.00.a;100;210;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"SERBIA (1789)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:RS";C_33.00.a;100;220;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"SERBIA (1789)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:RS";C_33.00.a;100;230;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"SERBIA (1789)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:RS";C_33.00.a;100;240;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"SERBIA (1789)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x16,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:RS";C_33.00.a;100;250;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"SERBIA (1789)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x16,RCP=eba_GA:RS";C_33.00.a;100;260;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"SERBIA (1789)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:RS";C_33.00.a;100;290;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Exposure value";;;;;;;;;;"SERBIA (1789)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:RS";C_33.00.a;100;300;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Central governments and central banks]";"Risk weighted exposure amount";;;;;;;;;;"SERBIA (1789)";"010#015#020#080#100";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Central governments and central banks]";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:RS";C_33.00.a;110;010;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"SERBIA (1789)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:RS";C_33.00.a;110;020;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"SERBIA (1789)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:RS";C_33.00.a;110;030;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"SERBIA (1789)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x223,RCP=eba_GA:RS";C_33.00.a;110;040;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"SERBIA (1789)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x323,RCP=eba_GA:RS";C_33.00.a;110;140;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"SERBIA (1789)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:RS";C_33.00.a;110;150;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated impairment";;;;;;;;;"SERBIA (1789)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:RS";C_33.00.a;110;160;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"SERBIA (1789)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:RS";C_33.00.a;110;180;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"SERBIA (1789)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:RS";C_33.00.a;110;190;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"SERBIA (1789)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x992,RCP=eba_GA:RS";C_33.00.a;110;200;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"SERBIA (1789)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x992,RCP=eba_GA:RS";C_33.00.a;110;210;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"SERBIA (1789)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x991,RCP=eba_GA:RS";C_33.00.a;110;220;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"SERBIA (1789)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x991,RCP=eba_GA:RS";C_33.00.a;110;230;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"SERBIA (1789)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x16,EXC=eba_EC:x35,RCP=eba_GA:RS";C_33.00.a;110;240;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"SERBIA (1789)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x16,EXC=eba_EC:x35,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:RS";C_33.00.a;110;250;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"SERBIA (1789)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x16,EXC=eba_EC:x35,MCY=eba_MC:x193,RCP=eba_GA:RS";C_33.00.a;110;290;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Regional governments or local authorities [Institutions]";"Exposure value";;;;;;;;;;"SERBIA (1789)";"010#015#020#080#110";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Regional governments or local authorities [Institutions]";"Exposure value";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:RS";C_33.00.a;120;010;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"SERBIA (1789)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:RS";C_33.00.a;120;020;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"SERBIA (1789)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:RS";C_33.00.a;120;030;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"SERBIA (1789)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:RS";C_33.00.a;120;040;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"SERBIA (1789)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:RS";C_33.00.a;120;050;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"SERBIA (1789)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:RS";C_33.00.a;120;110;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"SERBIA (1789)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x223,RCP=eba_GA:RS";C_33.00.a;120;120;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"SERBIA (1789)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:RS";C_33.00.a;120;130;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"SERBIA (1789)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x19,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:RS";C_33.00.a;120;140;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"SERBIA (1789)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:RS";C_33.00.a;120;150;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated impairment";;;;;;;;;"SERBIA (1789)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x19,EXC=eba_EC:x16,RCP=eba_GA:RS";C_33.00.a;120;160;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Public sector entities [Central governments and central banks]";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"SERBIA (1789)";"010#015#020#080#120";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Public sector entities [Central governments and central banks]";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x323,RCP=eba_GA:RS";C_33.00.a;140;140;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"SERBIA (1789)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:RS";C_33.00.a;140;160;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"SERBIA (1789)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:RS";C_33.00.a;140;170;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"SERBIA (1789)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:RS";C_33.00.a;140;180;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"SERBIA (1789)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:RS";C_33.00.a;140;190;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"SERBIA (1789)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:RS";C_33.00.a;140;200;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"SERBIA (1789)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x992,RCP=eba_GA:RS";C_33.00.a;140;210;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"SERBIA (1789)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:RS";C_33.00.a;140;220;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"SERBIA (1789)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x991,RCP=eba_GA:RS";C_33.00.a;140;230;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"SERBIA (1789)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:RS";C_33.00.a;140;240;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"SERBIA (1789)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x13,EXC=eba_EC:x16,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:RS";C_33.00.a;140;250;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"SERBIA (1789)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x13,EXC=eba_EC:x16,RCP=eba_GA:RS";C_33.00.a;140;260;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"SERBIA (1789)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:RS";C_33.00.a;140;290;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Exposure value";;;;;;;;;;"SERBIA (1789)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x13,EXC=eba_EC:x16,MCY=eba_MC:x193,RCP=eba_GA:RS";C_33.00.a;140;300;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"International Organisations [Central governments and central banks]";"Risk weighted exposure amount";;;;;;;;;;"SERBIA (1789)";"010#015#020#080#140";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#International Organisations [Central governments and central banks]";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:RS";C_33.00.a;155;010;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"SERBIA (1789)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:RS";C_33.00.a;155;020;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"SERBIA (1789)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:RS";C_33.00.a;155;030;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"SERBIA (1789)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:RS";C_33.00.a;155;040;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"SERBIA (1789)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:RS";C_33.00.a;155;050;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"SERBIA (1789)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:RS";C_33.00.a;155;060;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"SERBIA (1789)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:RS";C_33.00.a;155;070;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"SERBIA (1789)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:RS";C_33.00.a;155;080;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"SERBIA (1789)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:RS";C_33.00.a;155;090;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"SERBIA (1789)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:RS";C_33.00.a;155;100;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"SERBIA (1789)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:RS";C_33.00.a;155;110;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"SERBIA (1789)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x223,RCP=eba_GA:RS";C_33.00.a;155;120;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"SERBIA (1789)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x323,RCP=eba_GA:RS";C_33.00.a;155;130;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"SERBIA (1789)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x323,RCP=eba_GA:RS";C_33.00.a;155;140;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"SERBIA (1789)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:RS";C_33.00.a;155;150;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated impairment";;;;;;;;;"SERBIA (1789)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:RS";C_33.00.a;155;160;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"SERBIA (1789)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:RS";C_33.00.a;155;170;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"SERBIA (1789)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:RS";C_33.00.a;155;180;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"SERBIA (1789)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:RS";C_33.00.a;155;190;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"SERBIA (1789)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x6,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x992,RCP=eba_GA:RS";C_33.00.a;155;200;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"SERBIA (1789)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x992,RCP=eba_GA:RS";C_33.00.a;155;210;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"SERBIA (1789)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x991,RCP=eba_GA:RS";C_33.00.a;155;220;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"SERBIA (1789)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,APR=eba_AP:x27,BAS=eba_BA:x17,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x991,RCP=eba_GA:RS";C_33.00.a;155;230;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"SERBIA (1789)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,APR=eba_AP:x27,BAS=eba_BA:x10,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:RS";C_33.00.a;155;240;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"SERBIA (1789)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x203,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:RS";C_33.00.a;155;250;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"SERBIA (1789)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APR=eba_AP:x27,BAS=eba_BA:x7,CPS=eba_CT:x1,EXC=eba_EC:x203,RCP=eba_GA:RS";C_33.00.a;155;260;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"SERBIA (1789)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x193,RCP=eba_GA:RS";C_33.00.a;155;290;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Exposure value";;;;;;;;;;"SERBIA (1789)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Exposure value";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi237,APR=eba_AP:x27,BAS=eba_BA:x9,CPS=eba_CT:x1,EXC=eba_EC:x203,MCY=eba_MC:x193,RCP=eba_GA:RS";C_33.00.a;155;300;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Other general government exposures subject to IRB approach";"Risk weighted exposure amount";;;;;;;;;;"SERBIA (1789)";"010#015#020#080#155";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the credit risk framework#IRB Approach#Other general government exposures subject to IRB approach";"Risk weighted exposure amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:RS";C_33.00.a;160;010;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"SERBIA (1789)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:RS";C_33.00.a;160;020;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"SERBIA (1789)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:RS";C_33.00.a;160;030;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"SERBIA (1789)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:RS";C_33.00.a;160;040;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Trading financial assets";;;;;;;"SERBIA (1789)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:RS";C_33.00.a;160;050;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading financial assets mandatorily at fair value through profit or loss";;;;;;;"SERBIA (1789)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading financial assets mandatorily at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:RS";C_33.00.a;160;060;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets designated at fair value through profit or loss";;;;;;;"SERBIA (1789)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets designated at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:RS";C_33.00.a;160;070;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value through profit or loss";;;;;;;"SERBIA (1789)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:RS";C_33.00.a;160;080;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at fair value through other comprehensive income";;;;;;;"SERBIA (1789)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at fair value through other comprehensive income";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:RS";C_33.00.a;160;090;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"SERBIA (1789)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:RS";C_33.00.a;160;100;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"SERBIA (1789)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,APR=eba_AP:x56,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:RS";C_33.00.a;160;110;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"Exposures under the market risk framework";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"SERBIA (1789)";"010#015#160";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RISK, REGULATORY APPROACH AND EXPOSURE CLASSES#Exposures under the market risk framework";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:RS,RES=eba_TI:x124";C_33.00.a;170;210;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 0 - 3M [";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"SERBIA (1789)";"010#165#170";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 0 - 3M [";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi136,APL=eba_PL:x70,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:RS,RES=eba_TI:x541";C_33.00.a;180;010;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 3M - 1Y [";"Direct exposures";"On-balance sheet exposures";"Total gross carrying amount of non-derivative financial assets";;;;;;;;"SERBIA (1789)";"010#165#180";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 3M - 1Y [";"Direct exposures#On-balance sheet exposures#Total gross carrying amount of non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi517,APL=eba_PL:x70,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:RS,RES=eba_TI:x541";C_33.00.a;180;020;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 3M - 1Y [";"Direct exposures";"On-balance sheet exposures";"Total carrying amount of non-derivative financial assets (net of short positions)";;;;;;;;"SERBIA (1789)";"010#165#180";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 3M - 1Y [";"Direct exposures#On-balance sheet exposures#Total carrying amount of non-derivative financial assets (net of short positions)";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:RS,RES=eba_TI:x541";C_33.00.a;180;030;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 3M - 1Y [";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets held for trading";;;;;;;"SERBIA (1789)";"010#165#180";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 3M - 1Y [";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets held for trading";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:RS,RES=eba_TI:x551";C_33.00.a;220;110;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"SERBIA (1789)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:RS,RES=eba_TI:x551";C_33.00.a;220;160;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"SERBIA (1789)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:RS,RES=eba_TI:x551";C_33.00.a;220;170;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"SERBIA (1789)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:RS,RES=eba_TI:x551";C_33.00.a;220;180;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"SERBIA (1789)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:RS,RES=eba_TI:x211";C_33.00.a;230;090;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at fair value to equity";;;;;;;"SERBIA (1789)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x75,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:RS,RES=eba_TI:x211";C_33.00.a;230;100;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Financial assets at amortised cost";;;;;;;"SERBIA (1789)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Financial assets at amortised cost";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x62,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:RS,RES=eba_TI:x211";C_33.00.a;230;110;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Non-trading non-derivative financial assets measured at a cost-based method";;;;;;;"SERBIA (1789)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Non-trading non-derivative financial assets measured at a cost-based method";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x69,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x223,RCP=eba_GA:RS,RES=eba_TI:x211";C_33.00.a;230;120;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Non-derivative financial assets by accounting portfolios";"Other non-trading non-derivative financial assets";;;;;;;"SERBIA (1789)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Non-derivative financial assets by accounting portfolios#Other non-trading non-derivative financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:RS,RES=eba_TI:x211";C_33.00.a;230;130;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Short positions";;;;;;;;"SERBIA (1789)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Short positions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x261,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x323,RCP=eba_GA:RS,RES=eba_TI:x211";C_33.00.a;230;140;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"On-balance sheet exposures";"Short positions";"Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";;;;;;;"SERBIA (1789)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#On-balance sheet exposures#Short positions#Of which: Short positions from reverse repurchased loans classified as held for trading or trading financial assets";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x4,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:RS,RES=eba_TI:x211";C_33.00.a;230;150;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated impairment";;;;;;;;;"SERBIA (1789)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated impairment";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi7,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:RS,RES=eba_TI:x211";C_33.00.a;230;160;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated impairment";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"SERBIA (1789)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated impairment#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:RS,RES=eba_TI:x211";C_33.00.a;230;170;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;;"SERBIA (1789)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x682,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:RS,RES=eba_TI:x211";C_33.00.a;230;180;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";;;;;;;;"SERBIA (1789)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,APL=eba_PL:x753,BAS=eba_BA:x6,CPS=eba_CT:x1,RCP=eba_GA:RS,RES=eba_TI:x211";C_33.00.a;230;190;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Accumulated negative changes in fair value due to credit risk";"of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";;;;;;;;"SERBIA (1789)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Accumulated negative changes in fair value due to credit risk#of which: from financial assets at fair value through other comprehensive income or from non-trading non-derivative financial assets measured at fair value to equity";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:RS,RES=eba_TI:x211";C_33.00.a;230;200;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Carrying amount";;;;;;;"SERBIA (1789)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Derivatives#Derivatives with positive fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x992,RCP=eba_GA:RS,RES=eba_TI:x211";C_33.00.a;230;210;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Derivatives";"Derivatives with positive fair value";"Notional amount";;;;;;;"SERBIA (1789)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Derivatives#Derivatives with positive fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:RS,RES=eba_TI:x211";C_33.00.a;230;220;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Carrying amount";;;;;;;"SERBIA (1789)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Derivatives#Derivatives with negative fair value#Carrying amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi170,BAS=eba_BA:x17,CPS=eba_CT:x1,MCY=eba_MC:x991,RCP=eba_GA:RS,RES=eba_TI:x211";C_33.00.a;230;230;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Derivatives";"Derivatives with negative fair value";"Notional amount";;;;;;;"SERBIA (1789)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Derivatives#Derivatives with negative fair value#Notional amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi287,BAS=eba_BA:x10,CPS=eba_CT:x1,RCP=eba_GA:RS,RES=eba_TI:x211";C_33.00.a;230;240;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Off-balance sheet exposures";"Nominal amount";;;;;;;;"SERBIA (1789)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Off-balance sheet exposures#Nominal amount";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CPS=eba_CT:x1,MCP=eba_MC:x251,MCY=eba_MC:x283,RCP=eba_GA:RS,RES=eba_TI:x211";C_33.00.a;230;250;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Off-balance sheet exposures";"Provisions";;;;;;;;"SERBIA (1789)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Off-balance sheet exposures#Provisions";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi504,BAS=eba_BA:x7,CPS=eba_CT:x1,RCP=eba_GA:RS,RES=eba_TI:x211";C_33.00.a;230;260;1789;monetaryItemType;C 33.00.a General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Direct exposures";"Off-balance sheet exposures";"Accumulated negative changes in fair value due to credit risk";;;;;;;;"SERBIA (1789)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Direct exposures#Off-balance sheet exposures#Accumulated negative changes in fair value due to credit risk";False;True;"Country of residence of the counterparty"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:AL,TRI=eba_TR:x2";C_33.00.b;010;270;1754;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"ALBANIA (1754)";"010";"Total exposures";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:AL,TRI=eba_TR:x2";C_33.00.b;010;280;1754;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"ALBANIA (1754)";"010";"Total exposures";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:AL,RES=eba_TI:x124,TRI=eba_TR:x2";C_33.00.b;170;270;1754;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 0 - 3M [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"ALBANIA (1754)";"010#165#170";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 0 - 3M [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:AL,RES=eba_TI:x124,TRI=eba_TR:x2";C_33.00.b;170;280;1754;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 0 - 3M [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"ALBANIA (1754)";"010#165#170";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 0 - 3M [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:AL,RES=eba_TI:x541,TRI=eba_TR:x2";C_33.00.b;180;270;1754;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 3M - 1Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"ALBANIA (1754)";"010#165#180";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 3M - 1Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:AL,RES=eba_TI:x541,TRI=eba_TR:x2";C_33.00.b;180;280;1754;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 3M - 1Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"ALBANIA (1754)";"010#165#180";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 3M - 1Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:AL,RES=eba_TI:x271,TRI=eba_TR:x2";C_33.00.b;190;270;1754;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 1Y - 2Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"ALBANIA (1754)";"010#165#190";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 1Y - 2Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:AL,RES=eba_TI:x271,TRI=eba_TR:x2";C_33.00.b;190;280;1754;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 1Y - 2Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"ALBANIA (1754)";"010#165#190";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 1Y - 2Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:AL,RES=eba_TI:x621,TRI=eba_TR:x2";C_33.00.b;200;270;1754;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 2Y - 3Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"ALBANIA (1754)";"010#165#200";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 2Y - 3Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:AL,RES=eba_TI:x621,TRI=eba_TR:x2";C_33.00.b;200;280;1754;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 2Y - 3Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"ALBANIA (1754)";"010#165#200";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 2Y - 3Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:AL,RES=eba_TI:x542,TRI=eba_TR:x2";C_33.00.b;210;270;1754;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 3Y - 5Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"ALBANIA (1754)";"010#165#210";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 3Y - 5Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:AL,RES=eba_TI:x542,TRI=eba_TR:x2";C_33.00.b;210;280;1754;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 3Y - 5Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"ALBANIA (1754)";"010#165#210";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 3Y - 5Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:AL,RES=eba_TI:x551,TRI=eba_TR:x2";C_33.00.b;220;270;1754;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"ALBANIA (1754)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:AL,RES=eba_TI:x551,TRI=eba_TR:x2";C_33.00.b;220;280;1754;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"ALBANIA (1754)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:AL,RES=eba_TI:x211,TRI=eba_TR:x2";C_33.00.b;230;270;1754;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"ALBANIA (1754)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:AL,RES=eba_TI:x211,TRI=eba_TR:x2";C_33.00.b;230;280;1754;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"ALBANIA (1754)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:x1,TRI=eba_TR:x2";C_33.00.b;010;270;6145;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"All countries (6145)";"010";"Total exposures";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:x1,TRI=eba_TR:x2";C_33.00.b;010;280;6145;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"All countries (6145)";"010";"Total exposures";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:x1,RES=eba_TI:x124,TRI=eba_TR:x2";C_33.00.b;170;270;6145;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 0 - 3M [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"All countries (6145)";"010#165#170";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 0 - 3M [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:x1,RES=eba_TI:x271,TRI=eba_TR:x2";C_33.00.b;190;270;6145;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 1Y - 2Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"All countries (6145)";"010#165#190";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 1Y - 2Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:x1,RES=eba_TI:x271,TRI=eba_TR:x2";C_33.00.b;190;280;6145;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 1Y - 2Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"All countries (6145)";"010#165#190";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 1Y - 2Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:x1,RES=eba_TI:x542,TRI=eba_TR:x2";C_33.00.b;210;280;6145;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 3Y - 5Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"All countries (6145)";"010#165#210";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 3Y - 5Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:x1,RES=eba_TI:x551,TRI=eba_TR:x2";C_33.00.b;220;270;6145;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"All countries (6145)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:x1,RES=eba_TI:x551,TRI=eba_TR:x2";C_33.00.b;220;280;6145;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"All countries (6145)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:x1,RES=eba_TI:x211,TRI=eba_TR:x2";C_33.00.b;230;270;6145;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"All countries (6145)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:x1,RES=eba_TI:x211,TRI=eba_TR:x2";C_33.00.b;230;280;6145;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"All countries (6145)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:AT,TRI=eba_TR:x2";C_33.00.b;010;270;1755;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"AUSTRIA (1755)";"010";"Total exposures";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:AT,TRI=eba_TR:x2";C_33.00.b;010;280;1755;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"AUSTRIA (1755)";"010";"Total exposures";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:AT,RES=eba_TI:x124,TRI=eba_TR:x2";C_33.00.b;170;270;1755;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 0 - 3M [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"AUSTRIA (1755)";"010#165#170";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 0 - 3M [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:AT,RES=eba_TI:x124,TRI=eba_TR:x2";C_33.00.b;170;280;1755;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 0 - 3M [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"AUSTRIA (1755)";"010#165#170";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 0 - 3M [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:AT,RES=eba_TI:x541,TRI=eba_TR:x2";C_33.00.b;180;270;1755;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 3M - 1Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"AUSTRIA (1755)";"010#165#180";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 3M - 1Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:AT,RES=eba_TI:x541,TRI=eba_TR:x2";C_33.00.b;180;280;1755;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 3M - 1Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"AUSTRIA (1755)";"010#165#180";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 3M - 1Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:AT,RES=eba_TI:x271,TRI=eba_TR:x2";C_33.00.b;190;270;1755;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 1Y - 2Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"AUSTRIA (1755)";"010#165#190";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 1Y - 2Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:AT,RES=eba_TI:x271,TRI=eba_TR:x2";C_33.00.b;190;280;1755;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 1Y - 2Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"AUSTRIA (1755)";"010#165#190";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 1Y - 2Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:AT,RES=eba_TI:x621,TRI=eba_TR:x2";C_33.00.b;200;270;1755;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 2Y - 3Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"AUSTRIA (1755)";"010#165#200";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 2Y - 3Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:AT,RES=eba_TI:x621,TRI=eba_TR:x2";C_33.00.b;200;280;1755;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 2Y - 3Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"AUSTRIA (1755)";"010#165#200";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 2Y - 3Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:AT,RES=eba_TI:x542,TRI=eba_TR:x2";C_33.00.b;210;270;1755;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 3Y - 5Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"AUSTRIA (1755)";"010#165#210";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 3Y - 5Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:AT,RES=eba_TI:x542,TRI=eba_TR:x2";C_33.00.b;210;280;1755;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 3Y - 5Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"AUSTRIA (1755)";"010#165#210";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 3Y - 5Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:AT,RES=eba_TI:x551,TRI=eba_TR:x2";C_33.00.b;220;270;1755;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"AUSTRIA (1755)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:AT,RES=eba_TI:x551,TRI=eba_TR:x2";C_33.00.b;220;280;1755;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"AUSTRIA (1755)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:AT,RES=eba_TI:x211,TRI=eba_TR:x2";C_33.00.b;230;270;1755;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"AUSTRIA (1755)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:AT,RES=eba_TI:x211,TRI=eba_TR:x2";C_33.00.b;230;280;1755;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"AUSTRIA (1755)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:BE,TRI=eba_TR:x2";C_33.00.b;010;270;1756;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"BELGIUM (1756)";"010";"Total exposures";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:BE,TRI=eba_TR:x2";C_33.00.b;010;280;1756;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"BELGIUM (1756)";"010";"Total exposures";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:BE,RES=eba_TI:x124,TRI=eba_TR:x2";C_33.00.b;170;270;1756;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 0 - 3M [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"BELGIUM (1756)";"010#165#170";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 0 - 3M [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:BE,RES=eba_TI:x124,TRI=eba_TR:x2";C_33.00.b;170;280;1756;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 0 - 3M [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"BELGIUM (1756)";"010#165#170";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 0 - 3M [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:BE,RES=eba_TI:x541,TRI=eba_TR:x2";C_33.00.b;180;270;1756;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 3M - 1Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"BELGIUM (1756)";"010#165#180";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 3M - 1Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:BE,RES=eba_TI:x541,TRI=eba_TR:x2";C_33.00.b;180;280;1756;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 3M - 1Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"BELGIUM (1756)";"010#165#180";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 3M - 1Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:BE,RES=eba_TI:x271,TRI=eba_TR:x2";C_33.00.b;190;270;1756;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 1Y - 2Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"BELGIUM (1756)";"010#165#190";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 1Y - 2Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:BE,RES=eba_TI:x271,TRI=eba_TR:x2";C_33.00.b;190;280;1756;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 1Y - 2Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"BELGIUM (1756)";"010#165#190";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 1Y - 2Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:BE,RES=eba_TI:x621,TRI=eba_TR:x2";C_33.00.b;200;270;1756;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 2Y - 3Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"BELGIUM (1756)";"010#165#200";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 2Y - 3Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:BE,RES=eba_TI:x621,TRI=eba_TR:x2";C_33.00.b;200;280;1756;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 2Y - 3Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"BELGIUM (1756)";"010#165#200";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 2Y - 3Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:BE,RES=eba_TI:x542,TRI=eba_TR:x2";C_33.00.b;210;270;1756;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 3Y - 5Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"BELGIUM (1756)";"010#165#210";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 3Y - 5Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:BE,RES=eba_TI:x542,TRI=eba_TR:x2";C_33.00.b;210;280;1756;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 3Y - 5Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"BELGIUM (1756)";"010#165#210";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 3Y - 5Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:BE,RES=eba_TI:x551,TRI=eba_TR:x2";C_33.00.b;220;270;1756;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"BELGIUM (1756)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:BE,RES=eba_TI:x551,TRI=eba_TR:x2";C_33.00.b;220;280;1756;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"BELGIUM (1756)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:BE,RES=eba_TI:x211,TRI=eba_TR:x2";C_33.00.b;230;270;1756;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"BELGIUM (1756)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:BE,RES=eba_TI:x211,TRI=eba_TR:x2";C_33.00.b;230;280;1756;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"BELGIUM (1756)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:BG,TRI=eba_TR:x2";C_33.00.b;010;270;1757;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"BULGARIA (1757)";"010";"Total exposures";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:BG,TRI=eba_TR:x2";C_33.00.b;010;280;1757;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"BULGARIA (1757)";"010";"Total exposures";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:BG,RES=eba_TI:x124,TRI=eba_TR:x2";C_33.00.b;170;270;1757;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 0 - 3M [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"BULGARIA (1757)";"010#165#170";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 0 - 3M [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:BG,RES=eba_TI:x124,TRI=eba_TR:x2";C_33.00.b;170;280;1757;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 0 - 3M [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"BULGARIA (1757)";"010#165#170";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 0 - 3M [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:BG,RES=eba_TI:x541,TRI=eba_TR:x2";C_33.00.b;180;270;1757;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 3M - 1Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"BULGARIA (1757)";"010#165#180";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 3M - 1Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:BG,RES=eba_TI:x541,TRI=eba_TR:x2";C_33.00.b;180;280;1757;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 3M - 1Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"BULGARIA (1757)";"010#165#180";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 3M - 1Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:BG,RES=eba_TI:x271,TRI=eba_TR:x2";C_33.00.b;190;270;1757;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 1Y - 2Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"BULGARIA (1757)";"010#165#190";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 1Y - 2Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:BG,RES=eba_TI:x271,TRI=eba_TR:x2";C_33.00.b;190;280;1757;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 1Y - 2Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"BULGARIA (1757)";"010#165#190";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 1Y - 2Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:BG,RES=eba_TI:x621,TRI=eba_TR:x2";C_33.00.b;200;270;1757;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 2Y - 3Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"BULGARIA (1757)";"010#165#200";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 2Y - 3Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:BG,RES=eba_TI:x621,TRI=eba_TR:x2";C_33.00.b;200;280;1757;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 2Y - 3Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"BULGARIA (1757)";"010#165#200";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 2Y - 3Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:BG,RES=eba_TI:x542,TRI=eba_TR:x2";C_33.00.b;210;270;1757;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 3Y - 5Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"BULGARIA (1757)";"010#165#210";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 3Y - 5Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:BG,RES=eba_TI:x542,TRI=eba_TR:x2";C_33.00.b;210;280;1757;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 3Y - 5Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"BULGARIA (1757)";"010#165#210";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 3Y - 5Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:BG,RES=eba_TI:x551,TRI=eba_TR:x2";C_33.00.b;220;270;1757;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"BULGARIA (1757)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:BG,RES=eba_TI:x551,TRI=eba_TR:x2";C_33.00.b;220;280;1757;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"BULGARIA (1757)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:BG,RES=eba_TI:x211,TRI=eba_TR:x2";C_33.00.b;230;270;1757;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"BULGARIA (1757)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:BG,RES=eba_TI:x211,TRI=eba_TR:x2";C_33.00.b;230;280;1757;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"BULGARIA (1757)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:CY,TRI=eba_TR:x2";C_33.00.b;010;270;1759;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"CYPRUS (1759)";"010";"Total exposures";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:CY,TRI=eba_TR:x2";C_33.00.b;010;280;1759;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"CYPRUS (1759)";"010";"Total exposures";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:CY,RES=eba_TI:x124,TRI=eba_TR:x2";C_33.00.b;170;270;1759;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 0 - 3M [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"CYPRUS (1759)";"010#165#170";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 0 - 3M [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:CY,RES=eba_TI:x124,TRI=eba_TR:x2";C_33.00.b;170;280;1759;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 0 - 3M [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"CYPRUS (1759)";"010#165#170";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 0 - 3M [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:CY,RES=eba_TI:x541,TRI=eba_TR:x2";C_33.00.b;180;270;1759;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 3M - 1Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"CYPRUS (1759)";"010#165#180";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 3M - 1Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:CY,RES=eba_TI:x541,TRI=eba_TR:x2";C_33.00.b;180;280;1759;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 3M - 1Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"CYPRUS (1759)";"010#165#180";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 3M - 1Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:CY,RES=eba_TI:x271,TRI=eba_TR:x2";C_33.00.b;190;270;1759;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 1Y - 2Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"CYPRUS (1759)";"010#165#190";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 1Y - 2Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:CY,RES=eba_TI:x271,TRI=eba_TR:x2";C_33.00.b;190;280;1759;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 1Y - 2Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"CYPRUS (1759)";"010#165#190";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 1Y - 2Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:CY,RES=eba_TI:x621,TRI=eba_TR:x2";C_33.00.b;200;270;1759;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 2Y - 3Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"CYPRUS (1759)";"010#165#200";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 2Y - 3Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:CY,RES=eba_TI:x621,TRI=eba_TR:x2";C_33.00.b;200;280;1759;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 2Y - 3Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"CYPRUS (1759)";"010#165#200";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 2Y - 3Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:CY,RES=eba_TI:x542,TRI=eba_TR:x2";C_33.00.b;210;270;1759;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 3Y - 5Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"CYPRUS (1759)";"010#165#210";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 3Y - 5Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:CY,RES=eba_TI:x542,TRI=eba_TR:x2";C_33.00.b;210;280;1759;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 3Y - 5Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"CYPRUS (1759)";"010#165#210";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 3Y - 5Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:CY,RES=eba_TI:x551,TRI=eba_TR:x2";C_33.00.b;220;270;1759;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"CYPRUS (1759)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:CY,RES=eba_TI:x551,TRI=eba_TR:x2";C_33.00.b;220;280;1759;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"CYPRUS (1759)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:CZ,RES=eba_TI:x124,TRI=eba_TR:x2";C_33.00.b;170;280;1760;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 0 - 3M [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"CZECH REPUBLIC (1760)";"010#165#170";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 0 - 3M [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:CZ,RES=eba_TI:x541,TRI=eba_TR:x2";C_33.00.b;180;270;1760;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 3M - 1Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"CZECH REPUBLIC (1760)";"010#165#180";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 3M - 1Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:CZ,RES=eba_TI:x541,TRI=eba_TR:x2";C_33.00.b;180;280;1760;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 3M - 1Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"CZECH REPUBLIC (1760)";"010#165#180";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 3M - 1Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:CZ,RES=eba_TI:x271,TRI=eba_TR:x2";C_33.00.b;190;270;1760;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 1Y - 2Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"CZECH REPUBLIC (1760)";"010#165#190";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 1Y - 2Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:CZ,RES=eba_TI:x271,TRI=eba_TR:x2";C_33.00.b;190;280;1760;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 1Y - 2Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"CZECH REPUBLIC (1760)";"010#165#190";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 1Y - 2Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:CZ,RES=eba_TI:x621,TRI=eba_TR:x2";C_33.00.b;200;270;1760;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 2Y - 3Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"CZECH REPUBLIC (1760)";"010#165#200";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 2Y - 3Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:CZ,RES=eba_TI:x621,TRI=eba_TR:x2";C_33.00.b;200;280;1760;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 2Y - 3Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"CZECH REPUBLIC (1760)";"010#165#200";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 2Y - 3Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:CZ,RES=eba_TI:x542,TRI=eba_TR:x2";C_33.00.b;210;270;1760;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 3Y - 5Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"CZECH REPUBLIC (1760)";"010#165#210";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 3Y - 5Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:CZ,RES=eba_TI:x542,TRI=eba_TR:x2";C_33.00.b;210;280;1760;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 3Y - 5Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"CZECH REPUBLIC (1760)";"010#165#210";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 3Y - 5Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:CZ,RES=eba_TI:x551,TRI=eba_TR:x2";C_33.00.b;220;270;1760;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"CZECH REPUBLIC (1760)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:CZ,RES=eba_TI:x551,TRI=eba_TR:x2";C_33.00.b;220;280;1760;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"CZECH REPUBLIC (1760)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:CZ,RES=eba_TI:x211,TRI=eba_TR:x2";C_33.00.b;230;270;1760;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"CZECH REPUBLIC (1760)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:CZ,RES=eba_TI:x211,TRI=eba_TR:x2";C_33.00.b;230;280;1760;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"CZECH REPUBLIC (1760)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:DK,TRI=eba_TR:x2";C_33.00.b;010;270;1761;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"DENMARK (1761)";"010";"Total exposures";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:DK,TRI=eba_TR:x2";C_33.00.b;010;280;1761;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"DENMARK (1761)";"010";"Total exposures";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:DK,RES=eba_TI:x124,TRI=eba_TR:x2";C_33.00.b;170;270;1761;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 0 - 3M [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"DENMARK (1761)";"010#165#170";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 0 - 3M [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:DK,RES=eba_TI:x124,TRI=eba_TR:x2";C_33.00.b;170;280;1761;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 0 - 3M [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"DENMARK (1761)";"010#165#170";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 0 - 3M [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:DK,RES=eba_TI:x541,TRI=eba_TR:x2";C_33.00.b;180;270;1761;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 3M - 1Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"DENMARK (1761)";"010#165#180";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 3M - 1Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:DK,RES=eba_TI:x541,TRI=eba_TR:x2";C_33.00.b;180;280;1761;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 3M - 1Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"DENMARK (1761)";"010#165#180";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 3M - 1Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:DK,RES=eba_TI:x271,TRI=eba_TR:x2";C_33.00.b;190;270;1761;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 1Y - 2Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"DENMARK (1761)";"010#165#190";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 1Y - 2Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:DK,RES=eba_TI:x271,TRI=eba_TR:x2";C_33.00.b;190;280;1761;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 1Y - 2Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"DENMARK (1761)";"010#165#190";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 1Y - 2Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:DK,RES=eba_TI:x621,TRI=eba_TR:x2";C_33.00.b;200;270;1761;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 2Y - 3Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"DENMARK (1761)";"010#165#200";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 2Y - 3Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:DK,RES=eba_TI:x621,TRI=eba_TR:x2";C_33.00.b;200;280;1761;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 2Y - 3Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"DENMARK (1761)";"010#165#200";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 2Y - 3Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:DK,RES=eba_TI:x542,TRI=eba_TR:x2";C_33.00.b;210;270;1761;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 3Y - 5Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"DENMARK (1761)";"010#165#210";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 3Y - 5Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:DK,RES=eba_TI:x542,TRI=eba_TR:x2";C_33.00.b;210;280;1761;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 3Y - 5Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"DENMARK (1761)";"010#165#210";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 3Y - 5Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:DK,RES=eba_TI:x551,TRI=eba_TR:x2";C_33.00.b;220;270;1761;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"DENMARK (1761)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:DK,RES=eba_TI:x551,TRI=eba_TR:x2";C_33.00.b;220;280;1761;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"DENMARK (1761)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:DK,RES=eba_TI:x211,TRI=eba_TR:x2";C_33.00.b;230;270;1761;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"DENMARK (1761)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:DK,RES=eba_TI:x211,TRI=eba_TR:x2";C_33.00.b;230;280;1761;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"DENMARK (1761)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:EE,TRI=eba_TR:x2";C_33.00.b;010;270;1763;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"ESTONIA (1763)";"010";"Total exposures";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:EE,TRI=eba_TR:x2";C_33.00.b;010;280;1763;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"ESTONIA (1763)";"010";"Total exposures";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:EE,RES=eba_TI:x124,TRI=eba_TR:x2";C_33.00.b;170;270;1763;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 0 - 3M [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"ESTONIA (1763)";"010#165#170";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 0 - 3M [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:EE,RES=eba_TI:x124,TRI=eba_TR:x2";C_33.00.b;170;280;1763;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 0 - 3M [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"ESTONIA (1763)";"010#165#170";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 0 - 3M [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:EE,RES=eba_TI:x541,TRI=eba_TR:x2";C_33.00.b;180;270;1763;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 3M - 1Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"ESTONIA (1763)";"010#165#180";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 3M - 1Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:EE,RES=eba_TI:x541,TRI=eba_TR:x2";C_33.00.b;180;280;1763;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 3M - 1Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"ESTONIA (1763)";"010#165#180";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 3M - 1Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:EE,RES=eba_TI:x271,TRI=eba_TR:x2";C_33.00.b;190;270;1763;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 1Y - 2Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"ESTONIA (1763)";"010#165#190";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 1Y - 2Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:EE,RES=eba_TI:x271,TRI=eba_TR:x2";C_33.00.b;190;280;1763;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 1Y - 2Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"ESTONIA (1763)";"010#165#190";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 1Y - 2Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:EE,RES=eba_TI:x621,TRI=eba_TR:x2";C_33.00.b;200;270;1763;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 2Y - 3Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"ESTONIA (1763)";"010#165#200";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 2Y - 3Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:EE,RES=eba_TI:x621,TRI=eba_TR:x2";C_33.00.b;200;280;1763;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 2Y - 3Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"ESTONIA (1763)";"010#165#200";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 2Y - 3Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:EE,RES=eba_TI:x542,TRI=eba_TR:x2";C_33.00.b;210;270;1763;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 3Y - 5Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"ESTONIA (1763)";"010#165#210";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 3Y - 5Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:EE,RES=eba_TI:x542,TRI=eba_TR:x2";C_33.00.b;210;280;1763;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 3Y - 5Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"ESTONIA (1763)";"010#165#210";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 3Y - 5Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:EE,RES=eba_TI:x551,TRI=eba_TR:x2";C_33.00.b;220;270;1763;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"ESTONIA (1763)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:EE,RES=eba_TI:x551,TRI=eba_TR:x2";C_33.00.b;220;280;1763;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"ESTONIA (1763)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:EE,RES=eba_TI:x211,TRI=eba_TR:x2";C_33.00.b;230;270;1763;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"ESTONIA (1763)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:EE,RES=eba_TI:x211,TRI=eba_TR:x2";C_33.00.b;230;280;1763;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"ESTONIA (1763)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:FI,RES=eba_TI:x124,TRI=eba_TR:x2";C_33.00.b;170;280;1764;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 0 - 3M [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"FINLAND (1764)";"010#165#170";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 0 - 3M [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:FI,RES=eba_TI:x541,TRI=eba_TR:x2";C_33.00.b;180;280;1764;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 3M - 1Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"FINLAND (1764)";"010#165#180";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 3M - 1Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:FI,RES=eba_TI:x271,TRI=eba_TR:x2";C_33.00.b;190;270;1764;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 1Y - 2Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"FINLAND (1764)";"010#165#190";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 1Y - 2Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:FI,RES=eba_TI:x271,TRI=eba_TR:x2";C_33.00.b;190;280;1764;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 1Y - 2Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"FINLAND (1764)";"010#165#190";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 1Y - 2Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:FI,RES=eba_TI:x621,TRI=eba_TR:x2";C_33.00.b;200;270;1764;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 2Y - 3Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"FINLAND (1764)";"010#165#200";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 2Y - 3Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:FI,RES=eba_TI:x621,TRI=eba_TR:x2";C_33.00.b;200;280;1764;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 2Y - 3Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"FINLAND (1764)";"010#165#200";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 2Y - 3Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:FI,RES=eba_TI:x542,TRI=eba_TR:x2";C_33.00.b;210;270;1764;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 3Y - 5Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"FINLAND (1764)";"010#165#210";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 3Y - 5Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:FI,RES=eba_TI:x542,TRI=eba_TR:x2";C_33.00.b;210;280;1764;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 3Y - 5Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"FINLAND (1764)";"010#165#210";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 3Y - 5Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:FI,RES=eba_TI:x551,TRI=eba_TR:x2";C_33.00.b;220;270;1764;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"FINLAND (1764)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:FI,RES=eba_TI:x551,TRI=eba_TR:x2";C_33.00.b;220;280;1764;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"FINLAND (1764)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:FI,RES=eba_TI:x211,TRI=eba_TR:x2";C_33.00.b;230;270;1764;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"FINLAND (1764)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:FI,RES=eba_TI:x211,TRI=eba_TR:x2";C_33.00.b;230;280;1764;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"FINLAND (1764)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:FR,TRI=eba_TR:x2";C_33.00.b;010;270;1765;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"FRANCE (1765)";"010";"Total exposures";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:FR,TRI=eba_TR:x2";C_33.00.b;010;280;1765;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"FRANCE (1765)";"010";"Total exposures";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:FR,RES=eba_TI:x124,TRI=eba_TR:x2";C_33.00.b;170;270;1765;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 0 - 3M [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"FRANCE (1765)";"010#165#170";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 0 - 3M [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:FR,RES=eba_TI:x124,TRI=eba_TR:x2";C_33.00.b;170;280;1765;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 0 - 3M [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"FRANCE (1765)";"010#165#170";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 0 - 3M [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:FR,RES=eba_TI:x541,TRI=eba_TR:x2";C_33.00.b;180;270;1765;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 3M - 1Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"FRANCE (1765)";"010#165#180";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 3M - 1Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:FR,RES=eba_TI:x541,TRI=eba_TR:x2";C_33.00.b;180;280;1765;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 3M - 1Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"FRANCE (1765)";"010#165#180";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 3M - 1Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:FR,RES=eba_TI:x271,TRI=eba_TR:x2";C_33.00.b;190;270;1765;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 1Y - 2Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"FRANCE (1765)";"010#165#190";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 1Y - 2Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:FR,RES=eba_TI:x271,TRI=eba_TR:x2";C_33.00.b;190;280;1765;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 1Y - 2Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"FRANCE (1765)";"010#165#190";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 1Y - 2Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:FR,RES=eba_TI:x621,TRI=eba_TR:x2";C_33.00.b;200;270;1765;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 2Y - 3Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"FRANCE (1765)";"010#165#200";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 2Y - 3Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:FR,RES=eba_TI:x621,TRI=eba_TR:x2";C_33.00.b;200;280;1765;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 2Y - 3Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"FRANCE (1765)";"010#165#200";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 2Y - 3Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:FR,RES=eba_TI:x542,TRI=eba_TR:x2";C_33.00.b;210;270;1765;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 3Y - 5Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"FRANCE (1765)";"010#165#210";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 3Y - 5Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:FR,RES=eba_TI:x542,TRI=eba_TR:x2";C_33.00.b;210;280;1765;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 3Y - 5Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"FRANCE (1765)";"010#165#210";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 3Y - 5Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:FR,RES=eba_TI:x551,TRI=eba_TR:x2";C_33.00.b;220;270;1765;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"FRANCE (1765)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:FR,RES=eba_TI:x551,TRI=eba_TR:x2";C_33.00.b;220;280;1765;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"FRANCE (1765)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:FR,RES=eba_TI:x211,TRI=eba_TR:x2";C_33.00.b;230;270;1765;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"FRANCE (1765)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:FR,RES=eba_TI:x211,TRI=eba_TR:x2";C_33.00.b;230;280;1765;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"FRANCE (1765)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:DE,TRI=eba_TR:x2";C_33.00.b;010;270;1766;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"GERMANY (1766)";"010";"Total exposures";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:DE,TRI=eba_TR:x2";C_33.00.b;010;280;1766;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"GERMANY (1766)";"010";"Total exposures";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:DE,RES=eba_TI:x124,TRI=eba_TR:x2";C_33.00.b;170;270;1766;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 0 - 3M [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"GERMANY (1766)";"010#165#170";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 0 - 3M [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:DE,RES=eba_TI:x124,TRI=eba_TR:x2";C_33.00.b;170;280;1766;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 0 - 3M [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"GERMANY (1766)";"010#165#170";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 0 - 3M [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:DE,RES=eba_TI:x541,TRI=eba_TR:x2";C_33.00.b;180;270;1766;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 3M - 1Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"GERMANY (1766)";"010#165#180";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 3M - 1Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:DE,RES=eba_TI:x541,TRI=eba_TR:x2";C_33.00.b;180;280;1766;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 3M - 1Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"GERMANY (1766)";"010#165#180";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 3M - 1Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:DE,RES=eba_TI:x271,TRI=eba_TR:x2";C_33.00.b;190;270;1766;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 1Y - 2Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"GERMANY (1766)";"010#165#190";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 1Y - 2Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:DE,RES=eba_TI:x271,TRI=eba_TR:x2";C_33.00.b;190;280;1766;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 1Y - 2Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"GERMANY (1766)";"010#165#190";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 1Y - 2Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:DE,RES=eba_TI:x621,TRI=eba_TR:x2";C_33.00.b;200;270;1766;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 2Y - 3Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"GERMANY (1766)";"010#165#200";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 2Y - 3Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:DE,RES=eba_TI:x621,TRI=eba_TR:x2";C_33.00.b;200;280;1766;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 2Y - 3Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"GERMANY (1766)";"010#165#200";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 2Y - 3Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:DE,RES=eba_TI:x542,TRI=eba_TR:x2";C_33.00.b;210;270;1766;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 3Y - 5Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"GERMANY (1766)";"010#165#210";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 3Y - 5Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:DE,RES=eba_TI:x542,TRI=eba_TR:x2";C_33.00.b;210;280;1766;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 3Y - 5Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"GERMANY (1766)";"010#165#210";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 3Y - 5Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:DE,RES=eba_TI:x551,TRI=eba_TR:x2";C_33.00.b;220;270;1766;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"GERMANY (1766)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:DE,RES=eba_TI:x551,TRI=eba_TR:x2";C_33.00.b;220;280;1766;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"GERMANY (1766)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:DE,RES=eba_TI:x211,TRI=eba_TR:x2";C_33.00.b;230;270;1766;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"GERMANY (1766)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:DE,RES=eba_TI:x211,TRI=eba_TR:x2";C_33.00.b;230;280;1766;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"GERMANY (1766)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:GR,TRI=eba_TR:x2";C_33.00.b;010;270;1767;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"GREECE (1767)";"010";"Total exposures";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:GR,TRI=eba_TR:x2";C_33.00.b;010;280;1767;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"GREECE (1767)";"010";"Total exposures";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:GR,RES=eba_TI:x271,TRI=eba_TR:x2";C_33.00.b;190;280;1767;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 1Y - 2Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"GREECE (1767)";"010#165#190";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 1Y - 2Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:GR,RES=eba_TI:x621,TRI=eba_TR:x2";C_33.00.b;200;280;1767;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 2Y - 3Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"GREECE (1767)";"010#165#200";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 2Y - 3Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:GR,RES=eba_TI:x542,TRI=eba_TR:x2";C_33.00.b;210;270;1767;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 3Y - 5Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"GREECE (1767)";"010#165#210";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 3Y - 5Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:GR,RES=eba_TI:x542,TRI=eba_TR:x2";C_33.00.b;210;280;1767;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 3Y - 5Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"GREECE (1767)";"010#165#210";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 3Y - 5Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:GR,RES=eba_TI:x551,TRI=eba_TR:x2";C_33.00.b;220;270;1767;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"GREECE (1767)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:GR,RES=eba_TI:x551,TRI=eba_TR:x2";C_33.00.b;220;280;1767;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"GREECE (1767)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:GR,RES=eba_TI:x211,TRI=eba_TR:x2";C_33.00.b;230;270;1767;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"GREECE (1767)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:GR,RES=eba_TI:x211,TRI=eba_TR:x2";C_33.00.b;230;280;1767;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"GREECE (1767)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:HU,TRI=eba_TR:x2";C_33.00.b;010;270;1768;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"HUNGARY (1768)";"010";"Total exposures";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:HU,TRI=eba_TR:x2";C_33.00.b;010;280;1768;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"HUNGARY (1768)";"010";"Total exposures";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:HU,RES=eba_TI:x124,TRI=eba_TR:x2";C_33.00.b;170;270;1768;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 0 - 3M [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"HUNGARY (1768)";"010#165#170";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 0 - 3M [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:HU,RES=eba_TI:x124,TRI=eba_TR:x2";C_33.00.b;170;280;1768;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 0 - 3M [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"HUNGARY (1768)";"010#165#170";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 0 - 3M [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:HU,RES=eba_TI:x541,TRI=eba_TR:x2";C_33.00.b;180;270;1768;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 3M - 1Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"HUNGARY (1768)";"010#165#180";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 3M - 1Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:HU,RES=eba_TI:x541,TRI=eba_TR:x2";C_33.00.b;180;280;1768;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 3M - 1Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"HUNGARY (1768)";"010#165#180";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 3M - 1Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:HU,RES=eba_TI:x271,TRI=eba_TR:x2";C_33.00.b;190;270;1768;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 1Y - 2Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"HUNGARY (1768)";"010#165#190";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 1Y - 2Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:HU,RES=eba_TI:x271,TRI=eba_TR:x2";C_33.00.b;190;280;1768;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 1Y - 2Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"HUNGARY (1768)";"010#165#190";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 1Y - 2Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:HU,RES=eba_TI:x621,TRI=eba_TR:x2";C_33.00.b;200;270;1768;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 2Y - 3Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"HUNGARY (1768)";"010#165#200";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 2Y - 3Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:HU,RES=eba_TI:x621,TRI=eba_TR:x2";C_33.00.b;200;280;1768;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 2Y - 3Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"HUNGARY (1768)";"010#165#200";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 2Y - 3Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:HU,RES=eba_TI:x542,TRI=eba_TR:x2";C_33.00.b;210;270;1768;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 3Y - 5Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"HUNGARY (1768)";"010#165#210";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 3Y - 5Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:HU,RES=eba_TI:x542,TRI=eba_TR:x2";C_33.00.b;210;280;1768;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 3Y - 5Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"HUNGARY (1768)";"010#165#210";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 3Y - 5Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:HU,RES=eba_TI:x551,TRI=eba_TR:x2";C_33.00.b;220;270;1768;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"HUNGARY (1768)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:HU,RES=eba_TI:x551,TRI=eba_TR:x2";C_33.00.b;220;280;1768;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"HUNGARY (1768)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:HU,RES=eba_TI:x211,TRI=eba_TR:x2";C_33.00.b;230;270;1768;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"HUNGARY (1768)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:HU,RES=eba_TI:x211,TRI=eba_TR:x2";C_33.00.b;230;280;1768;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"HUNGARY (1768)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:IE,TRI=eba_TR:x2";C_33.00.b;010;280;1769;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"IRELAND (1769)";"010";"Total exposures";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:IE,RES=eba_TI:x124,TRI=eba_TR:x2";C_33.00.b;170;270;1769;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 0 - 3M [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"IRELAND (1769)";"010#165#170";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 0 - 3M [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:IE,RES=eba_TI:x124,TRI=eba_TR:x2";C_33.00.b;170;280;1769;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 0 - 3M [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"IRELAND (1769)";"010#165#170";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 0 - 3M [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:IE,RES=eba_TI:x541,TRI=eba_TR:x2";C_33.00.b;180;270;1769;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 3M - 1Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"IRELAND (1769)";"010#165#180";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 3M - 1Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:IE,RES=eba_TI:x541,TRI=eba_TR:x2";C_33.00.b;180;280;1769;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 3M - 1Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"IRELAND (1769)";"010#165#180";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 3M - 1Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:IE,RES=eba_TI:x271,TRI=eba_TR:x2";C_33.00.b;190;270;1769;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 1Y - 2Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"IRELAND (1769)";"010#165#190";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 1Y - 2Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:IE,RES=eba_TI:x271,TRI=eba_TR:x2";C_33.00.b;190;280;1769;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 1Y - 2Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"IRELAND (1769)";"010#165#190";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 1Y - 2Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:IE,RES=eba_TI:x621,TRI=eba_TR:x2";C_33.00.b;200;270;1769;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 2Y - 3Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"IRELAND (1769)";"010#165#200";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 2Y - 3Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:IE,RES=eba_TI:x621,TRI=eba_TR:x2";C_33.00.b;200;280;1769;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 2Y - 3Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"IRELAND (1769)";"010#165#200";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 2Y - 3Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:IE,RES=eba_TI:x542,TRI=eba_TR:x2";C_33.00.b;210;270;1769;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 3Y - 5Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"IRELAND (1769)";"010#165#210";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 3Y - 5Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:IE,RES=eba_TI:x542,TRI=eba_TR:x2";C_33.00.b;210;280;1769;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 3Y - 5Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"IRELAND (1769)";"010#165#210";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 3Y - 5Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:IE,RES=eba_TI:x551,TRI=eba_TR:x2";C_33.00.b;220;270;1769;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"IRELAND (1769)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:IE,RES=eba_TI:x551,TRI=eba_TR:x2";C_33.00.b;220;280;1769;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"IRELAND (1769)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:IE,RES=eba_TI:x211,TRI=eba_TR:x2";C_33.00.b;230;270;1769;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"IRELAND (1769)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:IE,RES=eba_TI:x211,TRI=eba_TR:x2";C_33.00.b;230;280;1769;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"IRELAND (1769)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:IT,TRI=eba_TR:x2";C_33.00.b;010;270;1770;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"ITALY (1770)";"010";"Total exposures";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:IT,TRI=eba_TR:x2";C_33.00.b;010;280;1770;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"ITALY (1770)";"010";"Total exposures";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:IT,RES=eba_TI:x124,TRI=eba_TR:x2";C_33.00.b;170;270;1770;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 0 - 3M [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"ITALY (1770)";"010#165#170";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 0 - 3M [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:IT,RES=eba_TI:x124,TRI=eba_TR:x2";C_33.00.b;170;280;1770;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 0 - 3M [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"ITALY (1770)";"010#165#170";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 0 - 3M [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:IT,RES=eba_TI:x541,TRI=eba_TR:x2";C_33.00.b;180;270;1770;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 3M - 1Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"ITALY (1770)";"010#165#180";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 3M - 1Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:IT,RES=eba_TI:x541,TRI=eba_TR:x2";C_33.00.b;180;280;1770;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 3M - 1Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"ITALY (1770)";"010#165#180";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 3M - 1Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:IT,RES=eba_TI:x271,TRI=eba_TR:x2";C_33.00.b;190;270;1770;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 1Y - 2Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"ITALY (1770)";"010#165#190";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 1Y - 2Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:IT,RES=eba_TI:x271,TRI=eba_TR:x2";C_33.00.b;190;280;1770;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 1Y - 2Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"ITALY (1770)";"010#165#190";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 1Y - 2Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:IT,RES=eba_TI:x621,TRI=eba_TR:x2";C_33.00.b;200;270;1770;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 2Y - 3Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"ITALY (1770)";"010#165#200";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 2Y - 3Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:IT,RES=eba_TI:x621,TRI=eba_TR:x2";C_33.00.b;200;280;1770;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 2Y - 3Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"ITALY (1770)";"010#165#200";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 2Y - 3Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:IT,RES=eba_TI:x542,TRI=eba_TR:x2";C_33.00.b;210;270;1770;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 3Y - 5Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"ITALY (1770)";"010#165#210";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 3Y - 5Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:IT,RES=eba_TI:x542,TRI=eba_TR:x2";C_33.00.b;210;280;1770;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 3Y - 5Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"ITALY (1770)";"010#165#210";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 3Y - 5Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:IT,RES=eba_TI:x551,TRI=eba_TR:x2";C_33.00.b;220;270;1770;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"ITALY (1770)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:IT,RES=eba_TI:x551,TRI=eba_TR:x2";C_33.00.b;220;280;1770;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"ITALY (1770)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:IT,RES=eba_TI:x211,TRI=eba_TR:x2";C_33.00.b;230;270;1770;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"ITALY (1770)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:IT,RES=eba_TI:x211,TRI=eba_TR:x2";C_33.00.b;230;280;1770;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"ITALY (1770)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:JP,TRI=eba_TR:x2";C_33.00.b;010;270;1771;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"JAPAN (1771)";"010";"Total exposures";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:JP,TRI=eba_TR:x2";C_33.00.b;010;280;1771;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"JAPAN (1771)";"010";"Total exposures";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:JP,RES=eba_TI:x124,TRI=eba_TR:x2";C_33.00.b;170;270;1771;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 0 - 3M [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"JAPAN (1771)";"010#165#170";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 0 - 3M [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:JP,RES=eba_TI:x124,TRI=eba_TR:x2";C_33.00.b;170;280;1771;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 0 - 3M [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"JAPAN (1771)";"010#165#170";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 0 - 3M [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:JP,RES=eba_TI:x541,TRI=eba_TR:x2";C_33.00.b;180;270;1771;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 3M - 1Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"JAPAN (1771)";"010#165#180";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 3M - 1Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:JP,RES=eba_TI:x541,TRI=eba_TR:x2";C_33.00.b;180;280;1771;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 3M - 1Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"JAPAN (1771)";"010#165#180";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 3M - 1Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:JP,RES=eba_TI:x271,TRI=eba_TR:x2";C_33.00.b;190;270;1771;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 1Y - 2Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"JAPAN (1771)";"010#165#190";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 1Y - 2Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:JP,RES=eba_TI:x271,TRI=eba_TR:x2";C_33.00.b;190;280;1771;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 1Y - 2Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"JAPAN (1771)";"010#165#190";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 1Y - 2Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:JP,RES=eba_TI:x621,TRI=eba_TR:x2";C_33.00.b;200;270;1771;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 2Y - 3Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"JAPAN (1771)";"010#165#200";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 2Y - 3Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:JP,RES=eba_TI:x621,TRI=eba_TR:x2";C_33.00.b;200;280;1771;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 2Y - 3Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"JAPAN (1771)";"010#165#200";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 2Y - 3Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:JP,RES=eba_TI:x542,TRI=eba_TR:x2";C_33.00.b;210;270;1771;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 3Y - 5Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"JAPAN (1771)";"010#165#210";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 3Y - 5Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:JP,RES=eba_TI:x542,TRI=eba_TR:x2";C_33.00.b;210;280;1771;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 3Y - 5Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"JAPAN (1771)";"010#165#210";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 3Y - 5Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:JP,RES=eba_TI:x551,TRI=eba_TR:x2";C_33.00.b;220;270;1771;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"JAPAN (1771)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:JP,RES=eba_TI:x551,TRI=eba_TR:x2";C_33.00.b;220;280;1771;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"JAPAN (1771)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:JP,RES=eba_TI:x211,TRI=eba_TR:x2";C_33.00.b;230;270;1771;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"JAPAN (1771)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:JP,RES=eba_TI:x211,TRI=eba_TR:x2";C_33.00.b;230;280;1771;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"JAPAN (1771)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:LV,TRI=eba_TR:x2";C_33.00.b;010;270;1772;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"LATVIA (1772)";"010";"Total exposures";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:LV,TRI=eba_TR:x2";C_33.00.b;010;280;1772;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"LATVIA (1772)";"010";"Total exposures";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:LV,RES=eba_TI:x124,TRI=eba_TR:x2";C_33.00.b;170;270;1772;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 0 - 3M [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"LATVIA (1772)";"010#165#170";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 0 - 3M [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:LV,RES=eba_TI:x124,TRI=eba_TR:x2";C_33.00.b;170;280;1772;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 0 - 3M [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"LATVIA (1772)";"010#165#170";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 0 - 3M [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:LV,RES=eba_TI:x541,TRI=eba_TR:x2";C_33.00.b;180;270;1772;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 3M - 1Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"LATVIA (1772)";"010#165#180";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 3M - 1Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:LV,RES=eba_TI:x541,TRI=eba_TR:x2";C_33.00.b;180;280;1772;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 3M - 1Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"LATVIA (1772)";"010#165#180";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 3M - 1Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:LV,RES=eba_TI:x271,TRI=eba_TR:x2";C_33.00.b;190;270;1772;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 1Y - 2Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"LATVIA (1772)";"010#165#190";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 1Y - 2Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:LV,RES=eba_TI:x271,TRI=eba_TR:x2";C_33.00.b;190;280;1772;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 1Y - 2Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"LATVIA (1772)";"010#165#190";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 1Y - 2Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:LV,RES=eba_TI:x621,TRI=eba_TR:x2";C_33.00.b;200;270;1772;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 2Y - 3Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"LATVIA (1772)";"010#165#200";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 2Y - 3Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:LV,RES=eba_TI:x621,TRI=eba_TR:x2";C_33.00.b;200;280;1772;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 2Y - 3Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"LATVIA (1772)";"010#165#200";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 2Y - 3Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:LV,RES=eba_TI:x542,TRI=eba_TR:x2";C_33.00.b;210;270;1772;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 3Y - 5Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"LATVIA (1772)";"010#165#210";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 3Y - 5Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:LV,RES=eba_TI:x542,TRI=eba_TR:x2";C_33.00.b;210;280;1772;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 3Y - 5Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"LATVIA (1772)";"010#165#210";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 3Y - 5Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:LV,RES=eba_TI:x551,TRI=eba_TR:x2";C_33.00.b;220;270;1772;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"LATVIA (1772)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:LV,RES=eba_TI:x551,TRI=eba_TR:x2";C_33.00.b;220;280;1772;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"LATVIA (1772)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:LV,RES=eba_TI:x211,TRI=eba_TR:x2";C_33.00.b;230;270;1772;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"LATVIA (1772)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:LV,RES=eba_TI:x211,TRI=eba_TR:x2";C_33.00.b;230;280;1772;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"LATVIA (1772)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:LT,TRI=eba_TR:x2";C_33.00.b;010;270;1773;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"LITHUANIA (1773)";"010";"Total exposures";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:LT,TRI=eba_TR:x2";C_33.00.b;010;280;1773;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"LITHUANIA (1773)";"010";"Total exposures";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:LT,RES=eba_TI:x124,TRI=eba_TR:x2";C_33.00.b;170;270;1773;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 0 - 3M [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"LITHUANIA (1773)";"010#165#170";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 0 - 3M [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:LT,RES=eba_TI:x124,TRI=eba_TR:x2";C_33.00.b;170;280;1773;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 0 - 3M [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"LITHUANIA (1773)";"010#165#170";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 0 - 3M [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:LT,RES=eba_TI:x541,TRI=eba_TR:x2";C_33.00.b;180;270;1773;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 3M - 1Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"LITHUANIA (1773)";"010#165#180";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 3M - 1Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:LT,RES=eba_TI:x541,TRI=eba_TR:x2";C_33.00.b;180;280;1773;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 3M - 1Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"LITHUANIA (1773)";"010#165#180";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 3M - 1Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:LT,RES=eba_TI:x271,TRI=eba_TR:x2";C_33.00.b;190;270;1773;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 1Y - 2Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"LITHUANIA (1773)";"010#165#190";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 1Y - 2Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:LT,RES=eba_TI:x271,TRI=eba_TR:x2";C_33.00.b;190;280;1773;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 1Y - 2Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"LITHUANIA (1773)";"010#165#190";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 1Y - 2Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:LT,RES=eba_TI:x621,TRI=eba_TR:x2";C_33.00.b;200;270;1773;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 2Y - 3Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"LITHUANIA (1773)";"010#165#200";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 2Y - 3Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:LT,RES=eba_TI:x621,TRI=eba_TR:x2";C_33.00.b;200;280;1773;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 2Y - 3Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"LITHUANIA (1773)";"010#165#200";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 2Y - 3Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:LT,RES=eba_TI:x542,TRI=eba_TR:x2";C_33.00.b;210;270;1773;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 3Y - 5Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"LITHUANIA (1773)";"010#165#210";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 3Y - 5Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:LT,RES=eba_TI:x542,TRI=eba_TR:x2";C_33.00.b;210;280;1773;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 3Y - 5Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"LITHUANIA (1773)";"010#165#210";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 3Y - 5Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:LT,RES=eba_TI:x551,TRI=eba_TR:x2";C_33.00.b;220;270;1773;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"LITHUANIA (1773)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:LT,RES=eba_TI:x551,TRI=eba_TR:x2";C_33.00.b;220;280;1773;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"LITHUANIA (1773)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:LT,RES=eba_TI:x211,TRI=eba_TR:x2";C_33.00.b;230;270;1773;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"LITHUANIA (1773)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:LT,RES=eba_TI:x211,TRI=eba_TR:x2";C_33.00.b;230;280;1773;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"LITHUANIA (1773)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:LU,TRI=eba_TR:x2";C_33.00.b;010;270;1774;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"LUXEMBOURG (1774)";"010";"Total exposures";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:LU,TRI=eba_TR:x2";C_33.00.b;010;280;1774;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"LUXEMBOURG (1774)";"010";"Total exposures";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:LU,RES=eba_TI:x124,TRI=eba_TR:x2";C_33.00.b;170;270;1774;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 0 - 3M [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"LUXEMBOURG (1774)";"010#165#170";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 0 - 3M [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:LU,RES=eba_TI:x124,TRI=eba_TR:x2";C_33.00.b;170;280;1774;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 0 - 3M [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"LUXEMBOURG (1774)";"010#165#170";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 0 - 3M [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:LU,RES=eba_TI:x541,TRI=eba_TR:x2";C_33.00.b;180;270;1774;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 3M - 1Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"LUXEMBOURG (1774)";"010#165#180";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 3M - 1Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:LU,RES=eba_TI:x541,TRI=eba_TR:x2";C_33.00.b;180;280;1774;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 3M - 1Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"LUXEMBOURG (1774)";"010#165#180";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 3M - 1Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:LU,RES=eba_TI:x271,TRI=eba_TR:x2";C_33.00.b;190;270;1774;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 1Y - 2Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"LUXEMBOURG (1774)";"010#165#190";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 1Y - 2Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:LU,RES=eba_TI:x271,TRI=eba_TR:x2";C_33.00.b;190;280;1774;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 1Y - 2Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"LUXEMBOURG (1774)";"010#165#190";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 1Y - 2Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:LU,RES=eba_TI:x621,TRI=eba_TR:x2";C_33.00.b;200;270;1774;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 2Y - 3Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"LUXEMBOURG (1774)";"010#165#200";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 2Y - 3Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:LU,RES=eba_TI:x621,TRI=eba_TR:x2";C_33.00.b;200;280;1774;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 2Y - 3Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"LUXEMBOURG (1774)";"010#165#200";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 2Y - 3Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:LU,RES=eba_TI:x542,TRI=eba_TR:x2";C_33.00.b;210;270;1774;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 3Y - 5Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"LUXEMBOURG (1774)";"010#165#210";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 3Y - 5Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:LU,RES=eba_TI:x542,TRI=eba_TR:x2";C_33.00.b;210;280;1774;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 3Y - 5Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"LUXEMBOURG (1774)";"010#165#210";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 3Y - 5Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:LU,RES=eba_TI:x551,TRI=eba_TR:x2";C_33.00.b;220;270;1774;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"LUXEMBOURG (1774)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:LU,RES=eba_TI:x551,TRI=eba_TR:x2";C_33.00.b;220;280;1774;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"LUXEMBOURG (1774)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:LU,RES=eba_TI:x211,TRI=eba_TR:x2";C_33.00.b;230;270;1774;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"LUXEMBOURG (1774)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:LU,RES=eba_TI:x211,TRI=eba_TR:x2";C_33.00.b;230;280;1774;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"LUXEMBOURG (1774)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:MT,RES=eba_TI:x124,TRI=eba_TR:x2";C_33.00.b;170;270;1776;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 0 - 3M [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"MALTA (1776)";"010#165#170";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 0 - 3M [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:MT,RES=eba_TI:x124,TRI=eba_TR:x2";C_33.00.b;170;280;1776;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 0 - 3M [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"MALTA (1776)";"010#165#170";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 0 - 3M [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:MT,RES=eba_TI:x541,TRI=eba_TR:x2";C_33.00.b;180;270;1776;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 3M - 1Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"MALTA (1776)";"010#165#180";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 3M - 1Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:MT,RES=eba_TI:x541,TRI=eba_TR:x2";C_33.00.b;180;280;1776;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 3M - 1Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"MALTA (1776)";"010#165#180";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 3M - 1Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:MT,RES=eba_TI:x271,TRI=eba_TR:x2";C_33.00.b;190;270;1776;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 1Y - 2Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"MALTA (1776)";"010#165#190";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 1Y - 2Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:MT,RES=eba_TI:x271,TRI=eba_TR:x2";C_33.00.b;190;280;1776;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 1Y - 2Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"MALTA (1776)";"010#165#190";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 1Y - 2Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:MT,RES=eba_TI:x621,TRI=eba_TR:x2";C_33.00.b;200;270;1776;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 2Y - 3Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"MALTA (1776)";"010#165#200";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 2Y - 3Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:MT,RES=eba_TI:x621,TRI=eba_TR:x2";C_33.00.b;200;280;1776;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 2Y - 3Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"MALTA (1776)";"010#165#200";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 2Y - 3Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:MT,RES=eba_TI:x542,TRI=eba_TR:x2";C_33.00.b;210;270;1776;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 3Y - 5Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"MALTA (1776)";"010#165#210";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 3Y - 5Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:MT,RES=eba_TI:x542,TRI=eba_TR:x2";C_33.00.b;210;280;1776;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 3Y - 5Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"MALTA (1776)";"010#165#210";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 3Y - 5Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:MT,RES=eba_TI:x551,TRI=eba_TR:x2";C_33.00.b;220;270;1776;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"MALTA (1776)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:MT,RES=eba_TI:x551,TRI=eba_TR:x2";C_33.00.b;220;280;1776;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"MALTA (1776)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:MT,RES=eba_TI:x211,TRI=eba_TR:x2";C_33.00.b;230;270;1776;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"MALTA (1776)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:MT,RES=eba_TI:x211,TRI=eba_TR:x2";C_33.00.b;230;280;1776;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"MALTA (1776)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:NL,TRI=eba_TR:x2";C_33.00.b;010;270;1777;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"NETHERLANDS (1777)";"010";"Total exposures";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:NL,TRI=eba_TR:x2";C_33.00.b;010;280;1777;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"NETHERLANDS (1777)";"010";"Total exposures";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:NL,RES=eba_TI:x124,TRI=eba_TR:x2";C_33.00.b;170;270;1777;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 0 - 3M [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"NETHERLANDS (1777)";"010#165#170";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 0 - 3M [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:NL,RES=eba_TI:x124,TRI=eba_TR:x2";C_33.00.b;170;280;1777;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 0 - 3M [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"NETHERLANDS (1777)";"010#165#170";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 0 - 3M [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:NL,RES=eba_TI:x541,TRI=eba_TR:x2";C_33.00.b;180;270;1777;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 3M - 1Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"NETHERLANDS (1777)";"010#165#180";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 3M - 1Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:NL,RES=eba_TI:x541,TRI=eba_TR:x2";C_33.00.b;180;280;1777;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 3M - 1Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"NETHERLANDS (1777)";"010#165#180";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 3M - 1Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:NL,RES=eba_TI:x271,TRI=eba_TR:x2";C_33.00.b;190;270;1777;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 1Y - 2Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"NETHERLANDS (1777)";"010#165#190";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 1Y - 2Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:NL,RES=eba_TI:x271,TRI=eba_TR:x2";C_33.00.b;190;280;1777;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 1Y - 2Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"NETHERLANDS (1777)";"010#165#190";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 1Y - 2Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:NL,RES=eba_TI:x542,TRI=eba_TR:x2";C_33.00.b;210;270;1777;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 3Y - 5Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"NETHERLANDS (1777)";"010#165#210";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 3Y - 5Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:NL,RES=eba_TI:x542,TRI=eba_TR:x2";C_33.00.b;210;280;1777;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 3Y - 5Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"NETHERLANDS (1777)";"010#165#210";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 3Y - 5Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:NL,RES=eba_TI:x551,TRI=eba_TR:x2";C_33.00.b;220;270;1777;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"NETHERLANDS (1777)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:NL,RES=eba_TI:x551,TRI=eba_TR:x2";C_33.00.b;220;280;1777;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"NETHERLANDS (1777)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:NL,RES=eba_TI:x211,TRI=eba_TR:x2";C_33.00.b;230;270;1777;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"NETHERLANDS (1777)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:NL,RES=eba_TI:x211,TRI=eba_TR:x2";C_33.00.b;230;280;1777;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"NETHERLANDS (1777)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:MK,TRI=eba_TR:x2";C_33.00.b;010;270;1775;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"NORTH MACEDONIA (1775)";"010";"Total exposures";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:MK,TRI=eba_TR:x2";C_33.00.b;010;280;1775;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"NORTH MACEDONIA (1775)";"010";"Total exposures";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:MK,RES=eba_TI:x124,TRI=eba_TR:x2";C_33.00.b;170;270;1775;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 0 - 3M [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"NORTH MACEDONIA (1775)";"010#165#170";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 0 - 3M [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:MK,RES=eba_TI:x124,TRI=eba_TR:x2";C_33.00.b;170;280;1775;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 0 - 3M [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"NORTH MACEDONIA (1775)";"010#165#170";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 0 - 3M [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:MK,RES=eba_TI:x541,TRI=eba_TR:x2";C_33.00.b;180;270;1775;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 3M - 1Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"NORTH MACEDONIA (1775)";"010#165#180";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 3M - 1Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:MK,RES=eba_TI:x541,TRI=eba_TR:x2";C_33.00.b;180;280;1775;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 3M - 1Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"NORTH MACEDONIA (1775)";"010#165#180";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 3M - 1Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:MK,RES=eba_TI:x271,TRI=eba_TR:x2";C_33.00.b;190;270;1775;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 1Y - 2Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"NORTH MACEDONIA (1775)";"010#165#190";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 1Y - 2Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:MK,RES=eba_TI:x271,TRI=eba_TR:x2";C_33.00.b;190;280;1775;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 1Y - 2Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"NORTH MACEDONIA (1775)";"010#165#190";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 1Y - 2Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:MK,RES=eba_TI:x621,TRI=eba_TR:x2";C_33.00.b;200;270;1775;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 2Y - 3Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"NORTH MACEDONIA (1775)";"010#165#200";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 2Y - 3Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:MK,RES=eba_TI:x621,TRI=eba_TR:x2";C_33.00.b;200;280;1775;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 2Y - 3Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"NORTH MACEDONIA (1775)";"010#165#200";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 2Y - 3Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:MK,RES=eba_TI:x542,TRI=eba_TR:x2";C_33.00.b;210;270;1775;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 3Y - 5Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"NORTH MACEDONIA (1775)";"010#165#210";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 3Y - 5Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:MK,RES=eba_TI:x542,TRI=eba_TR:x2";C_33.00.b;210;280;1775;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 3Y - 5Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"NORTH MACEDONIA (1775)";"010#165#210";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 3Y - 5Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:MK,RES=eba_TI:x551,TRI=eba_TR:x2";C_33.00.b;220;270;1775;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"NORTH MACEDONIA (1775)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:MK,RES=eba_TI:x551,TRI=eba_TR:x2";C_33.00.b;220;280;1775;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"NORTH MACEDONIA (1775)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:MK,RES=eba_TI:x211,TRI=eba_TR:x2";C_33.00.b;230;270;1775;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"NORTH MACEDONIA (1775)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:NO,RES=eba_TI:x124,TRI=eba_TR:x2";C_33.00.b;170;280;1782;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 0 - 3M [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"NORWAY (1782)";"010#165#170";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 0 - 3M [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:NO,RES=eba_TI:x541,TRI=eba_TR:x2";C_33.00.b;180;270;1782;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 3M - 1Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"NORWAY (1782)";"010#165#180";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 3M - 1Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:NO,RES=eba_TI:x541,TRI=eba_TR:x2";C_33.00.b;180;280;1782;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 3M - 1Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"NORWAY (1782)";"010#165#180";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 3M - 1Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:NO,RES=eba_TI:x271,TRI=eba_TR:x2";C_33.00.b;190;270;1782;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 1Y - 2Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"NORWAY (1782)";"010#165#190";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 1Y - 2Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:NO,RES=eba_TI:x271,TRI=eba_TR:x2";C_33.00.b;190;280;1782;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 1Y - 2Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"NORWAY (1782)";"010#165#190";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 1Y - 2Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:NO,RES=eba_TI:x621,TRI=eba_TR:x2";C_33.00.b;200;270;1782;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 2Y - 3Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"NORWAY (1782)";"010#165#200";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 2Y - 3Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:NO,RES=eba_TI:x621,TRI=eba_TR:x2";C_33.00.b;200;280;1782;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 2Y - 3Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"NORWAY (1782)";"010#165#200";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 2Y - 3Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:NO,RES=eba_TI:x542,TRI=eba_TR:x2";C_33.00.b;210;270;1782;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 3Y - 5Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"NORWAY (1782)";"010#165#210";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 3Y - 5Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:NO,RES=eba_TI:x542,TRI=eba_TR:x2";C_33.00.b;210;280;1782;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 3Y - 5Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"NORWAY (1782)";"010#165#210";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 3Y - 5Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:NO,RES=eba_TI:x551,TRI=eba_TR:x2";C_33.00.b;220;270;1782;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"NORWAY (1782)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:NO,RES=eba_TI:x551,TRI=eba_TR:x2";C_33.00.b;220;280;1782;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"NORWAY (1782)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:NO,RES=eba_TI:x211,TRI=eba_TR:x2";C_33.00.b;230;270;1782;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"NORWAY (1782)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:NO,RES=eba_TI:x211,TRI=eba_TR:x2";C_33.00.b;230;280;1782;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"NORWAY (1782)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:PL,TRI=eba_TR:x2";C_33.00.b;010;270;1785;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"POLAND (1785)";"010";"Total exposures";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:PL,TRI=eba_TR:x2";C_33.00.b;010;280;1785;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"POLAND (1785)";"010";"Total exposures";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:PL,RES=eba_TI:x124,TRI=eba_TR:x2";C_33.00.b;170;270;1785;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 0 - 3M [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"POLAND (1785)";"010#165#170";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 0 - 3M [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:PL,RES=eba_TI:x124,TRI=eba_TR:x2";C_33.00.b;170;280;1785;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 0 - 3M [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"POLAND (1785)";"010#165#170";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 0 - 3M [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:PL,RES=eba_TI:x541,TRI=eba_TR:x2";C_33.00.b;180;270;1785;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 3M - 1Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"POLAND (1785)";"010#165#180";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 3M - 1Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:PL,RES=eba_TI:x541,TRI=eba_TR:x2";C_33.00.b;180;280;1785;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 3M - 1Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"POLAND (1785)";"010#165#180";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 3M - 1Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:PL,RES=eba_TI:x271,TRI=eba_TR:x2";C_33.00.b;190;270;1785;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 1Y - 2Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"POLAND (1785)";"010#165#190";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 1Y - 2Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:PL,RES=eba_TI:x271,TRI=eba_TR:x2";C_33.00.b;190;280;1785;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 1Y - 2Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"POLAND (1785)";"010#165#190";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 1Y - 2Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:PL,RES=eba_TI:x621,TRI=eba_TR:x2";C_33.00.b;200;270;1785;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 2Y - 3Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"POLAND (1785)";"010#165#200";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 2Y - 3Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:PL,RES=eba_TI:x621,TRI=eba_TR:x2";C_33.00.b;200;280;1785;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 2Y - 3Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"POLAND (1785)";"010#165#200";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 2Y - 3Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:PL,RES=eba_TI:x542,TRI=eba_TR:x2";C_33.00.b;210;270;1785;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 3Y - 5Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"POLAND (1785)";"010#165#210";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 3Y - 5Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:PL,RES=eba_TI:x542,TRI=eba_TR:x2";C_33.00.b;210;280;1785;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 3Y - 5Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"POLAND (1785)";"010#165#210";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 3Y - 5Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:PL,RES=eba_TI:x551,TRI=eba_TR:x2";C_33.00.b;220;270;1785;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"POLAND (1785)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:PL,RES=eba_TI:x551,TRI=eba_TR:x2";C_33.00.b;220;280;1785;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"POLAND (1785)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:PL,RES=eba_TI:x211,TRI=eba_TR:x2";C_33.00.b;230;270;1785;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"POLAND (1785)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:PL,RES=eba_TI:x211,TRI=eba_TR:x2";C_33.00.b;230;280;1785;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"POLAND (1785)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:PT,TRI=eba_TR:x2";C_33.00.b;010;270;1786;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"PORTUGAL (1786)";"010";"Total exposures";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:PT,TRI=eba_TR:x2";C_33.00.b;010;280;1786;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"PORTUGAL (1786)";"010";"Total exposures";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:PT,RES=eba_TI:x124,TRI=eba_TR:x2";C_33.00.b;170;270;1786;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 0 - 3M [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"PORTUGAL (1786)";"010#165#170";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 0 - 3M [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:PT,RES=eba_TI:x124,TRI=eba_TR:x2";C_33.00.b;170;280;1786;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 0 - 3M [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"PORTUGAL (1786)";"010#165#170";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 0 - 3M [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:PT,RES=eba_TI:x541,TRI=eba_TR:x2";C_33.00.b;180;270;1786;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 3M - 1Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"PORTUGAL (1786)";"010#165#180";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 3M - 1Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:PT,RES=eba_TI:x541,TRI=eba_TR:x2";C_33.00.b;180;280;1786;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 3M - 1Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"PORTUGAL (1786)";"010#165#180";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 3M - 1Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:PT,RES=eba_TI:x271,TRI=eba_TR:x2";C_33.00.b;190;270;1786;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 1Y - 2Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"PORTUGAL (1786)";"010#165#190";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 1Y - 2Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:PT,RES=eba_TI:x271,TRI=eba_TR:x2";C_33.00.b;190;280;1786;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 1Y - 2Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"PORTUGAL (1786)";"010#165#190";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 1Y - 2Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:PT,RES=eba_TI:x621,TRI=eba_TR:x2";C_33.00.b;200;270;1786;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 2Y - 3Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"PORTUGAL (1786)";"010#165#200";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 2Y - 3Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:PT,RES=eba_TI:x621,TRI=eba_TR:x2";C_33.00.b;200;280;1786;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 2Y - 3Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"PORTUGAL (1786)";"010#165#200";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 2Y - 3Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:PT,RES=eba_TI:x542,TRI=eba_TR:x2";C_33.00.b;210;270;1786;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 3Y - 5Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"PORTUGAL (1786)";"010#165#210";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 3Y - 5Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:PT,RES=eba_TI:x542,TRI=eba_TR:x2";C_33.00.b;210;280;1786;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 3Y - 5Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"PORTUGAL (1786)";"010#165#210";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 3Y - 5Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:PT,RES=eba_TI:x551,TRI=eba_TR:x2";C_33.00.b;220;270;1786;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"PORTUGAL (1786)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:PT,RES=eba_TI:x551,TRI=eba_TR:x2";C_33.00.b;220;280;1786;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"PORTUGAL (1786)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:PT,RES=eba_TI:x211,TRI=eba_TR:x2";C_33.00.b;230;270;1786;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"PORTUGAL (1786)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:PT,RES=eba_TI:x211,TRI=eba_TR:x2";C_33.00.b;230;280;1786;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"PORTUGAL (1786)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:RO,TRI=eba_TR:x2";C_33.00.b;010;270;1787;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"ROMANIA (1787)";"010";"Total exposures";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:RO,RES=eba_TI:x541,TRI=eba_TR:x2";C_33.00.b;180;270;1787;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 3M - 1Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"ROMANIA (1787)";"010#165#180";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 3M - 1Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:RO,RES=eba_TI:x271,TRI=eba_TR:x2";C_33.00.b;190;270;1787;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 1Y - 2Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"ROMANIA (1787)";"010#165#190";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 1Y - 2Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:RO,RES=eba_TI:x271,TRI=eba_TR:x2";C_33.00.b;190;280;1787;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 1Y - 2Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"ROMANIA (1787)";"010#165#190";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 1Y - 2Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:RO,RES=eba_TI:x621,TRI=eba_TR:x2";C_33.00.b;200;270;1787;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 2Y - 3Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"ROMANIA (1787)";"010#165#200";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 2Y - 3Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:RO,RES=eba_TI:x621,TRI=eba_TR:x2";C_33.00.b;200;280;1787;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 2Y - 3Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"ROMANIA (1787)";"010#165#200";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 2Y - 3Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:RO,RES=eba_TI:x542,TRI=eba_TR:x2";C_33.00.b;210;270;1787;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 3Y - 5Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"ROMANIA (1787)";"010#165#210";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 3Y - 5Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:RO,RES=eba_TI:x542,TRI=eba_TR:x2";C_33.00.b;210;280;1787;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 3Y - 5Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"ROMANIA (1787)";"010#165#210";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 3Y - 5Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:RO,RES=eba_TI:x551,TRI=eba_TR:x2";C_33.00.b;220;270;1787;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"ROMANIA (1787)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:RO,RES=eba_TI:x551,TRI=eba_TR:x2";C_33.00.b;220;280;1787;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"ROMANIA (1787)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:RO,RES=eba_TI:x211,TRI=eba_TR:x2";C_33.00.b;230;270;1787;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"ROMANIA (1787)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:RO,RES=eba_TI:x211,TRI=eba_TR:x2";C_33.00.b;230;280;1787;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"ROMANIA (1787)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:RU,TRI=eba_TR:x2";C_33.00.b;010;270;1788;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"RUSSIAN FEDERATION (1788)";"010";"Total exposures";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:RU,TRI=eba_TR:x2";C_33.00.b;010;280;1788;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"Total exposures";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"RUSSIAN FEDERATION (1788)";"010";"Total exposures";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:RU,RES=eba_TI:x124,TRI=eba_TR:x2";C_33.00.b;170;270;1788;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 0 - 3M [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"RUSSIAN FEDERATION (1788)";"010#165#170";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 0 - 3M [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:RU,RES=eba_TI:x124,TRI=eba_TR:x2";C_33.00.b;170;280;1788;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 0 - 3M [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"RUSSIAN FEDERATION (1788)";"010#165#170";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 0 - 3M [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:RU,RES=eba_TI:x541,TRI=eba_TR:x2";C_33.00.b;180;270;1788;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 3M - 1Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"RUSSIAN FEDERATION (1788)";"010#165#180";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 3M - 1Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:RU,RES=eba_TI:x541,TRI=eba_TR:x2";C_33.00.b;180;280;1788;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 3M - 1Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"RUSSIAN FEDERATION (1788)";"010#165#180";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 3M - 1Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:RU,RES=eba_TI:x271,TRI=eba_TR:x2";C_33.00.b;190;270;1788;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 1Y - 2Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"RUSSIAN FEDERATION (1788)";"010#165#190";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 1Y - 2Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:RU,RES=eba_TI:x271,TRI=eba_TR:x2";C_33.00.b;190;280;1788;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 1Y - 2Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"RUSSIAN FEDERATION (1788)";"010#165#190";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 1Y - 2Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:RU,RES=eba_TI:x621,TRI=eba_TR:x2";C_33.00.b;200;270;1788;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 2Y - 3Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"RUSSIAN FEDERATION (1788)";"010#165#200";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 2Y - 3Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:RU,RES=eba_TI:x621,TRI=eba_TR:x2";C_33.00.b;200;280;1788;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 2Y - 3Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"RUSSIAN FEDERATION (1788)";"010#165#200";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 2Y - 3Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:RS,RES=eba_TI:x271,TRI=eba_TR:x2";C_33.00.b;190;270;1789;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 1Y - 2Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"SERBIA (1789)";"010#165#190";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 1Y - 2Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:RS,RES=eba_TI:x271,TRI=eba_TR:x2";C_33.00.b;190;280;1789;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 1Y - 2Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"SERBIA (1789)";"010#165#190";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 1Y - 2Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:RS,RES=eba_TI:x621,TRI=eba_TR:x2";C_33.00.b;200;270;1789;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 2Y - 3Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"SERBIA (1789)";"010#165#200";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 2Y - 3Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:RS,RES=eba_TI:x621,TRI=eba_TR:x2";C_33.00.b;200;280;1789;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 2Y - 3Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"SERBIA (1789)";"010#165#200";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 2Y - 3Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:RS,RES=eba_TI:x542,TRI=eba_TR:x2";C_33.00.b;210;270;1789;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 3Y - 5Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"SERBIA (1789)";"010#165#210";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 3Y - 5Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:RS,RES=eba_TI:x542,TRI=eba_TR:x2";C_33.00.b;210;280;1789;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 3Y - 5Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"SERBIA (1789)";"010#165#210";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 3Y - 5Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:RS,RES=eba_TI:x551,TRI=eba_TR:x2";C_33.00.b;220;270;1789;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"SERBIA (1789)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:RS,RES=eba_TI:x551,TRI=eba_TR:x2";C_33.00.b;220;280;1789;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 5Y - 10Y [";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"SERBIA (1789)";"010#165#220";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 5Y - 10Y [";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x6,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:RS,RES=eba_TI:x211,TRI=eba_TR:x2";C_33.00.b;230;270;1789;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with positive fair value - Carrying amount";;;;;;;;;"SERBIA (1789)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with positive fair value - Carrying amount";False;True;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,CSU=eba_CT:x1,DPS=eba_MC:x123,MCY=eba_MC:x99,RCP=eba_GA:RS,RES=eba_TI:x211,TRI=eba_TR:x2";C_33.00.b;230;280;1789;monetaryItemType;C 33.00.b General governments exposures by country of the counterparty and regulatory approach (Gov);"[ 10Y - more";"Memorandum item: credit derivatives sold on general government exposures";"Derivatives with negative fair value - Carrying amount";;;;;;;;;"SERBIA (1789)";"010#165#230";"Total exposures#BREAKDOWN OF TOTAL EXPOSURES BY RESIDUAL MATURITY#[ 10Y - more";"Memorandum item: credit derivatives sold on general government exposures#Derivatives with negative fair value - Carrying amount";False;True;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x94,BAS=eba_BA:x22,MCY=eba_MC:x677,PRP=eba_PL:x51";C_32.01;0010;0020;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Total fair-valued assets and liabilities";"Fair-valued assets and liabilities";"of which: trading book";;;;;;;;;;"0010";"Total fair-valued assets and liabilities";"Fair-valued assets and liabilities#of which: trading book";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x94,BAS=eba_BA:x22,MCY=eba_MC:x677,PRP=eba_PL:x10,VPO=eba_PI:x6";C_32.01;0010;0030;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Total fair-valued assets and liabilities";"Fair-valued assets and liabilities excluded because of partial impact on CET1";"Exactly matching";;;;;;;;;;"0010";"Total fair-valued assets and liabilities";"Fair-valued assets and liabilities excluded because of partial impact on CET1#Exactly matching";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x94,BAS=eba_BA:x22,MCY=eba_MC:x677,PRP=eba_PL:x10,VPO=eba_PI:x7";C_32.01;0010;0040;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Total fair-valued assets and liabilities";"Fair-valued assets and liabilities excluded because of partial impact on CET1";"Hedge accounting";;;;;;;;;;"0010";"Total fair-valued assets and liabilities";"Fair-valued assets and liabilities excluded because of partial impact on CET1#Hedge accounting";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:si556,APL=eba_PL:x94,BAS=eba_BA:x22,MCY=eba_MC:x677";C_32.01;0010;0070;;stringItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Total fair-valued assets and liabilities";"Fair-valued assets and liabilities excluded because of partial impact on CET1";"Comments for other";;;;;;;;;;"0010";"Total fair-valued assets and liabilities";"Fair-valued assets and liabilities excluded because of partial impact on CET1#Comments for other";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x94,BAS=eba_BA:x22,MCY=eba_MC:x677,PRP=eba_PL:x51,VPO=eba_PI:x10";C_32.01;0010;0090;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Total fair-valued assets and liabilities";"Fair-valued assets and liabilities included in art. 4(1) threshold";"of which: trading book";;;;;;;;;;"0010";"Total fair-valued assets and liabilities";"Fair-valued assets and liabilities included in art. 4(1) threshold#of which: trading book";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x95,BAS=eba_BA:x6,MCY=eba_MC:x25,PRP=eba_PL:x51";C_32.01;0020;0020;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Total fair-valued assets";"Fair-valued assets and liabilities";"of which: trading book";;;;;;;;;;"0010#0020";"Total fair-valued assets and liabilities#Total fair-valued assets";"Fair-valued assets and liabilities#of which: trading book";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x95,BAS=eba_BA:x6,MCY=eba_MC:x25,PRP=eba_PL:x10,VPO=eba_PI:x6";C_32.01;0020;0030;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Total fair-valued assets";"Fair-valued assets and liabilities excluded because of partial impact on CET1";"Exactly matching";;;;;;;;;;"0010#0020";"Total fair-valued assets and liabilities#Total fair-valued assets";"Fair-valued assets and liabilities excluded because of partial impact on CET1#Exactly matching";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x95,BAS=eba_BA:x6,MCY=eba_MC:x25,PRP=eba_PL:x10,VPO=eba_PI:x7";C_32.01;0020;0040;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Total fair-valued assets";"Fair-valued assets and liabilities excluded because of partial impact on CET1";"Hedge accounting";;;;;;;;;;"0010#0020";"Total fair-valued assets and liabilities#Total fair-valued assets";"Fair-valued assets and liabilities excluded because of partial impact on CET1#Hedge accounting";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x95,BAS=eba_BA:x6,MCY=eba_MC:x25,PRP=eba_PL:x10,VPO=eba_PI:x8";C_32.01;0020;0050;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Total fair-valued assets";"Fair-valued assets and liabilities excluded because of partial impact on CET1";"Prudential filters";;;;;;;;;;"0010#0020";"Total fair-valued assets and liabilities#Total fair-valued assets";"Fair-valued assets and liabilities excluded because of partial impact on CET1#Prudential filters";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x95,BAS=eba_BA:x6,MCY=eba_MC:x25,PRP=eba_PL:x10,VPO=eba_PI:x9";C_32.01;0020;0060;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Total fair-valued assets";"Fair-valued assets and liabilities excluded because of partial impact on CET1";"Other";;;;;;;;;;"0010#0020";"Total fair-valued assets and liabilities#Total fair-valued assets";"Fair-valued assets and liabilities excluded because of partial impact on CET1#Other";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:si556,APL=eba_PL:x95,BAS=eba_BA:x6,MCY=eba_MC:x25";C_32.01;0020;0070;;stringItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Total fair-valued assets";"Fair-valued assets and liabilities excluded because of partial impact on CET1";"Comments for other";;;;;;;;;;"0010#0020";"Total fair-valued assets and liabilities#Total fair-valued assets";"Fair-valued assets and liabilities excluded because of partial impact on CET1#Comments for other";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x95,BAS=eba_BA:x6,MCY=eba_MC:x25,PRP=eba_PL:x10,VPO=eba_PI:x10";C_32.01;0020;0080;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Total fair-valued assets";"Fair-valued assets and liabilities included in art. 4(1) threshold";;;;;;;;;;;"0010#0020";"Total fair-valued assets and liabilities#Total fair-valued assets";"Fair-valued assets and liabilities included in art. 4(1) threshold";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x95,BAS=eba_BA:x6,MCY=eba_MC:x25,PRP=eba_PL:x51,VPO=eba_PI:x10";C_32.01;0020;0090;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Total fair-valued assets";"Fair-valued assets and liabilities included in art. 4(1) threshold";"of which: trading book";;;;;;;;;;"0010#0020";"Total fair-valued assets and liabilities#Total fair-valued assets";"Fair-valued assets and liabilities included in art. 4(1) threshold#of which: trading book";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,BAS=eba_BA:x6,MCY=eba_MC:x104,PRP=eba_PL:x10";C_32.01;0030;0010;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Financial assets held for trading";"Fair-valued assets and liabilities";;;;;;;;;;;"0010#0020#0030";"Total fair-valued assets and liabilities#Total fair-valued assets#Financial assets held for trading";"Fair-valued assets and liabilities";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,BAS=eba_BA:x6,MCY=eba_MC:x104,PRP=eba_PL:x51";C_32.01;0030;0020;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Financial assets held for trading";"Fair-valued assets and liabilities";"of which: trading book";;;;;;;;;;"0010#0020#0030";"Total fair-valued assets and liabilities#Total fair-valued assets#Financial assets held for trading";"Fair-valued assets and liabilities#of which: trading book";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,BAS=eba_BA:x6,MCY=eba_MC:x104,PRP=eba_PL:x10,VPO=eba_PI:x6";C_32.01;0030;0030;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Financial assets held for trading";"Fair-valued assets and liabilities excluded because of partial impact on CET1";"Exactly matching";;;;;;;;;;"0010#0020#0030";"Total fair-valued assets and liabilities#Total fair-valued assets#Financial assets held for trading";"Fair-valued assets and liabilities excluded because of partial impact on CET1#Exactly matching";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,BAS=eba_BA:x6,MCY=eba_MC:x104,PRP=eba_PL:x10,VPO=eba_PI:x8";C_32.01;0030;0050;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Financial assets held for trading";"Fair-valued assets and liabilities excluded because of partial impact on CET1";"Prudential filters";;;;;;;;;;"0010#0020#0030";"Total fair-valued assets and liabilities#Total fair-valued assets#Financial assets held for trading";"Fair-valued assets and liabilities excluded because of partial impact on CET1#Prudential filters";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,BAS=eba_BA:x6,MCY=eba_MC:x104,PRP=eba_PL:x10,VPO=eba_PI:x9";C_32.01;0030;0060;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Financial assets held for trading";"Fair-valued assets and liabilities excluded because of partial impact on CET1";"Other";;;;;;;;;;"0010#0020#0030";"Total fair-valued assets and liabilities#Total fair-valued assets#Financial assets held for trading";"Fair-valued assets and liabilities excluded because of partial impact on CET1#Other";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:si556,APL=eba_PL:x20,BAS=eba_BA:x6,MCY=eba_MC:x104";C_32.01;0030;0070;;stringItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Financial assets held for trading";"Fair-valued assets and liabilities excluded because of partial impact on CET1";"Comments for other";;;;;;;;;;"0010#0020#0030";"Total fair-valued assets and liabilities#Total fair-valued assets#Financial assets held for trading";"Fair-valued assets and liabilities excluded because of partial impact on CET1#Comments for other";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,BAS=eba_BA:x6,MCY=eba_MC:x104,PRP=eba_PL:x10,VPO=eba_PI:x10";C_32.01;0030;0080;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Financial assets held for trading";"Fair-valued assets and liabilities included in art. 4(1) threshold";;;;;;;;;;;"0010#0020#0030";"Total fair-valued assets and liabilities#Total fair-valued assets#Financial assets held for trading";"Fair-valued assets and liabilities included in art. 4(1) threshold";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,BAS=eba_BA:x6,MCY=eba_MC:x104,PRP=eba_PL:x51,VPO=eba_PI:x10";C_32.01;0030;0090;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Financial assets held for trading";"Fair-valued assets and liabilities included in art. 4(1) threshold";"of which: trading book";;;;;;;;;;"0010#0020#0030";"Total fair-valued assets and liabilities#Total fair-valued assets#Financial assets held for trading";"Fair-valued assets and liabilities included in art. 4(1) threshold#of which: trading book";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,BAS=eba_BA:x6,MCY=eba_MC:x104,PRP=eba_PL:x10";C_32.01;0040;0010;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Trading financial assets";"Fair-valued assets and liabilities";;;;;;;;;;;"0010#0020#0040";"Total fair-valued assets and liabilities#Total fair-valued assets#Trading financial assets";"Fair-valued assets and liabilities";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,BAS=eba_BA:x6,MCY=eba_MC:x104,PRP=eba_PL:x51";C_32.01;0040;0020;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Trading financial assets";"Fair-valued assets and liabilities";"of which: trading book";;;;;;;;;;"0010#0020#0040";"Total fair-valued assets and liabilities#Total fair-valued assets#Trading financial assets";"Fair-valued assets and liabilities#of which: trading book";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,BAS=eba_BA:x6,MCY=eba_MC:x104,PRP=eba_PL:x10,VPO=eba_PI:x6";C_32.01;0040;0030;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Trading financial assets";"Fair-valued assets and liabilities excluded because of partial impact on CET1";"Exactly matching";;;;;;;;;;"0010#0020#0040";"Total fair-valued assets and liabilities#Total fair-valued assets#Trading financial assets";"Fair-valued assets and liabilities excluded because of partial impact on CET1#Exactly matching";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,BAS=eba_BA:x6,MCY=eba_MC:x104,PRP=eba_PL:x10,VPO=eba_PI:x8";C_32.01;0040;0050;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Trading financial assets";"Fair-valued assets and liabilities excluded because of partial impact on CET1";"Prudential filters";;;;;;;;;;"0010#0020#0040";"Total fair-valued assets and liabilities#Total fair-valued assets#Trading financial assets";"Fair-valued assets and liabilities excluded because of partial impact on CET1#Prudential filters";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,BAS=eba_BA:x6,MCY=eba_MC:x104,PRP=eba_PL:x10,VPO=eba_PI:x9";C_32.01;0040;0060;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Trading financial assets";"Fair-valued assets and liabilities excluded because of partial impact on CET1";"Other";;;;;;;;;;"0010#0020#0040";"Total fair-valued assets and liabilities#Total fair-valued assets#Trading financial assets";"Fair-valued assets and liabilities excluded because of partial impact on CET1#Other";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:si556,APL=eba_PL:x66,BAS=eba_BA:x6,MCY=eba_MC:x104";C_32.01;0040;0070;;stringItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Trading financial assets";"Fair-valued assets and liabilities excluded because of partial impact on CET1";"Comments for other";;;;;;;;;;"0010#0020#0040";"Total fair-valued assets and liabilities#Total fair-valued assets#Trading financial assets";"Fair-valued assets and liabilities excluded because of partial impact on CET1#Comments for other";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,BAS=eba_BA:x6,MCY=eba_MC:x104,PRP=eba_PL:x10,VPO=eba_PI:x10";C_32.01;0040;0080;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Trading financial assets";"Fair-valued assets and liabilities included in art. 4(1) threshold";;;;;;;;;;;"0010#0020#0040";"Total fair-valued assets and liabilities#Total fair-valued assets#Trading financial assets";"Fair-valued assets and liabilities included in art. 4(1) threshold";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x66,BAS=eba_BA:x6,MCY=eba_MC:x104,PRP=eba_PL:x51,VPO=eba_PI:x10";C_32.01;0040;0090;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Trading financial assets";"Fair-valued assets and liabilities included in art. 4(1) threshold";"of which: trading book";;;;;;;;;;"0010#0020#0040";"Total fair-valued assets and liabilities#Total fair-valued assets#Trading financial assets";"Fair-valued assets and liabilities included in art. 4(1) threshold#of which: trading book";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,BAS=eba_BA:x6,MCY=eba_MC:x143,PRP=eba_PL:x10";C_32.01;0050;0010;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Non-trading financial assets mandatorily at fair value through profit or loss";"Fair-valued assets and liabilities";;;;;;;;;;;"0010#0020#0050";"Total fair-valued assets and liabilities#Total fair-valued assets#Non-trading financial assets mandatorily at fair value through profit or loss";"Fair-valued assets and liabilities";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,BAS=eba_BA:x6,MCY=eba_MC:x143,PRP=eba_PL:x51";C_32.01;0050;0020;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Non-trading financial assets mandatorily at fair value through profit or loss";"Fair-valued assets and liabilities";"of which: trading book";;;;;;;;;;"0010#0020#0050";"Total fair-valued assets and liabilities#Total fair-valued assets#Non-trading financial assets mandatorily at fair value through profit or loss";"Fair-valued assets and liabilities#of which: trading book";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,BAS=eba_BA:x6,MCY=eba_MC:x143,PRP=eba_PL:x10,VPO=eba_PI:x6";C_32.01;0050;0030;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Non-trading financial assets mandatorily at fair value through profit or loss";"Fair-valued assets and liabilities excluded because of partial impact on CET1";"Exactly matching";;;;;;;;;;"0010#0020#0050";"Total fair-valued assets and liabilities#Total fair-valued assets#Non-trading financial assets mandatorily at fair value through profit or loss";"Fair-valued assets and liabilities excluded because of partial impact on CET1#Exactly matching";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,BAS=eba_BA:x6,MCY=eba_MC:x143,PRP=eba_PL:x10,VPO=eba_PI:x8";C_32.01;0050;0050;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Non-trading financial assets mandatorily at fair value through profit or loss";"Fair-valued assets and liabilities excluded because of partial impact on CET1";"Prudential filters";;;;;;;;;;"0010#0020#0050";"Total fair-valued assets and liabilities#Total fair-valued assets#Non-trading financial assets mandatorily at fair value through profit or loss";"Fair-valued assets and liabilities excluded because of partial impact on CET1#Prudential filters";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,BAS=eba_BA:x6,MCY=eba_MC:x143,PRP=eba_PL:x10,VPO=eba_PI:x9";C_32.01;0050;0060;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Non-trading financial assets mandatorily at fair value through profit or loss";"Fair-valued assets and liabilities excluded because of partial impact on CET1";"Other";;;;;;;;;;"0010#0020#0050";"Total fair-valued assets and liabilities#Total fair-valued assets#Non-trading financial assets mandatorily at fair value through profit or loss";"Fair-valued assets and liabilities excluded because of partial impact on CET1#Other";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:si556,APL=eba_PL:x500,BAS=eba_BA:x6,MCY=eba_MC:x143";C_32.01;0050;0070;;stringItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Non-trading financial assets mandatorily at fair value through profit or loss";"Fair-valued assets and liabilities excluded because of partial impact on CET1";"Comments for other";;;;;;;;;;"0010#0020#0050";"Total fair-valued assets and liabilities#Total fair-valued assets#Non-trading financial assets mandatorily at fair value through profit or loss";"Fair-valued assets and liabilities excluded because of partial impact on CET1#Comments for other";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,BAS=eba_BA:x6,MCY=eba_MC:x143,PRP=eba_PL:x10,VPO=eba_PI:x10";C_32.01;0050;0080;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Non-trading financial assets mandatorily at fair value through profit or loss";"Fair-valued assets and liabilities included in art. 4(1) threshold";;;;;;;;;;;"0010#0020#0050";"Total fair-valued assets and liabilities#Total fair-valued assets#Non-trading financial assets mandatorily at fair value through profit or loss";"Fair-valued assets and liabilities included in art. 4(1) threshold";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x500,BAS=eba_BA:x6,MCY=eba_MC:x143,PRP=eba_PL:x51,VPO=eba_PI:x10";C_32.01;0050;0090;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Non-trading financial assets mandatorily at fair value through profit or loss";"Fair-valued assets and liabilities included in art. 4(1) threshold";"of which: trading book";;;;;;;;;;"0010#0020#0050";"Total fair-valued assets and liabilities#Total fair-valued assets#Non-trading financial assets mandatorily at fair value through profit or loss";"Fair-valued assets and liabilities included in art. 4(1) threshold#of which: trading book";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,BAS=eba_BA:x6,MCY=eba_MC:x143,PRP=eba_PL:x10";C_32.01;0060;0010;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Financial assets designated at fair value through profit or loss";"Fair-valued assets and liabilities";;;;;;;;;;;"0010#0020#0060";"Total fair-valued assets and liabilities#Total fair-valued assets#Financial assets designated at fair value through profit or loss";"Fair-valued assets and liabilities";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,BAS=eba_BA:x6,MCY=eba_MC:x143,PRP=eba_PL:x51";C_32.01;0060;0020;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Financial assets designated at fair value through profit or loss";"Fair-valued assets and liabilities";"of which: trading book";;;;;;;;;;"0010#0020#0060";"Total fair-valued assets and liabilities#Total fair-valued assets#Financial assets designated at fair value through profit or loss";"Fair-valued assets and liabilities#of which: trading book";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,BAS=eba_BA:x6,MCY=eba_MC:x143,PRP=eba_PL:x10,VPO=eba_PI:x6";C_32.01;0060;0030;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Financial assets designated at fair value through profit or loss";"Fair-valued assets and liabilities excluded because of partial impact on CET1";"Exactly matching";;;;;;;;;;"0010#0020#0060";"Total fair-valued assets and liabilities#Total fair-valued assets#Financial assets designated at fair value through profit or loss";"Fair-valued assets and liabilities excluded because of partial impact on CET1#Exactly matching";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,BAS=eba_BA:x6,MCY=eba_MC:x143,PRP=eba_PL:x10,VPO=eba_PI:x8";C_32.01;0060;0050;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Financial assets designated at fair value through profit or loss";"Fair-valued assets and liabilities excluded because of partial impact on CET1";"Prudential filters";;;;;;;;;;"0010#0020#0060";"Total fair-valued assets and liabilities#Total fair-valued assets#Financial assets designated at fair value through profit or loss";"Fair-valued assets and liabilities excluded because of partial impact on CET1#Prudential filters";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,BAS=eba_BA:x6,MCY=eba_MC:x143,PRP=eba_PL:x10,VPO=eba_PI:x9";C_32.01;0060;0060;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Financial assets designated at fair value through profit or loss";"Fair-valued assets and liabilities excluded because of partial impact on CET1";"Other";;;;;;;;;;"0010#0020#0060";"Total fair-valued assets and liabilities#Total fair-valued assets#Financial assets designated at fair value through profit or loss";"Fair-valued assets and liabilities excluded because of partial impact on CET1#Other";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:si556,APL=eba_PL:x14,BAS=eba_BA:x6,MCY=eba_MC:x143";C_32.01;0060;0070;;stringItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Financial assets designated at fair value through profit or loss";"Fair-valued assets and liabilities excluded because of partial impact on CET1";"Comments for other";;;;;;;;;;"0010#0020#0060";"Total fair-valued assets and liabilities#Total fair-valued assets#Financial assets designated at fair value through profit or loss";"Fair-valued assets and liabilities excluded because of partial impact on CET1#Comments for other";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,BAS=eba_BA:x6,MCY=eba_MC:x143,PRP=eba_PL:x10,VPO=eba_PI:x10";C_32.01;0060;0080;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Financial assets designated at fair value through profit or loss";"Fair-valued assets and liabilities included in art. 4(1) threshold";;;;;;;;;;;"0010#0020#0060";"Total fair-valued assets and liabilities#Total fair-valued assets#Financial assets designated at fair value through profit or loss";"Fair-valued assets and liabilities included in art. 4(1) threshold";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x14,BAS=eba_BA:x6,MCY=eba_MC:x143,PRP=eba_PL:x51,VPO=eba_PI:x10";C_32.01;0060;0090;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Financial assets designated at fair value through profit or loss";"Fair-valued assets and liabilities included in art. 4(1) threshold";"of which: trading book";;;;;;;;;;"0010#0020#0060";"Total fair-valued assets and liabilities#Total fair-valued assets#Financial assets designated at fair value through profit or loss";"Fair-valued assets and liabilities included in art. 4(1) threshold#of which: trading book";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,BAS=eba_BA:x6,MCY=eba_MC:x143,PRP=eba_PL:x10";C_32.01;0070;0010;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Financial assets at fair value through other comprehensive income";"Fair-valued assets and liabilities";;;;;;;;;;;"0010#0020#0070";"Total fair-valued assets and liabilities#Total fair-valued assets#Financial assets at fair value through other comprehensive income";"Fair-valued assets and liabilities";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,BAS=eba_BA:x6,MCY=eba_MC:x143,PRP=eba_PL:x51";C_32.01;0070;0020;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Financial assets at fair value through other comprehensive income";"Fair-valued assets and liabilities";"of which: trading book";;;;;;;;;;"0010#0020#0070";"Total fair-valued assets and liabilities#Total fair-valued assets#Financial assets at fair value through other comprehensive income";"Fair-valued assets and liabilities#of which: trading book";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,BAS=eba_BA:x6,MCY=eba_MC:x143,PRP=eba_PL:x10,VPO=eba_PI:x6";C_32.01;0070;0030;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Financial assets at fair value through other comprehensive income";"Fair-valued assets and liabilities excluded because of partial impact on CET1";"Exactly matching";;;;;;;;;;"0010#0020#0070";"Total fair-valued assets and liabilities#Total fair-valued assets#Financial assets at fair value through other comprehensive income";"Fair-valued assets and liabilities excluded because of partial impact on CET1#Exactly matching";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,BAS=eba_BA:x6,MCY=eba_MC:x143,PRP=eba_PL:x10,VPO=eba_PI:x8";C_32.01;0070;0050;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Financial assets at fair value through other comprehensive income";"Fair-valued assets and liabilities excluded because of partial impact on CET1";"Prudential filters";;;;;;;;;;"0010#0020#0070";"Total fair-valued assets and liabilities#Total fair-valued assets#Financial assets at fair value through other comprehensive income";"Fair-valued assets and liabilities excluded because of partial impact on CET1#Prudential filters";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,BAS=eba_BA:x6,MCY=eba_MC:x143,PRP=eba_PL:x10,VPO=eba_PI:x9";C_32.01;0070;0060;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Financial assets at fair value through other comprehensive income";"Fair-valued assets and liabilities excluded because of partial impact on CET1";"Other";;;;;;;;;;"0010#0020#0070";"Total fair-valued assets and liabilities#Total fair-valued assets#Financial assets at fair value through other comprehensive income";"Fair-valued assets and liabilities excluded because of partial impact on CET1#Other";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:si556,APL=eba_PL:x750,BAS=eba_BA:x6,MCY=eba_MC:x143";C_32.01;0070;0070;;stringItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Financial assets at fair value through other comprehensive income";"Fair-valued assets and liabilities excluded because of partial impact on CET1";"Comments for other";;;;;;;;;;"0010#0020#0070";"Total fair-valued assets and liabilities#Total fair-valued assets#Financial assets at fair value through other comprehensive income";"Fair-valued assets and liabilities excluded because of partial impact on CET1#Comments for other";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,BAS=eba_BA:x6,MCY=eba_MC:x143,PRP=eba_PL:x10,VPO=eba_PI:x10";C_32.01;0070;0080;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Financial assets at fair value through other comprehensive income";"Fair-valued assets and liabilities included in art. 4(1) threshold";;;;;;;;;;;"0010#0020#0070";"Total fair-valued assets and liabilities#Total fair-valued assets#Financial assets at fair value through other comprehensive income";"Fair-valued assets and liabilities included in art. 4(1) threshold";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x750,BAS=eba_BA:x6,MCY=eba_MC:x143,PRP=eba_PL:x51,VPO=eba_PI:x10";C_32.01;0070;0090;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Financial assets at fair value through other comprehensive income";"Fair-valued assets and liabilities included in art. 4(1) threshold";"of which: trading book";;;;;;;;;;"0010#0020#0070";"Total fair-valued assets and liabilities#Total fair-valued assets#Financial assets at fair value through other comprehensive income";"Fair-valued assets and liabilities included in art. 4(1) threshold#of which: trading book";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,BAS=eba_BA:x6,MCY=eba_MC:x143,PRP=eba_PL:x10";C_32.01;0080;0010;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Non-trading non-derivative financial assets measured at fair value through profit or loss";"Fair-valued assets and liabilities";;;;;;;;;;;"0010#0020#0080";"Total fair-valued assets and liabilities#Total fair-valued assets#Non-trading non-derivative financial assets measured at fair value through profit or loss";"Fair-valued assets and liabilities";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,BAS=eba_BA:x6,MCY=eba_MC:x143,PRP=eba_PL:x51";C_32.01;0080;0020;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Non-trading non-derivative financial assets measured at fair value through profit or loss";"Fair-valued assets and liabilities";"of which: trading book";;;;;;;;;;"0010#0020#0080";"Total fair-valued assets and liabilities#Total fair-valued assets#Non-trading non-derivative financial assets measured at fair value through profit or loss";"Fair-valued assets and liabilities#of which: trading book";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,BAS=eba_BA:x6,MCY=eba_MC:x143,PRP=eba_PL:x10,VPO=eba_PI:x6";C_32.01;0080;0030;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Non-trading non-derivative financial assets measured at fair value through profit or loss";"Fair-valued assets and liabilities excluded because of partial impact on CET1";"Exactly matching";;;;;;;;;;"0010#0020#0080";"Total fair-valued assets and liabilities#Total fair-valued assets#Non-trading non-derivative financial assets measured at fair value through profit or loss";"Fair-valued assets and liabilities excluded because of partial impact on CET1#Exactly matching";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,BAS=eba_BA:x6,MCY=eba_MC:x143,PRP=eba_PL:x10,VPO=eba_PI:x8";C_32.01;0080;0050;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Non-trading non-derivative financial assets measured at fair value through profit or loss";"Fair-valued assets and liabilities excluded because of partial impact on CET1";"Prudential filters";;;;;;;;;;"0010#0020#0080";"Total fair-valued assets and liabilities#Total fair-valued assets#Non-trading non-derivative financial assets measured at fair value through profit or loss";"Fair-valued assets and liabilities excluded because of partial impact on CET1#Prudential filters";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,BAS=eba_BA:x6,MCY=eba_MC:x143,PRP=eba_PL:x10,VPO=eba_PI:x9";C_32.01;0080;0060;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Non-trading non-derivative financial assets measured at fair value through profit or loss";"Fair-valued assets and liabilities excluded because of partial impact on CET1";"Other";;;;;;;;;;"0010#0020#0080";"Total fair-valued assets and liabilities#Total fair-valued assets#Non-trading non-derivative financial assets measured at fair value through profit or loss";"Fair-valued assets and liabilities excluded because of partial impact on CET1#Other";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:si556,APL=eba_PL:x63,BAS=eba_BA:x6,MCY=eba_MC:x143";C_32.01;0080;0070;;stringItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Non-trading non-derivative financial assets measured at fair value through profit or loss";"Fair-valued assets and liabilities excluded because of partial impact on CET1";"Comments for other";;;;;;;;;;"0010#0020#0080";"Total fair-valued assets and liabilities#Total fair-valued assets#Non-trading non-derivative financial assets measured at fair value through profit or loss";"Fair-valued assets and liabilities excluded because of partial impact on CET1#Comments for other";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,BAS=eba_BA:x6,MCY=eba_MC:x143,PRP=eba_PL:x10,VPO=eba_PI:x10";C_32.01;0080;0080;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Non-trading non-derivative financial assets measured at fair value through profit or loss";"Fair-valued assets and liabilities included in art. 4(1) threshold";;;;;;;;;;;"0010#0020#0080";"Total fair-valued assets and liabilities#Total fair-valued assets#Non-trading non-derivative financial assets measured at fair value through profit or loss";"Fair-valued assets and liabilities included in art. 4(1) threshold";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x63,BAS=eba_BA:x6,MCY=eba_MC:x143,PRP=eba_PL:x51,VPO=eba_PI:x10";C_32.01;0080;0090;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Non-trading non-derivative financial assets measured at fair value through profit or loss";"Fair-valued assets and liabilities included in art. 4(1) threshold";"of which: trading book";;;;;;;;;;"0010#0020#0080";"Total fair-valued assets and liabilities#Total fair-valued assets#Non-trading non-derivative financial assets measured at fair value through profit or loss";"Fair-valued assets and liabilities included in art. 4(1) threshold#of which: trading book";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,BAS=eba_BA:x6,MCY=eba_MC:x143,PRP=eba_PL:x10";C_32.01;0090;0010;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Non-trading non-derivative financial assets measured at fair value to equity";"Fair-valued assets and liabilities";;;;;;;;;;;"0010#0020#0090";"Total fair-valued assets and liabilities#Total fair-valued assets#Non-trading non-derivative financial assets measured at fair value to equity";"Fair-valued assets and liabilities";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,BAS=eba_BA:x6,MCY=eba_MC:x143,PRP=eba_PL:x51";C_32.01;0090;0020;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Non-trading non-derivative financial assets measured at fair value to equity";"Fair-valued assets and liabilities";"of which: trading book";;;;;;;;;;"0010#0020#0090";"Total fair-valued assets and liabilities#Total fair-valued assets#Non-trading non-derivative financial assets measured at fair value to equity";"Fair-valued assets and liabilities#of which: trading book";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,BAS=eba_BA:x6,MCY=eba_MC:x143,PRP=eba_PL:x10,VPO=eba_PI:x6";C_32.01;0090;0030;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Non-trading non-derivative financial assets measured at fair value to equity";"Fair-valued assets and liabilities excluded because of partial impact on CET1";"Exactly matching";;;;;;;;;;"0010#0020#0090";"Total fair-valued assets and liabilities#Total fair-valued assets#Non-trading non-derivative financial assets measured at fair value to equity";"Fair-valued assets and liabilities excluded because of partial impact on CET1#Exactly matching";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,BAS=eba_BA:x6,MCY=eba_MC:x143,PRP=eba_PL:x10,VPO=eba_PI:x8";C_32.01;0090;0050;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Non-trading non-derivative financial assets measured at fair value to equity";"Fair-valued assets and liabilities excluded because of partial impact on CET1";"Prudential filters";;;;;;;;;;"0010#0020#0090";"Total fair-valued assets and liabilities#Total fair-valued assets#Non-trading non-derivative financial assets measured at fair value to equity";"Fair-valued assets and liabilities excluded because of partial impact on CET1#Prudential filters";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,BAS=eba_BA:x6,MCY=eba_MC:x143,PRP=eba_PL:x10,VPO=eba_PI:x9";C_32.01;0090;0060;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Non-trading non-derivative financial assets measured at fair value to equity";"Fair-valued assets and liabilities excluded because of partial impact on CET1";"Other";;;;;;;;;;"0010#0020#0090";"Total fair-valued assets and liabilities#Total fair-valued assets#Non-trading non-derivative financial assets measured at fair value to equity";"Fair-valued assets and liabilities excluded because of partial impact on CET1#Other";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:si556,APL=eba_PL:x64,BAS=eba_BA:x6,MCY=eba_MC:x143";C_32.01;0090;0070;;stringItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Non-trading non-derivative financial assets measured at fair value to equity";"Fair-valued assets and liabilities excluded because of partial impact on CET1";"Comments for other";;;;;;;;;;"0010#0020#0090";"Total fair-valued assets and liabilities#Total fair-valued assets#Non-trading non-derivative financial assets measured at fair value to equity";"Fair-valued assets and liabilities excluded because of partial impact on CET1#Comments for other";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,BAS=eba_BA:x6,MCY=eba_MC:x143,PRP=eba_PL:x10,VPO=eba_PI:x10";C_32.01;0090;0080;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Non-trading non-derivative financial assets measured at fair value to equity";"Fair-valued assets and liabilities included in art. 4(1) threshold";;;;;;;;;;;"0010#0020#0090";"Total fair-valued assets and liabilities#Total fair-valued assets#Non-trading non-derivative financial assets measured at fair value to equity";"Fair-valued assets and liabilities included in art. 4(1) threshold";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x64,BAS=eba_BA:x6,MCY=eba_MC:x143,PRP=eba_PL:x51,VPO=eba_PI:x10";C_32.01;0090;0090;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Non-trading non-derivative financial assets measured at fair value to equity";"Fair-valued assets and liabilities included in art. 4(1) threshold";"of which: trading book";;;;;;;;;;"0010#0020#0090";"Total fair-valued assets and liabilities#Total fair-valued assets#Non-trading non-derivative financial assets measured at fair value to equity";"Fair-valued assets and liabilities included in art. 4(1) threshold#of which: trading book";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x96,BAS=eba_BA:x6,MCY=eba_MC:x143,PRP=eba_PL:x10";C_32.01;0100;0010;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Other non-trading non-derivative financial assets";"Fair-valued assets and liabilities";;;;;;;;;;;"0010#0020#0100";"Total fair-valued assets and liabilities#Total fair-valued assets#Other non-trading non-derivative financial assets";"Fair-valued assets and liabilities";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x96,BAS=eba_BA:x6,MCY=eba_MC:x143,PRP=eba_PL:x51";C_32.01;0100;0020;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Other non-trading non-derivative financial assets";"Fair-valued assets and liabilities";"of which: trading book";;;;;;;;;;"0010#0020#0100";"Total fair-valued assets and liabilities#Total fair-valued assets#Other non-trading non-derivative financial assets";"Fair-valued assets and liabilities#of which: trading book";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x96,BAS=eba_BA:x6,MCY=eba_MC:x143,PRP=eba_PL:x10,VPO=eba_PI:x6";C_32.01;0100;0030;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Other non-trading non-derivative financial assets";"Fair-valued assets and liabilities excluded because of partial impact on CET1";"Exactly matching";;;;;;;;;;"0010#0020#0100";"Total fair-valued assets and liabilities#Total fair-valued assets#Other non-trading non-derivative financial assets";"Fair-valued assets and liabilities excluded because of partial impact on CET1#Exactly matching";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x96,BAS=eba_BA:x6,MCY=eba_MC:x143,PRP=eba_PL:x10,VPO=eba_PI:x8";C_32.01;0100;0050;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Other non-trading non-derivative financial assets";"Fair-valued assets and liabilities excluded because of partial impact on CET1";"Prudential filters";;;;;;;;;;"0010#0020#0100";"Total fair-valued assets and liabilities#Total fair-valued assets#Other non-trading non-derivative financial assets";"Fair-valued assets and liabilities excluded because of partial impact on CET1#Prudential filters";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x96,BAS=eba_BA:x6,MCY=eba_MC:x143,PRP=eba_PL:x10,VPO=eba_PI:x9";C_32.01;0100;0060;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Other non-trading non-derivative financial assets";"Fair-valued assets and liabilities excluded because of partial impact on CET1";"Other";;;;;;;;;;"0010#0020#0100";"Total fair-valued assets and liabilities#Total fair-valued assets#Other non-trading non-derivative financial assets";"Fair-valued assets and liabilities excluded because of partial impact on CET1#Other";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:si556,APL=eba_PL:x96,BAS=eba_BA:x6,MCY=eba_MC:x143";C_32.01;0100;0070;;stringItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Other non-trading non-derivative financial assets";"Fair-valued assets and liabilities excluded because of partial impact on CET1";"Comments for other";;;;;;;;;;"0010#0020#0100";"Total fair-valued assets and liabilities#Total fair-valued assets#Other non-trading non-derivative financial assets";"Fair-valued assets and liabilities excluded because of partial impact on CET1#Comments for other";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x96,BAS=eba_BA:x6,MCY=eba_MC:x143,PRP=eba_PL:x10,VPO=eba_PI:x10";C_32.01;0100;0080;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Other non-trading non-derivative financial assets";"Fair-valued assets and liabilities included in art. 4(1) threshold";;;;;;;;;;;"0010#0020#0100";"Total fair-valued assets and liabilities#Total fair-valued assets#Other non-trading non-derivative financial assets";"Fair-valued assets and liabilities included in art. 4(1) threshold";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x96,BAS=eba_BA:x6,MCY=eba_MC:x143,PRP=eba_PL:x51,VPO=eba_PI:x10";C_32.01;0100;0090;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Other non-trading non-derivative financial assets";"Fair-valued assets and liabilities included in art. 4(1) threshold";"of which: trading book";;;;;;;;;;"0010#0020#0100";"Total fair-valued assets and liabilities#Total fair-valued assets#Other non-trading non-derivative financial assets";"Fair-valued assets and liabilities included in art. 4(1) threshold#of which: trading book";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x28,BAS=eba_BA:x6,MCY=eba_MC:x99,PRP=eba_PL:x10";C_32.01;0110;0010;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Derivatives - hedge accounting";"Fair-valued assets and liabilities";;;;;;;;;;;"0010#0020#0110";"Total fair-valued assets and liabilities#Total fair-valued assets#Derivatives - hedge accounting";"Fair-valued assets and liabilities";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x28,BAS=eba_BA:x6,MCY=eba_MC:x99,PRP=eba_PL:x51";C_32.01;0110;0020;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Derivatives - hedge accounting";"Fair-valued assets and liabilities";"of which: trading book";;;;;;;;;;"0010#0020#0110";"Total fair-valued assets and liabilities#Total fair-valued assets#Derivatives - hedge accounting";"Fair-valued assets and liabilities#of which: trading book";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x28,BAS=eba_BA:x6,MCY=eba_MC:x99,PRP=eba_PL:x10,VPO=eba_PI:x7";C_32.01;0110;0040;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Derivatives - hedge accounting";"Fair-valued assets and liabilities excluded because of partial impact on CET1";"Hedge accounting";;;;;;;;;;"0010#0020#0110";"Total fair-valued assets and liabilities#Total fair-valued assets#Derivatives - hedge accounting";"Fair-valued assets and liabilities excluded because of partial impact on CET1#Hedge accounting";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x28,BAS=eba_BA:x6,MCY=eba_MC:x99,PRP=eba_PL:x10,VPO=eba_PI:x8";C_32.01;0110;0050;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Derivatives - hedge accounting";"Fair-valued assets and liabilities excluded because of partial impact on CET1";"Prudential filters";;;;;;;;;;"0010#0020#0110";"Total fair-valued assets and liabilities#Total fair-valued assets#Derivatives - hedge accounting";"Fair-valued assets and liabilities excluded because of partial impact on CET1#Prudential filters";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x28,BAS=eba_BA:x6,MCY=eba_MC:x99,PRP=eba_PL:x10,VPO=eba_PI:x9";C_32.01;0110;0060;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Derivatives - hedge accounting";"Fair-valued assets and liabilities excluded because of partial impact on CET1";"Other";;;;;;;;;;"0010#0020#0110";"Total fair-valued assets and liabilities#Total fair-valued assets#Derivatives - hedge accounting";"Fair-valued assets and liabilities excluded because of partial impact on CET1#Other";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:si556,APL=eba_PL:x28,BAS=eba_BA:x6,MCY=eba_MC:x99";C_32.01;0110;0070;;stringItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Derivatives - hedge accounting";"Fair-valued assets and liabilities excluded because of partial impact on CET1";"Comments for other";;;;;;;;;;"0010#0020#0110";"Total fair-valued assets and liabilities#Total fair-valued assets#Derivatives - hedge accounting";"Fair-valued assets and liabilities excluded because of partial impact on CET1#Comments for other";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x28,BAS=eba_BA:x6,MCY=eba_MC:x99,PRP=eba_PL:x10,VPO=eba_PI:x10";C_32.01;0110;0080;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Derivatives - hedge accounting";"Fair-valued assets and liabilities included in art. 4(1) threshold";;;;;;;;;;;"0010#0020#0110";"Total fair-valued assets and liabilities#Total fair-valued assets#Derivatives - hedge accounting";"Fair-valued assets and liabilities included in art. 4(1) threshold";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x28,BAS=eba_BA:x6,MCY=eba_MC:x99,PRP=eba_PL:x51,VPO=eba_PI:x10";C_32.01;0110;0090;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Derivatives - hedge accounting";"Fair-valued assets and liabilities included in art. 4(1) threshold";"of which: trading book";;;;;;;;;;"0010#0020#0110";"Total fair-valued assets and liabilities#Total fair-valued assets#Derivatives - hedge accounting";"Fair-valued assets and liabilities included in art. 4(1) threshold#of which: trading book";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x79,BAS=eba_BA:x6,FRS=eba_AP:x682,MCF=eba_MC:x731,MCY=eba_MC:x691,PRP=eba_PL:x10,TYH=eba_MC:x681";C_32.01;0120;0010;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Fair value changes of the hedged items in portfolio hedge of interest rate risk";"Fair-valued assets and liabilities";;;;;;;;;;;"0010#0020#0120";"Total fair-valued assets and liabilities#Total fair-valued assets#Fair value changes of the hedged items in portfolio hedge of interest rate risk";"Fair-valued assets and liabilities";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x79,BAS=eba_BA:x6,FRS=eba_AP:x682,MCF=eba_MC:x731,MCY=eba_MC:x691,PRP=eba_PL:x51,TYH=eba_MC:x681";C_32.01;0120;0020;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Fair value changes of the hedged items in portfolio hedge of interest rate risk";"Fair-valued assets and liabilities";"of which: trading book";;;;;;;;;;"0010#0020#0120";"Total fair-valued assets and liabilities#Total fair-valued assets#Fair value changes of the hedged items in portfolio hedge of interest rate risk";"Fair-valued assets and liabilities#of which: trading book";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x79,BAS=eba_BA:x6,FRS=eba_AP:x682,MCF=eba_MC:x731,MCY=eba_MC:x691,PRP=eba_PL:x10,TYH=eba_MC:x681,VPO=eba_PI:x6";C_32.01;0120;0030;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Fair value changes of the hedged items in portfolio hedge of interest rate risk";"Fair-valued assets and liabilities excluded because of partial impact on CET1";"Exactly matching";;;;;;;;;;"0010#0020#0120";"Total fair-valued assets and liabilities#Total fair-valued assets#Fair value changes of the hedged items in portfolio hedge of interest rate risk";"Fair-valued assets and liabilities excluded because of partial impact on CET1#Exactly matching";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x79,BAS=eba_BA:x6,FRS=eba_AP:x682,MCF=eba_MC:x731,MCY=eba_MC:x691,PRP=eba_PL:x10,TYH=eba_MC:x681,VPO=eba_PI:x8";C_32.01;0120;0050;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Fair value changes of the hedged items in portfolio hedge of interest rate risk";"Fair-valued assets and liabilities excluded because of partial impact on CET1";"Prudential filters";;;;;;;;;;"0010#0020#0120";"Total fair-valued assets and liabilities#Total fair-valued assets#Fair value changes of the hedged items in portfolio hedge of interest rate risk";"Fair-valued assets and liabilities excluded because of partial impact on CET1#Prudential filters";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x79,BAS=eba_BA:x6,FRS=eba_AP:x682,MCF=eba_MC:x731,MCY=eba_MC:x691,PRP=eba_PL:x10,TYH=eba_MC:x681,VPO=eba_PI:x9";C_32.01;0120;0060;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Fair value changes of the hedged items in portfolio hedge of interest rate risk";"Fair-valued assets and liabilities excluded because of partial impact on CET1";"Other";;;;;;;;;;"0010#0020#0120";"Total fair-valued assets and liabilities#Total fair-valued assets#Fair value changes of the hedged items in portfolio hedge of interest rate risk";"Fair-valued assets and liabilities excluded because of partial impact on CET1#Other";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:si556,APL=eba_PL:x79,BAS=eba_BA:x6,FRS=eba_AP:x682,MCF=eba_MC:x731,MCY=eba_MC:x691,TYH=eba_MC:x681";C_32.01;0120;0070;;stringItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Fair value changes of the hedged items in portfolio hedge of interest rate risk";"Fair-valued assets and liabilities excluded because of partial impact on CET1";"Comments for other";;;;;;;;;;"0010#0020#0120";"Total fair-valued assets and liabilities#Total fair-valued assets#Fair value changes of the hedged items in portfolio hedge of interest rate risk";"Fair-valued assets and liabilities excluded because of partial impact on CET1#Comments for other";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x79,BAS=eba_BA:x6,FRS=eba_AP:x682,MCF=eba_MC:x731,MCY=eba_MC:x691,PRP=eba_PL:x10,TYH=eba_MC:x681,VPO=eba_PI:x10";C_32.01;0120;0080;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Fair value changes of the hedged items in portfolio hedge of interest rate risk";"Fair-valued assets and liabilities included in art. 4(1) threshold";;;;;;;;;;;"0010#0020#0120";"Total fair-valued assets and liabilities#Total fair-valued assets#Fair value changes of the hedged items in portfolio hedge of interest rate risk";"Fair-valued assets and liabilities included in art. 4(1) threshold";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x79,BAS=eba_BA:x6,FRS=eba_AP:x682,MCF=eba_MC:x731,MCY=eba_MC:x691,PRP=eba_PL:x51,TYH=eba_MC:x681,VPO=eba_PI:x10";C_32.01;0120;0090;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Fair value changes of the hedged items in portfolio hedge of interest rate risk";"Fair-valued assets and liabilities included in art. 4(1) threshold";"of which: trading book";;;;;;;;;;"0010#0020#0120";"Total fair-valued assets and liabilities#Total fair-valued assets#Fair value changes of the hedged items in portfolio hedge of interest rate risk";"Fair-valued assets and liabilities included in art. 4(1) threshold#of which: trading book";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x97,BAS=eba_BA:x6,MCY=eba_MC:x130,PRP=eba_PL:x10";C_32.01;0130;0010;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Investments in subsidiaries, joint ventures and associates";"Fair-valued assets and liabilities";;;;;;;;;;;"0010#0020#0130";"Total fair-valued assets and liabilities#Total fair-valued assets#Investments in subsidiaries, joint ventures and associates";"Fair-valued assets and liabilities";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x97,BAS=eba_BA:x6,MCY=eba_MC:x130,PRP=eba_PL:x51";C_32.01;0130;0020;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Investments in subsidiaries, joint ventures and associates";"Fair-valued assets and liabilities";"of which: trading book";;;;;;;;;;"0010#0020#0130";"Total fair-valued assets and liabilities#Total fair-valued assets#Investments in subsidiaries, joint ventures and associates";"Fair-valued assets and liabilities#of which: trading book";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x97,BAS=eba_BA:x6,MCY=eba_MC:x130,PRP=eba_PL:x10,VPO=eba_PI:x6";C_32.01;0130;0030;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Investments in subsidiaries, joint ventures and associates";"Fair-valued assets and liabilities excluded because of partial impact on CET1";"Exactly matching";;;;;;;;;;"0010#0020#0130";"Total fair-valued assets and liabilities#Total fair-valued assets#Investments in subsidiaries, joint ventures and associates";"Fair-valued assets and liabilities excluded because of partial impact on CET1#Exactly matching";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x97,BAS=eba_BA:x6,MCY=eba_MC:x130,PRP=eba_PL:x10,VPO=eba_PI:x8";C_32.01;0130;0050;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Investments in subsidiaries, joint ventures and associates";"Fair-valued assets and liabilities excluded because of partial impact on CET1";"Prudential filters";;;;;;;;;;"0010#0020#0130";"Total fair-valued assets and liabilities#Total fair-valued assets#Investments in subsidiaries, joint ventures and associates";"Fair-valued assets and liabilities excluded because of partial impact on CET1#Prudential filters";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x97,BAS=eba_BA:x6,MCY=eba_MC:x130,PRP=eba_PL:x10,VPO=eba_PI:x9";C_32.01;0130;0060;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Investments in subsidiaries, joint ventures and associates";"Fair-valued assets and liabilities excluded because of partial impact on CET1";"Other";;;;;;;;;;"0010#0020#0130";"Total fair-valued assets and liabilities#Total fair-valued assets#Investments in subsidiaries, joint ventures and associates";"Fair-valued assets and liabilities excluded because of partial impact on CET1#Other";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:si556,APL=eba_PL:x97,BAS=eba_BA:x6,MCY=eba_MC:x130";C_32.01;0130;0070;;stringItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Investments in subsidiaries, joint ventures and associates";"Fair-valued assets and liabilities excluded because of partial impact on CET1";"Comments for other";;;;;;;;;;"0010#0020#0130";"Total fair-valued assets and liabilities#Total fair-valued assets#Investments in subsidiaries, joint ventures and associates";"Fair-valued assets and liabilities excluded because of partial impact on CET1#Comments for other";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x97,BAS=eba_BA:x6,MCY=eba_MC:x130,PRP=eba_PL:x10,VPO=eba_PI:x10";C_32.01;0130;0080;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Investments in subsidiaries, joint ventures and associates";"Fair-valued assets and liabilities included in art. 4(1) threshold";;;;;;;;;;;"0010#0020#0130";"Total fair-valued assets and liabilities#Total fair-valued assets#Investments in subsidiaries, joint ventures and associates";"Fair-valued assets and liabilities included in art. 4(1) threshold";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x97,BAS=eba_BA:x6,MCY=eba_MC:x130,PRP=eba_PL:x51,VPO=eba_PI:x10";C_32.01;0130;0090;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Investments in subsidiaries, joint ventures and associates";"Fair-valued assets and liabilities included in art. 4(1) threshold";"of which: trading book";;;;;;;;;;"0010#0020#0130";"Total fair-valued assets and liabilities#Total fair-valued assets#Investments in subsidiaries, joint ventures and associates";"Fair-valued assets and liabilities included in art. 4(1) threshold#of which: trading book";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,BAS=eba_BA:x6,MCY=eba_MC:x634,PRP=eba_PL:x10";C_32.01;0140;0010;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"(-) Haircuts for trading assets at fair value";"Fair-valued assets and liabilities";;;;;;;;;;;"0010#0020#0140";"Total fair-valued assets and liabilities#Total fair-valued assets#(-) Haircuts for trading assets at fair value";"Fair-valued assets and liabilities";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,BAS=eba_BA:x6,MCY=eba_MC:x634,PRP=eba_PL:x51";C_32.01;0140;0020;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"(-) Haircuts for trading assets at fair value";"Fair-valued assets and liabilities";"of which: trading book";;;;;;;;;;"0010#0020#0140";"Total fair-valued assets and liabilities#Total fair-valued assets#(-) Haircuts for trading assets at fair value";"Fair-valued assets and liabilities#of which: trading book";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,BAS=eba_BA:x6,MCY=eba_MC:x634,PRP=eba_PL:x10,VPO=eba_PI:x6";C_32.01;0140;0030;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"(-) Haircuts for trading assets at fair value";"Fair-valued assets and liabilities excluded because of partial impact on CET1";"Exactly matching";;;;;;;;;;"0010#0020#0140";"Total fair-valued assets and liabilities#Total fair-valued assets#(-) Haircuts for trading assets at fair value";"Fair-valued assets and liabilities excluded because of partial impact on CET1#Exactly matching";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,BAS=eba_BA:x6,MCY=eba_MC:x634,PRP=eba_PL:x10,VPO=eba_PI:x8";C_32.01;0140;0050;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"(-) Haircuts for trading assets at fair value";"Fair-valued assets and liabilities excluded because of partial impact on CET1";"Prudential filters";;;;;;;;;;"0010#0020#0140";"Total fair-valued assets and liabilities#Total fair-valued assets#(-) Haircuts for trading assets at fair value";"Fair-valued assets and liabilities excluded because of partial impact on CET1#Prudential filters";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,BAS=eba_BA:x6,MCY=eba_MC:x634,PRP=eba_PL:x10,VPO=eba_PI:x9";C_32.01;0140;0060;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"(-) Haircuts for trading assets at fair value";"Fair-valued assets and liabilities excluded because of partial impact on CET1";"Other";;;;;;;;;;"0010#0020#0140";"Total fair-valued assets and liabilities#Total fair-valued assets#(-) Haircuts for trading assets at fair value";"Fair-valued assets and liabilities excluded because of partial impact on CET1#Other";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:si556,APL=eba_PL:x20,BAS=eba_BA:x6,MCY=eba_MC:x634";C_32.01;0140;0070;;stringItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"(-) Haircuts for trading assets at fair value";"Fair-valued assets and liabilities excluded because of partial impact on CET1";"Comments for other";;;;;;;;;;"0010#0020#0140";"Total fair-valued assets and liabilities#Total fair-valued assets#(-) Haircuts for trading assets at fair value";"Fair-valued assets and liabilities excluded because of partial impact on CET1#Comments for other";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,BAS=eba_BA:x6,MCY=eba_MC:x634,PRP=eba_PL:x10,VPO=eba_PI:x10";C_32.01;0140;0080;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"(-) Haircuts for trading assets at fair value";"Fair-valued assets and liabilities included in art. 4(1) threshold";;;;;;;;;;;"0010#0020#0140";"Total fair-valued assets and liabilities#Total fair-valued assets#(-) Haircuts for trading assets at fair value";"Fair-valued assets and liabilities included in art. 4(1) threshold";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x20,BAS=eba_BA:x6,MCY=eba_MC:x634,PRP=eba_PL:x51,VPO=eba_PI:x10";C_32.01;0140;0090;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"(-) Haircuts for trading assets at fair value";"Fair-valued assets and liabilities included in art. 4(1) threshold";"of which: trading book";;;;;;;;;;"0010#0020#0140";"Total fair-valued assets and liabilities#Total fair-valued assets#(-) Haircuts for trading assets at fair value";"Fair-valued assets and liabilities included in art. 4(1) threshold#of which: trading book";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x98,BAS=eba_BA:x7,MCY=eba_MC:x31,PRP=eba_PL:x10";C_32.01;0150;0010;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Total fair-valued liabilities";"Fair-valued assets and liabilities";;;;;;;;;;;"0010#0150";"Total fair-valued assets and liabilities#Total fair-valued liabilities";"Fair-valued assets and liabilities";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x98,BAS=eba_BA:x7,MCY=eba_MC:x31,PRP=eba_PL:x51";C_32.01;0150;0020;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Total fair-valued liabilities";"Fair-valued assets and liabilities";"of which: trading book";;;;;;;;;;"0010#0150";"Total fair-valued assets and liabilities#Total fair-valued liabilities";"Fair-valued assets and liabilities#of which: trading book";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x98,BAS=eba_BA:x7,MCY=eba_MC:x31,PRP=eba_PL:x10,VPO=eba_PI:x6";C_32.01;0150;0030;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Total fair-valued liabilities";"Fair-valued assets and liabilities excluded because of partial impact on CET1";"Exactly matching";;;;;;;;;;"0010#0150";"Total fair-valued assets and liabilities#Total fair-valued liabilities";"Fair-valued assets and liabilities excluded because of partial impact on CET1#Exactly matching";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x98,BAS=eba_BA:x7,MCY=eba_MC:x31,PRP=eba_PL:x10,VPO=eba_PI:x7";C_32.01;0150;0040;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Total fair-valued liabilities";"Fair-valued assets and liabilities excluded because of partial impact on CET1";"Hedge accounting";;;;;;;;;;"0010#0150";"Total fair-valued assets and liabilities#Total fair-valued liabilities";"Fair-valued assets and liabilities excluded because of partial impact on CET1#Hedge accounting";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x98,BAS=eba_BA:x7,MCY=eba_MC:x31,PRP=eba_PL:x10,VPO=eba_PI:x8";C_32.01;0150;0050;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Total fair-valued liabilities";"Fair-valued assets and liabilities excluded because of partial impact on CET1";"Prudential filters";;;;;;;;;;"0010#0150";"Total fair-valued assets and liabilities#Total fair-valued liabilities";"Fair-valued assets and liabilities excluded because of partial impact on CET1#Prudential filters";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x98,BAS=eba_BA:x7,MCY=eba_MC:x31,PRP=eba_PL:x10,VPO=eba_PI:x9";C_32.01;0150;0060;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Total fair-valued liabilities";"Fair-valued assets and liabilities excluded because of partial impact on CET1";"Other";;;;;;;;;;"0010#0150";"Total fair-valued assets and liabilities#Total fair-valued liabilities";"Fair-valued assets and liabilities excluded because of partial impact on CET1#Other";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:si556,APL=eba_PL:x98,BAS=eba_BA:x7,MCY=eba_MC:x31";C_32.01;0150;0070;;stringItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Total fair-valued liabilities";"Fair-valued assets and liabilities excluded because of partial impact on CET1";"Comments for other";;;;;;;;;;"0010#0150";"Total fair-valued assets and liabilities#Total fair-valued liabilities";"Fair-valued assets and liabilities excluded because of partial impact on CET1#Comments for other";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x98,BAS=eba_BA:x7,MCY=eba_MC:x31,PRP=eba_PL:x10,VPO=eba_PI:x10";C_32.01;0150;0080;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Total fair-valued liabilities";"Fair-valued assets and liabilities included in art. 4(1) threshold";;;;;;;;;;;"0010#0150";"Total fair-valued assets and liabilities#Total fair-valued liabilities";"Fair-valued assets and liabilities included in art. 4(1) threshold";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x98,BAS=eba_BA:x7,MCY=eba_MC:x31,PRP=eba_PL:x51,VPO=eba_PI:x10";C_32.01;0150;0090;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Total fair-valued liabilities";"Fair-valued assets and liabilities included in art. 4(1) threshold";"of which: trading book";;;;;;;;;;"0010#0150";"Total fair-valued assets and liabilities#Total fair-valued liabilities";"Fair-valued assets and liabilities included in art. 4(1) threshold#of which: trading book";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x26,BAS=eba_BA:x7,MCY=eba_MC:x111,PRP=eba_PL:x10";C_32.01;0160;0010;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Financial liabilities held for trading";"Fair-valued assets and liabilities";;;;;;;;;;;"0010#0150#0160";"Total fair-valued assets and liabilities#Total fair-valued liabilities#Financial liabilities held for trading";"Fair-valued assets and liabilities";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x26,BAS=eba_BA:x7,MCY=eba_MC:x111,PRP=eba_PL:x51";C_32.01;0160;0020;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Financial liabilities held for trading";"Fair-valued assets and liabilities";"of which: trading book";;;;;;;;;;"0010#0150#0160";"Total fair-valued assets and liabilities#Total fair-valued liabilities#Financial liabilities held for trading";"Fair-valued assets and liabilities#of which: trading book";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x26,BAS=eba_BA:x7,MCY=eba_MC:x111,PRP=eba_PL:x10,VPO=eba_PI:x6";C_32.01;0160;0030;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Financial liabilities held for trading";"Fair-valued assets and liabilities excluded because of partial impact on CET1";"Exactly matching";;;;;;;;;;"0010#0150#0160";"Total fair-valued assets and liabilities#Total fair-valued liabilities#Financial liabilities held for trading";"Fair-valued assets and liabilities excluded because of partial impact on CET1#Exactly matching";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x26,BAS=eba_BA:x7,MCY=eba_MC:x111,PRP=eba_PL:x10,VPO=eba_PI:x8";C_32.01;0160;0050;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Financial liabilities held for trading";"Fair-valued assets and liabilities excluded because of partial impact on CET1";"Prudential filters";;;;;;;;;;"0010#0150#0160";"Total fair-valued assets and liabilities#Total fair-valued liabilities#Financial liabilities held for trading";"Fair-valued assets and liabilities excluded because of partial impact on CET1#Prudential filters";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x26,BAS=eba_BA:x7,MCY=eba_MC:x111,PRP=eba_PL:x10,VPO=eba_PI:x9";C_32.01;0160;0060;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Financial liabilities held for trading";"Fair-valued assets and liabilities excluded because of partial impact on CET1";"Other";;;;;;;;;;"0010#0150#0160";"Total fair-valued assets and liabilities#Total fair-valued liabilities#Financial liabilities held for trading";"Fair-valued assets and liabilities excluded because of partial impact on CET1#Other";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:si556,APL=eba_PL:x26,BAS=eba_BA:x7,MCY=eba_MC:x111";C_32.01;0160;0070;;stringItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Financial liabilities held for trading";"Fair-valued assets and liabilities excluded because of partial impact on CET1";"Comments for other";;;;;;;;;;"0010#0150#0160";"Total fair-valued assets and liabilities#Total fair-valued liabilities#Financial liabilities held for trading";"Fair-valued assets and liabilities excluded because of partial impact on CET1#Comments for other";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x26,BAS=eba_BA:x7,MCY=eba_MC:x111,PRP=eba_PL:x10,VPO=eba_PI:x10";C_32.01;0160;0080;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Financial liabilities held for trading";"Fair-valued assets and liabilities included in art. 4(1) threshold";;;;;;;;;;;"0010#0150#0160";"Total fair-valued assets and liabilities#Total fair-valued liabilities#Financial liabilities held for trading";"Fair-valued assets and liabilities included in art. 4(1) threshold";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x26,BAS=eba_BA:x7,MCY=eba_MC:x111,PRP=eba_PL:x51,VPO=eba_PI:x10";C_32.01;0160;0090;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Financial liabilities held for trading";"Fair-valued assets and liabilities included in art. 4(1) threshold";"of which: trading book";;;;;;;;;;"0010#0150#0160";"Total fair-valued assets and liabilities#Total fair-valued liabilities#Financial liabilities held for trading";"Fair-valued assets and liabilities included in art. 4(1) threshold#of which: trading book";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x68,BAS=eba_BA:x7,MCY=eba_MC:x111,PRP=eba_PL:x10";C_32.01;0170;0010;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Trading financial liabilities";"Fair-valued assets and liabilities";;;;;;;;;;;"0010#0150#0170";"Total fair-valued assets and liabilities#Total fair-valued liabilities#Trading financial liabilities";"Fair-valued assets and liabilities";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x68,BAS=eba_BA:x7,MCY=eba_MC:x111,PRP=eba_PL:x51";C_32.01;0170;0020;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Trading financial liabilities";"Fair-valued assets and liabilities";"of which: trading book";;;;;;;;;;"0010#0150#0170";"Total fair-valued assets and liabilities#Total fair-valued liabilities#Trading financial liabilities";"Fair-valued assets and liabilities#of which: trading book";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x68,BAS=eba_BA:x7,MCY=eba_MC:x111,PRP=eba_PL:x10,VPO=eba_PI:x6";C_32.01;0170;0030;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Trading financial liabilities";"Fair-valued assets and liabilities excluded because of partial impact on CET1";"Exactly matching";;;;;;;;;;"0010#0150#0170";"Total fair-valued assets and liabilities#Total fair-valued liabilities#Trading financial liabilities";"Fair-valued assets and liabilities excluded because of partial impact on CET1#Exactly matching";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x68,BAS=eba_BA:x7,MCY=eba_MC:x111,PRP=eba_PL:x10,VPO=eba_PI:x8";C_32.01;0170;0050;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Trading financial liabilities";"Fair-valued assets and liabilities excluded because of partial impact on CET1";"Prudential filters";;;;;;;;;;"0010#0150#0170";"Total fair-valued assets and liabilities#Total fair-valued liabilities#Trading financial liabilities";"Fair-valued assets and liabilities excluded because of partial impact on CET1#Prudential filters";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x68,BAS=eba_BA:x7,MCY=eba_MC:x111,PRP=eba_PL:x10,VPO=eba_PI:x9";C_32.01;0170;0060;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Trading financial liabilities";"Fair-valued assets and liabilities excluded because of partial impact on CET1";"Other";;;;;;;;;;"0010#0150#0170";"Total fair-valued assets and liabilities#Total fair-valued liabilities#Trading financial liabilities";"Fair-valued assets and liabilities excluded because of partial impact on CET1#Other";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:si556,APL=eba_PL:x68,BAS=eba_BA:x7,MCY=eba_MC:x111";C_32.01;0170;0070;;stringItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Trading financial liabilities";"Fair-valued assets and liabilities excluded because of partial impact on CET1";"Comments for other";;;;;;;;;;"0010#0150#0170";"Total fair-valued assets and liabilities#Total fair-valued liabilities#Trading financial liabilities";"Fair-valued assets and liabilities excluded because of partial impact on CET1#Comments for other";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x68,BAS=eba_BA:x7,MCY=eba_MC:x111,PRP=eba_PL:x10,VPO=eba_PI:x10";C_32.01;0170;0080;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Trading financial liabilities";"Fair-valued assets and liabilities included in art. 4(1) threshold";;;;;;;;;;;"0010#0150#0170";"Total fair-valued assets and liabilities#Total fair-valued liabilities#Trading financial liabilities";"Fair-valued assets and liabilities included in art. 4(1) threshold";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x68,BAS=eba_BA:x7,MCY=eba_MC:x111,PRP=eba_PL:x51,VPO=eba_PI:x10";C_32.01;0170;0090;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Trading financial liabilities";"Fair-valued assets and liabilities included in art. 4(1) threshold";"of which: trading book";;;;;;;;;;"0010#0150#0170";"Total fair-valued assets and liabilities#Total fair-valued liabilities#Trading financial liabilities";"Fair-valued assets and liabilities included in art. 4(1) threshold#of which: trading book";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x25,BAS=eba_BA:x7,MCY=eba_MC:x93,PRP=eba_PL:x10";C_32.01;0180;0010;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Financial liabilities designated at fair value through profit or loss";"Fair-valued assets and liabilities";;;;;;;;;;;"0010#0150#0180";"Total fair-valued assets and liabilities#Total fair-valued liabilities#Financial liabilities designated at fair value through profit or loss";"Fair-valued assets and liabilities";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x25,BAS=eba_BA:x7,MCY=eba_MC:x93,PRP=eba_PL:x51";C_32.01;0180;0020;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Financial liabilities designated at fair value through profit or loss";"Fair-valued assets and liabilities";"of which: trading book";;;;;;;;;;"0010#0150#0180";"Total fair-valued assets and liabilities#Total fair-valued liabilities#Financial liabilities designated at fair value through profit or loss";"Fair-valued assets and liabilities#of which: trading book";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x25,BAS=eba_BA:x7,MCY=eba_MC:x93,PRP=eba_PL:x10,VPO=eba_PI:x6";C_32.01;0180;0030;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Financial liabilities designated at fair value through profit or loss";"Fair-valued assets and liabilities excluded because of partial impact on CET1";"Exactly matching";;;;;;;;;;"0010#0150#0180";"Total fair-valued assets and liabilities#Total fair-valued liabilities#Financial liabilities designated at fair value through profit or loss";"Fair-valued assets and liabilities excluded because of partial impact on CET1#Exactly matching";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x25,BAS=eba_BA:x7,MCY=eba_MC:x93,PRP=eba_PL:x10,VPO=eba_PI:x8";C_32.01;0180;0050;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Financial liabilities designated at fair value through profit or loss";"Fair-valued assets and liabilities excluded because of partial impact on CET1";"Prudential filters";;;;;;;;;;"0010#0150#0180";"Total fair-valued assets and liabilities#Total fair-valued liabilities#Financial liabilities designated at fair value through profit or loss";"Fair-valued assets and liabilities excluded because of partial impact on CET1#Prudential filters";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x25,BAS=eba_BA:x7,MCY=eba_MC:x93,PRP=eba_PL:x10,VPO=eba_PI:x9";C_32.01;0180;0060;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Financial liabilities designated at fair value through profit or loss";"Fair-valued assets and liabilities excluded because of partial impact on CET1";"Other";;;;;;;;;;"0010#0150#0180";"Total fair-valued assets and liabilities#Total fair-valued liabilities#Financial liabilities designated at fair value through profit or loss";"Fair-valued assets and liabilities excluded because of partial impact on CET1#Other";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:si556,APL=eba_PL:x25,BAS=eba_BA:x7,MCY=eba_MC:x93";C_32.01;0180;0070;;stringItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Financial liabilities designated at fair value through profit or loss";"Fair-valued assets and liabilities excluded because of partial impact on CET1";"Comments for other";;;;;;;;;;"0010#0150#0180";"Total fair-valued assets and liabilities#Total fair-valued liabilities#Financial liabilities designated at fair value through profit or loss";"Fair-valued assets and liabilities excluded because of partial impact on CET1#Comments for other";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x25,BAS=eba_BA:x7,MCY=eba_MC:x93,PRP=eba_PL:x10,VPO=eba_PI:x10";C_32.01;0180;0080;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Financial liabilities designated at fair value through profit or loss";"Fair-valued assets and liabilities included in art. 4(1) threshold";;;;;;;;;;;"0010#0150#0180";"Total fair-valued assets and liabilities#Total fair-valued liabilities#Financial liabilities designated at fair value through profit or loss";"Fair-valued assets and liabilities included in art. 4(1) threshold";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x25,BAS=eba_BA:x7,MCY=eba_MC:x93,PRP=eba_PL:x51,VPO=eba_PI:x10";C_32.01;0180;0090;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Financial liabilities designated at fair value through profit or loss";"Fair-valued assets and liabilities included in art. 4(1) threshold";"of which: trading book";;;;;;;;;;"0010#0150#0180";"Total fair-valued assets and liabilities#Total fair-valued liabilities#Financial liabilities designated at fair value through profit or loss";"Fair-valued assets and liabilities included in art. 4(1) threshold#of which: trading book";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x28,BAS=eba_BA:x7,MCY=eba_MC:x99,PRP=eba_PL:x10";C_32.01;0190;0010;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Derivatives - hedge accounting";"Fair-valued assets and liabilities";;;;;;;;;;;"0010#0150#0190";"Total fair-valued assets and liabilities#Total fair-valued liabilities#Derivatives - hedge accounting";"Fair-valued assets and liabilities";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x28,BAS=eba_BA:x7,MCY=eba_MC:x99,PRP=eba_PL:x51";C_32.01;0190;0020;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Derivatives - hedge accounting";"Fair-valued assets and liabilities";"of which: trading book";;;;;;;;;;"0010#0150#0190";"Total fair-valued assets and liabilities#Total fair-valued liabilities#Derivatives - hedge accounting";"Fair-valued assets and liabilities#of which: trading book";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x28,BAS=eba_BA:x7,MCY=eba_MC:x99,PRP=eba_PL:x10,VPO=eba_PI:x7";C_32.01;0190;0040;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Derivatives - hedge accounting";"Fair-valued assets and liabilities excluded because of partial impact on CET1";"Hedge accounting";;;;;;;;;;"0010#0150#0190";"Total fair-valued assets and liabilities#Total fair-valued liabilities#Derivatives - hedge accounting";"Fair-valued assets and liabilities excluded because of partial impact on CET1#Hedge accounting";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x28,BAS=eba_BA:x7,MCY=eba_MC:x99,PRP=eba_PL:x10,VPO=eba_PI:x8";C_32.01;0190;0050;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Derivatives - hedge accounting";"Fair-valued assets and liabilities excluded because of partial impact on CET1";"Prudential filters";;;;;;;;;;"0010#0150#0190";"Total fair-valued assets and liabilities#Total fair-valued liabilities#Derivatives - hedge accounting";"Fair-valued assets and liabilities excluded because of partial impact on CET1#Prudential filters";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x28,BAS=eba_BA:x7,MCY=eba_MC:x99,PRP=eba_PL:x10,VPO=eba_PI:x9";C_32.01;0190;0060;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Derivatives - hedge accounting";"Fair-valued assets and liabilities excluded because of partial impact on CET1";"Other";;;;;;;;;;"0010#0150#0190";"Total fair-valued assets and liabilities#Total fair-valued liabilities#Derivatives - hedge accounting";"Fair-valued assets and liabilities excluded because of partial impact on CET1#Other";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:si556,APL=eba_PL:x28,BAS=eba_BA:x7,MCY=eba_MC:x99";C_32.01;0190;0070;;stringItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Derivatives - hedge accounting";"Fair-valued assets and liabilities excluded because of partial impact on CET1";"Comments for other";;;;;;;;;;"0010#0150#0190";"Total fair-valued assets and liabilities#Total fair-valued liabilities#Derivatives - hedge accounting";"Fair-valued assets and liabilities excluded because of partial impact on CET1#Comments for other";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x28,BAS=eba_BA:x7,MCY=eba_MC:x99,PRP=eba_PL:x10,VPO=eba_PI:x10";C_32.01;0190;0080;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Derivatives - hedge accounting";"Fair-valued assets and liabilities included in art. 4(1) threshold";;;;;;;;;;;"0010#0150#0190";"Total fair-valued assets and liabilities#Total fair-valued liabilities#Derivatives - hedge accounting";"Fair-valued assets and liabilities included in art. 4(1) threshold";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x28,BAS=eba_BA:x7,MCY=eba_MC:x99,PRP=eba_PL:x51,VPO=eba_PI:x10";C_32.01;0190;0090;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Derivatives - hedge accounting";"Fair-valued assets and liabilities included in art. 4(1) threshold";"of which: trading book";;;;;;;;;;"0010#0150#0190";"Total fair-valued assets and liabilities#Total fair-valued liabilities#Derivatives - hedge accounting";"Fair-valued assets and liabilities included in art. 4(1) threshold#of which: trading book";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x79,BAS=eba_BA:x7,FRS=eba_AP:x682,MCF=eba_MC:x731,MCY=eba_MC:x691,PRP=eba_PL:x10,TYH=eba_MC:x681";C_32.01;0200;0010;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Fair value changes of the hedged items in portfolio hedge of interest rate risk";"Fair-valued assets and liabilities";;;;;;;;;;;"0010#0150#0200";"Total fair-valued assets and liabilities#Total fair-valued liabilities#Fair value changes of the hedged items in portfolio hedge of interest rate risk";"Fair-valued assets and liabilities";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x79,BAS=eba_BA:x7,FRS=eba_AP:x682,MCF=eba_MC:x731,MCY=eba_MC:x691,PRP=eba_PL:x51,TYH=eba_MC:x681";C_32.01;0200;0020;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Fair value changes of the hedged items in portfolio hedge of interest rate risk";"Fair-valued assets and liabilities";"of which: trading book";;;;;;;;;;"0010#0150#0200";"Total fair-valued assets and liabilities#Total fair-valued liabilities#Fair value changes of the hedged items in portfolio hedge of interest rate risk";"Fair-valued assets and liabilities#of which: trading book";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x79,BAS=eba_BA:x7,FRS=eba_AP:x682,MCF=eba_MC:x731,MCY=eba_MC:x691,PRP=eba_PL:x10,TYH=eba_MC:x681,VPO=eba_PI:x6";C_32.01;0200;0030;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Fair value changes of the hedged items in portfolio hedge of interest rate risk";"Fair-valued assets and liabilities excluded because of partial impact on CET1";"Exactly matching";;;;;;;;;;"0010#0150#0200";"Total fair-valued assets and liabilities#Total fair-valued liabilities#Fair value changes of the hedged items in portfolio hedge of interest rate risk";"Fair-valued assets and liabilities excluded because of partial impact on CET1#Exactly matching";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x79,BAS=eba_BA:x7,FRS=eba_AP:x682,MCF=eba_MC:x731,MCY=eba_MC:x691,PRP=eba_PL:x10,TYH=eba_MC:x681,VPO=eba_PI:x8";C_32.01;0200;0050;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Fair value changes of the hedged items in portfolio hedge of interest rate risk";"Fair-valued assets and liabilities excluded because of partial impact on CET1";"Prudential filters";;;;;;;;;;"0010#0150#0200";"Total fair-valued assets and liabilities#Total fair-valued liabilities#Fair value changes of the hedged items in portfolio hedge of interest rate risk";"Fair-valued assets and liabilities excluded because of partial impact on CET1#Prudential filters";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x79,BAS=eba_BA:x7,FRS=eba_AP:x682,MCF=eba_MC:x731,MCY=eba_MC:x691,PRP=eba_PL:x10,TYH=eba_MC:x681,VPO=eba_PI:x9";C_32.01;0200;0060;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Fair value changes of the hedged items in portfolio hedge of interest rate risk";"Fair-valued assets and liabilities excluded because of partial impact on CET1";"Other";;;;;;;;;;"0010#0150#0200";"Total fair-valued assets and liabilities#Total fair-valued liabilities#Fair value changes of the hedged items in portfolio hedge of interest rate risk";"Fair-valued assets and liabilities excluded because of partial impact on CET1#Other";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:si556,APL=eba_PL:x79,BAS=eba_BA:x7,FRS=eba_AP:x682,MCF=eba_MC:x731,MCY=eba_MC:x691,TYH=eba_MC:x681";C_32.01;0200;0070;;stringItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Fair value changes of the hedged items in portfolio hedge of interest rate risk";"Fair-valued assets and liabilities excluded because of partial impact on CET1";"Comments for other";;;;;;;;;;"0010#0150#0200";"Total fair-valued assets and liabilities#Total fair-valued liabilities#Fair value changes of the hedged items in portfolio hedge of interest rate risk";"Fair-valued assets and liabilities excluded because of partial impact on CET1#Comments for other";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x79,BAS=eba_BA:x7,FRS=eba_AP:x682,MCF=eba_MC:x731,MCY=eba_MC:x691,PRP=eba_PL:x10,TYH=eba_MC:x681,VPO=eba_PI:x10";C_32.01;0200;0080;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Fair value changes of the hedged items in portfolio hedge of interest rate risk";"Fair-valued assets and liabilities included in art. 4(1) threshold";;;;;;;;;;;"0010#0150#0200";"Total fair-valued assets and liabilities#Total fair-valued liabilities#Fair value changes of the hedged items in portfolio hedge of interest rate risk";"Fair-valued assets and liabilities included in art. 4(1) threshold";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x79,BAS=eba_BA:x7,FRS=eba_AP:x682,MCF=eba_MC:x731,MCY=eba_MC:x691,PRP=eba_PL:x51,TYH=eba_MC:x681,VPO=eba_PI:x10";C_32.01;0200;0090;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Fair value changes of the hedged items in portfolio hedge of interest rate risk";"Fair-valued assets and liabilities included in art. 4(1) threshold";"of which: trading book";;;;;;;;;;"0010#0150#0200";"Total fair-valued assets and liabilities#Total fair-valued liabilities#Fair value changes of the hedged items in portfolio hedge of interest rate risk";"Fair-valued assets and liabilities included in art. 4(1) threshold#of which: trading book";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,MCY=eba_MC:x635,PRP=eba_PL:x10";C_32.01;0210;0010;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Haircuts for trading liabilities at fair value";"Fair-valued assets and liabilities";;;;;;;;;;;"0010#0150#0210";"Total fair-valued assets and liabilities#Total fair-valued liabilities#Haircuts for trading liabilities at fair value";"Fair-valued assets and liabilities";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,MCY=eba_MC:x635,PRP=eba_PL:x51";C_32.01;0210;0020;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Haircuts for trading liabilities at fair value";"Fair-valued assets and liabilities";"of which: trading book";;;;;;;;;;"0010#0150#0210";"Total fair-valued assets and liabilities#Total fair-valued liabilities#Haircuts for trading liabilities at fair value";"Fair-valued assets and liabilities#of which: trading book";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,MCY=eba_MC:x635,PRP=eba_PL:x10,VPO=eba_PI:x6";C_32.01;0210;0030;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Haircuts for trading liabilities at fair value";"Fair-valued assets and liabilities excluded because of partial impact on CET1";"Exactly matching";;;;;;;;;;"0010#0150#0210";"Total fair-valued assets and liabilities#Total fair-valued liabilities#Haircuts for trading liabilities at fair value";"Fair-valued assets and liabilities excluded because of partial impact on CET1#Exactly matching";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,MCY=eba_MC:x635,PRP=eba_PL:x10,VPO=eba_PI:x8";C_32.01;0210;0050;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Haircuts for trading liabilities at fair value";"Fair-valued assets and liabilities excluded because of partial impact on CET1";"Prudential filters";;;;;;;;;;"0010#0150#0210";"Total fair-valued assets and liabilities#Total fair-valued liabilities#Haircuts for trading liabilities at fair value";"Fair-valued assets and liabilities excluded because of partial impact on CET1#Prudential filters";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,MCY=eba_MC:x635,PRP=eba_PL:x10,VPO=eba_PI:x9";C_32.01;0210;0060;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Haircuts for trading liabilities at fair value";"Fair-valued assets and liabilities excluded because of partial impact on CET1";"Other";;;;;;;;;;"0010#0150#0210";"Total fair-valued assets and liabilities#Total fair-valued liabilities#Haircuts for trading liabilities at fair value";"Fair-valued assets and liabilities excluded because of partial impact on CET1#Other";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:si556,BAS=eba_BA:x7,MCY=eba_MC:x635";C_32.01;0210;0070;;stringItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Haircuts for trading liabilities at fair value";"Fair-valued assets and liabilities excluded because of partial impact on CET1";"Comments for other";;;;;;;;;;"0010#0150#0210";"Total fair-valued assets and liabilities#Total fair-valued liabilities#Haircuts for trading liabilities at fair value";"Fair-valued assets and liabilities excluded because of partial impact on CET1#Comments for other";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,MCY=eba_MC:x635,PRP=eba_PL:x10,VPO=eba_PI:x10";C_32.01;0210;0080;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Haircuts for trading liabilities at fair value";"Fair-valued assets and liabilities included in art. 4(1) threshold";;;;;;;;;;;"0010#0150#0210";"Total fair-valued assets and liabilities#Total fair-valued liabilities#Haircuts for trading liabilities at fair value";"Fair-valued assets and liabilities included in art. 4(1) threshold";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,BAS=eba_BA:x7,MCY=eba_MC:x635,PRP=eba_PL:x51,VPO=eba_PI:x10";C_32.01;0210;0090;;monetaryItemType;C 32.01 Prudent valuation. Fair-Valued assets and liabilities;"Haircuts for trading liabilities at fair value";"Fair-valued assets and liabilities included in art. 4(1) threshold";"of which: trading book";;;;;;;;;;"0010#0150#0210";"Total fair-valued assets and liabilities#Total fair-valued liabilities#Haircuts for trading liabilities at fair value";"Fair-valued assets and liabilities included in art. 4(1) threshold#of which: trading book";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,MCX=eba_MC:x651,PRP=eba_PL:x99";C_32.02.a;0010;0010;;monetaryItemType;C 32.02.a Prudent valuation: Core approach – Pre and post diversification;"Total core approach";"Category level AVA";"Market price uncertainty";;;;;;;;;;"0010";"Total core approach";"Category level AVA#Market price uncertainty";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,AVA=eba_AP:x113,MCX=eba_MC:x651,PRP=eba_PL:x99";C_32.02.a;0010;0020;;monetaryItemType;C 32.02.a Prudent valuation: Core approach – Pre and post diversification;"Total core approach";"Category level AVA";"Market price uncertainty";"Of which: calculated using the expert based approach";;;;;;;;;"0010";"Total core approach";"Category level AVA#Market price uncertainty#Of which: calculated using the expert based approach";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,MCX=eba_MC:x652,PRP=eba_PL:x99";C_32.02.a;0010;0030;;monetaryItemType;C 32.02.a Prudent valuation: Core approach – Pre and post diversification;"Total core approach";"Category level AVA";"Close-out costs";;;;;;;;;;"0010";"Total core approach";"Category level AVA#Close-out costs";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,AVA=eba_AP:x113,MCX=eba_MC:x652,PRP=eba_PL:x99";C_32.02.a;0010;0040;;monetaryItemType;C 32.02.a Prudent valuation: Core approach – Pre and post diversification;"Total core approach";"Category level AVA";"Close-out costs";"Of which: calculated using the expert based approach";;;;;;;;;"0010";"Total core approach";"Category level AVA#Close-out costs#Of which: calculated using the expert based approach";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,MCX=eba_MC:x653,PRP=eba_PL:x99";C_32.02.a;0010;0050;;monetaryItemType;C 32.02.a Prudent valuation: Core approach – Pre and post diversification;"Total core approach";"Category level AVA";"Model risk";;;;;;;;;;"0010";"Total core approach";"Category level AVA#Model risk";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,AVA=eba_AP:x113,MCX=eba_MC:x653,PRP=eba_PL:x99";C_32.02.a;0010;0060;;monetaryItemType;C 32.02.a Prudent valuation: Core approach – Pre and post diversification;"Total core approach";"Category level AVA";"Model risk";"Of which: calculated using the expert based approach";;;;;;;;;"0010";"Total core approach";"Category level AVA#Model risk#Of which: calculated using the expert based approach";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,PRP=eba_PL:x99";C_32.02.a;0010;0110;;monetaryItemType;C 32.02.a Prudent valuation: Core approach – Pre and post diversification;"Total core approach";"Total AVA";;;;;;;;;;;"0010";"Total core approach";"Total AVA";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,MCX=eba_MC:x651,PRP=eba_PL:x100";C_32.02.a;0020;0010;;monetaryItemType;C 32.02.a Prudent valuation: Core approach – Pre and post diversification;"Of which: trading book";"Category level AVA";"Market price uncertainty";;;;;;;;;;"0010#0020";"Total core approach#Of which: trading book";"Category level AVA#Market price uncertainty";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,AVA=eba_AP:x113,MCX=eba_MC:x651,PRP=eba_PL:x100";C_32.02.a;0020;0020;;monetaryItemType;C 32.02.a Prudent valuation: Core approach – Pre and post diversification;"Of which: trading book";"Category level AVA";"Market price uncertainty";"Of which: calculated using the expert based approach";;;;;;;;;"0010#0020";"Total core approach#Of which: trading book";"Category level AVA#Market price uncertainty#Of which: calculated using the expert based approach";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,MCX=eba_MC:x652,PRP=eba_PL:x100";C_32.02.a;0020;0030;;monetaryItemType;C 32.02.a Prudent valuation: Core approach – Pre and post diversification;"Of which: trading book";"Category level AVA";"Close-out costs";;;;;;;;;;"0010#0020";"Total core approach#Of which: trading book";"Category level AVA#Close-out costs";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,AVA=eba_AP:x113,MCX=eba_MC:x652,PRP=eba_PL:x100";C_32.02.a;0020;0040;;monetaryItemType;C 32.02.a Prudent valuation: Core approach – Pre and post diversification;"Of which: trading book";"Category level AVA";"Close-out costs";"Of which: calculated using the expert based approach";;;;;;;;;"0010#0020";"Total core approach#Of which: trading book";"Category level AVA#Close-out costs#Of which: calculated using the expert based approach";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,MCX=eba_MC:x653,PRP=eba_PL:x100";C_32.02.a;0020;0050;;monetaryItemType;C 32.02.a Prudent valuation: Core approach – Pre and post diversification;"Of which: trading book";"Category level AVA";"Model risk";;;;;;;;;;"0010#0020";"Total core approach#Of which: trading book";"Category level AVA#Model risk";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,AVA=eba_AP:x113,MCX=eba_MC:x653,PRP=eba_PL:x100";C_32.02.a;0020;0060;;monetaryItemType;C 32.02.a Prudent valuation: Core approach – Pre and post diversification;"Of which: trading book";"Category level AVA";"Model risk";"Of which: calculated using the expert based approach";;;;;;;;;"0010#0020";"Total core approach#Of which: trading book";"Category level AVA#Model risk#Of which: calculated using the expert based approach";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,PRP=eba_PL:x100";C_32.02.a;0020;0110;;monetaryItemType;C 32.02.a Prudent valuation: Core approach – Pre and post diversification;"Of which: trading book";"Total AVA";;;;;;;;;;;"0010#0020";"Total core approach#Of which: trading book";"Total AVA";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,MCX=eba_MC:x651,PLS=eba_PL:x693,PRP=eba_PL:x698";C_32.02.a;0030;0010;;monetaryItemType;C 32.02.a Prudent valuation: Core approach – Pre and post diversification;"Portfolios under articles 9 to 17 - total category level post-diversification";"Category level AVA";"Market price uncertainty";;;;;;;;;;"0010#0030";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification";"Category level AVA#Market price uncertainty";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,AVA=eba_AP:x113,MCX=eba_MC:x651,PLS=eba_PL:x693,PRP=eba_PL:x698";C_32.02.a;0030;0020;;monetaryItemType;C 32.02.a Prudent valuation: Core approach – Pre and post diversification;"Portfolios under articles 9 to 17 - total category level post-diversification";"Category level AVA";"Market price uncertainty";"Of which: calculated using the expert based approach";;;;;;;;;"0010#0030";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification";"Category level AVA#Market price uncertainty#Of which: calculated using the expert based approach";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,MCX=eba_MC:x652,PLS=eba_PL:x693,PRP=eba_PL:x698";C_32.02.a;0030;0030;;monetaryItemType;C 32.02.a Prudent valuation: Core approach – Pre and post diversification;"Portfolios under articles 9 to 17 - total category level post-diversification";"Category level AVA";"Close-out costs";;;;;;;;;;"0010#0030";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification";"Category level AVA#Close-out costs";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,AVA=eba_AP:x113,MCX=eba_MC:x652,PLS=eba_PL:x693,PRP=eba_PL:x698";C_32.02.a;0030;0040;;monetaryItemType;C 32.02.a Prudent valuation: Core approach – Pre and post diversification;"Portfolios under articles 9 to 17 - total category level post-diversification";"Category level AVA";"Close-out costs";"Of which: calculated using the expert based approach";;;;;;;;;"0010#0030";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification";"Category level AVA#Close-out costs#Of which: calculated using the expert based approach";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,MCX=eba_MC:x653,PLS=eba_PL:x693,PRP=eba_PL:x698";C_32.02.a;0030;0050;;monetaryItemType;C 32.02.a Prudent valuation: Core approach – Pre and post diversification;"Portfolios under articles 9 to 17 - total category level post-diversification";"Category level AVA";"Model risk";;;;;;;;;;"0010#0030";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification";"Category level AVA#Model risk";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,AVA=eba_AP:x113,MCX=eba_MC:x653,PLS=eba_PL:x693,PRP=eba_PL:x698";C_32.02.a;0030;0060;;monetaryItemType;C 32.02.a Prudent valuation: Core approach – Pre and post diversification;"Portfolios under articles 9 to 17 - total category level post-diversification";"Category level AVA";"Model risk";"Of which: calculated using the expert based approach";;;;;;;;;"0010#0030";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification";"Category level AVA#Model risk#Of which: calculated using the expert based approach";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,PLS=eba_PL:x693,PRP=eba_PL:x698";C_32.02.a;0030;0110;;monetaryItemType;C 32.02.a Prudent valuation: Core approach – Pre and post diversification;"Portfolios under articles 9 to 17 - total category level post-diversification";"Total AVA";;;;;;;;;;;"0010#0030";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification";"Total AVA";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,MCX=eba_MC:x651,PLS=eba_PL:x694,PRP=eba_PL:x698";C_32.02.a;0040;0010;;monetaryItemType;C 32.02.a Prudent valuation: Core approach – Pre and post diversification;"Total category level pre-diversification";"Category level AVA";"Market price uncertainty";;;;;;;;;;"0010#0030#0040";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification";"Category level AVA#Market price uncertainty";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,AVA=eba_AP:x113,MCX=eba_MC:x651,PLS=eba_PL:x694,PRP=eba_PL:x698";C_32.02.a;0040;0020;;monetaryItemType;C 32.02.a Prudent valuation: Core approach – Pre and post diversification;"Total category level pre-diversification";"Category level AVA";"Market price uncertainty";"Of which: calculated using the expert based approach";;;;;;;;;"0010#0030#0040";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification";"Category level AVA#Market price uncertainty#Of which: calculated using the expert based approach";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,MCX=eba_MC:x652,PLS=eba_PL:x694,PRP=eba_PL:x698";C_32.02.a;0040;0030;;monetaryItemType;C 32.02.a Prudent valuation: Core approach – Pre and post diversification;"Total category level pre-diversification";"Category level AVA";"Close-out costs";;;;;;;;;;"0010#0030#0040";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification";"Category level AVA#Close-out costs";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,AVA=eba_AP:x113,MCX=eba_MC:x652,PLS=eba_PL:x694,PRP=eba_PL:x698";C_32.02.a;0040;0040;;monetaryItemType;C 32.02.a Prudent valuation: Core approach – Pre and post diversification;"Total category level pre-diversification";"Category level AVA";"Close-out costs";"Of which: calculated using the expert based approach";;;;;;;;;"0010#0030#0040";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification";"Category level AVA#Close-out costs#Of which: calculated using the expert based approach";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,MCX=eba_MC:x653,PLS=eba_PL:x694,PRP=eba_PL:x698";C_32.02.a;0040;0050;;monetaryItemType;C 32.02.a Prudent valuation: Core approach – Pre and post diversification;"Total category level pre-diversification";"Category level AVA";"Model risk";;;;;;;;;;"0010#0030#0040";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification";"Category level AVA#Model risk";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,AVA=eba_AP:x113,MCX=eba_MC:x653,PLS=eba_PL:x694,PRP=eba_PL:x698";C_32.02.a;0040;0060;;monetaryItemType;C 32.02.a Prudent valuation: Core approach – Pre and post diversification;"Total category level pre-diversification";"Category level AVA";"Model risk";"Of which: calculated using the expert based approach";;;;;;;;;"0010#0030#0040";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification";"Category level AVA#Model risk#Of which: calculated using the expert based approach";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,PLS=eba_PL:x694,PRP=eba_PL:x698";C_32.02.a;0040;0110;;monetaryItemType;C 32.02.a Prudent valuation: Core approach – Pre and post diversification;"Total category level pre-diversification";"Total AVA";;;;;;;;;;;"0010#0030#0040";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification";"Total AVA";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,MCX=eba_MC:x651,MCZ=eba_MC:x655,PLS=eba_PL:x694,PRP=eba_PL:x698";C_32.02.a;0050;0010;;monetaryItemType;C 32.02.a Prudent valuation: Core approach – Pre and post diversification;"Of which: unearned credit spreads AVA";"Category level AVA";"Market price uncertainty";;;;;;;;;;"0010#0030#0040#0050";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Of which: unearned credit spreads AVA";"Category level AVA#Market price uncertainty";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,AVA=eba_AP:x113,MCX=eba_MC:x651,MCZ=eba_MC:x655,PLS=eba_PL:x694,PRP=eba_PL:x698";C_32.02.a;0050;0020;;monetaryItemType;C 32.02.a Prudent valuation: Core approach – Pre and post diversification;"Of which: unearned credit spreads AVA";"Category level AVA";"Market price uncertainty";"Of which: calculated using the expert based approach";;;;;;;;;"0010#0030#0040#0050";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Of which: unearned credit spreads AVA";"Category level AVA#Market price uncertainty#Of which: calculated using the expert based approach";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,MCX=eba_MC:x652,MCZ=eba_MC:x655,PLS=eba_PL:x694,PRP=eba_PL:x698";C_32.02.a;0050;0030;;monetaryItemType;C 32.02.a Prudent valuation: Core approach – Pre and post diversification;"Of which: unearned credit spreads AVA";"Category level AVA";"Close-out costs";;;;;;;;;;"0010#0030#0040#0050";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Of which: unearned credit spreads AVA";"Category level AVA#Close-out costs";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,AVA=eba_AP:x113,MCX=eba_MC:x652,MCZ=eba_MC:x655,PLS=eba_PL:x694,PRP=eba_PL:x698";C_32.02.a;0050;0040;;monetaryItemType;C 32.02.a Prudent valuation: Core approach – Pre and post diversification;"Of which: unearned credit spreads AVA";"Category level AVA";"Close-out costs";"Of which: calculated using the expert based approach";;;;;;;;;"0010#0030#0040#0050";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Of which: unearned credit spreads AVA";"Category level AVA#Close-out costs#Of which: calculated using the expert based approach";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,MCX=eba_MC:x653,MCZ=eba_MC:x655,PLS=eba_PL:x694,PRP=eba_PL:x698";C_32.02.a;0050;0050;;monetaryItemType;C 32.02.a Prudent valuation: Core approach – Pre and post diversification;"Of which: unearned credit spreads AVA";"Category level AVA";"Model risk";;;;;;;;;;"0010#0030#0040#0050";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Of which: unearned credit spreads AVA";"Category level AVA#Model risk";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,AVA=eba_AP:x113,MCX=eba_MC:x653,MCZ=eba_MC:x655,PLS=eba_PL:x694,PRP=eba_PL:x698";C_32.02.a;0050;0060;;monetaryItemType;C 32.02.a Prudent valuation: Core approach – Pre and post diversification;"Of which: unearned credit spreads AVA";"Category level AVA";"Model risk";"Of which: calculated using the expert based approach";;;;;;;;;"0010#0030#0040#0050";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Of which: unearned credit spreads AVA";"Category level AVA#Model risk#Of which: calculated using the expert based approach";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,MCZ=eba_MC:x655,PLS=eba_PL:x694,PRP=eba_PL:x698";C_32.02.a;0050;0110;;monetaryItemType;C 32.02.a Prudent valuation: Core approach – Pre and post diversification;"Of which: unearned credit spreads AVA";"Total AVA";;;;;;;;;;;"0010#0030#0040#0050";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Of which: unearned credit spreads AVA";"Total AVA";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,MCX=eba_MC:x651,MCZ=eba_MC:x656,PLS=eba_PL:x694,PRP=eba_PL:x698";C_32.02.a;0060;0010;;monetaryItemType;C 32.02.a Prudent valuation: Core approach – Pre and post diversification;"Of which: investment and funding costs AVA";"Category level AVA";"Market price uncertainty";;;;;;;;;;"0010#0030#0040#0060";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Of which: investment and funding costs AVA";"Category level AVA#Market price uncertainty";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,AVA=eba_AP:x113,MCX=eba_MC:x651,MCZ=eba_MC:x656,PLS=eba_PL:x694,PRP=eba_PL:x698";C_32.02.a;0060;0020;;monetaryItemType;C 32.02.a Prudent valuation: Core approach – Pre and post diversification;"Of which: investment and funding costs AVA";"Category level AVA";"Market price uncertainty";"Of which: calculated using the expert based approach";;;;;;;;;"0010#0030#0040#0060";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Of which: investment and funding costs AVA";"Category level AVA#Market price uncertainty#Of which: calculated using the expert based approach";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,MCX=eba_MC:x652,MCZ=eba_MC:x656,PLS=eba_PL:x694,PRP=eba_PL:x698";C_32.02.a;0060;0030;;monetaryItemType;C 32.02.a Prudent valuation: Core approach – Pre and post diversification;"Of which: investment and funding costs AVA";"Category level AVA";"Close-out costs";;;;;;;;;;"0010#0030#0040#0060";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Of which: investment and funding costs AVA";"Category level AVA#Close-out costs";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,AVA=eba_AP:x113,MCX=eba_MC:x652,MCZ=eba_MC:x656,PLS=eba_PL:x694,PRP=eba_PL:x698";C_32.02.a;0060;0040;;monetaryItemType;C 32.02.a Prudent valuation: Core approach – Pre and post diversification;"Of which: investment and funding costs AVA";"Category level AVA";"Close-out costs";"Of which: calculated using the expert based approach";;;;;;;;;"0010#0030#0040#0060";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Of which: investment and funding costs AVA";"Category level AVA#Close-out costs#Of which: calculated using the expert based approach";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,MCX=eba_MC:x653,MCZ=eba_MC:x656,PLS=eba_PL:x694,PRP=eba_PL:x698";C_32.02.a;0060;0050;;monetaryItemType;C 32.02.a Prudent valuation: Core approach – Pre and post diversification;"Of which: investment and funding costs AVA";"Category level AVA";"Model risk";;;;;;;;;;"0010#0030#0040#0060";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Of which: investment and funding costs AVA";"Category level AVA#Model risk";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,AVA=eba_AP:x113,MCX=eba_MC:x653,MCZ=eba_MC:x656,PLS=eba_PL:x694,PRP=eba_PL:x698";C_32.02.a;0060;0060;;monetaryItemType;C 32.02.a Prudent valuation: Core approach – Pre and post diversification;"Of which: investment and funding costs AVA";"Category level AVA";"Model risk";"Of which: calculated using the expert based approach";;;;;;;;;"0010#0030#0040#0060";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Of which: investment and funding costs AVA";"Category level AVA#Model risk#Of which: calculated using the expert based approach";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,MCZ=eba_MC:x656,PLS=eba_PL:x694,PRP=eba_PL:x698";C_32.02.a;0060;0110;;monetaryItemType;C 32.02.a Prudent valuation: Core approach – Pre and post diversification;"Of which: investment and funding costs AVA";"Total AVA";;;;;;;;;;;"0010#0030#0040#0060";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Of which: investment and funding costs AVA";"Total AVA";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,MCX=eba_MC:x651,PLS=eba_PL:x694,PRP=eba_PL:x698,TRI=eba_TR:x9";C_32.02.a;0090;0010;;monetaryItemType;C 32.02.a Prudent valuation: Core approach – Pre and post diversification;"Interest rates";"Category level AVA";"Market price uncertainty";;;;;;;;;;"0010#0030#0040#0090";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Interest rates";"Category level AVA#Market price uncertainty";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,AVA=eba_AP:x113,MCX=eba_MC:x651,PLS=eba_PL:x694,PRP=eba_PL:x698,TRI=eba_TR:x9";C_32.02.a;0090;0020;;monetaryItemType;C 32.02.a Prudent valuation: Core approach – Pre and post diversification;"Interest rates";"Category level AVA";"Market price uncertainty";"Of which: calculated using the expert based approach";;;;;;;;;"0010#0030#0040#0090";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Interest rates";"Category level AVA#Market price uncertainty#Of which: calculated using the expert based approach";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,MCX=eba_MC:x652,PLS=eba_PL:x694,PRP=eba_PL:x698,TRI=eba_TR:x9";C_32.02.a;0090;0030;;monetaryItemType;C 32.02.a Prudent valuation: Core approach – Pre and post diversification;"Interest rates";"Category level AVA";"Close-out costs";;;;;;;;;;"0010#0030#0040#0090";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Interest rates";"Category level AVA#Close-out costs";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,AVA=eba_AP:x113,MCX=eba_MC:x652,PLS=eba_PL:x694,PRP=eba_PL:x698,TRI=eba_TR:x9";C_32.02.a;0090;0040;;monetaryItemType;C 32.02.a Prudent valuation: Core approach – Pre and post diversification;"Interest rates";"Category level AVA";"Close-out costs";"Of which: calculated using the expert based approach";;;;;;;;;"0010#0030#0040#0090";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Interest rates";"Category level AVA#Close-out costs#Of which: calculated using the expert based approach";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,MCX=eba_MC:x653,PLS=eba_PL:x694,PRP=eba_PL:x698,TRI=eba_TR:x9";C_32.02.a;0090;0050;;monetaryItemType;C 32.02.a Prudent valuation: Core approach – Pre and post diversification;"Interest rates";"Category level AVA";"Model risk";;;;;;;;;;"0010#0030#0040#0090";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Interest rates";"Category level AVA#Model risk";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,AVA=eba_AP:x113,MCX=eba_MC:x653,PLS=eba_PL:x694,PRP=eba_PL:x698,TRI=eba_TR:x9";C_32.02.a;0090;0060;;monetaryItemType;C 32.02.a Prudent valuation: Core approach – Pre and post diversification;"Interest rates";"Category level AVA";"Model risk";"Of which: calculated using the expert based approach";;;;;;;;;"0010#0030#0040#0090";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Interest rates";"Category level AVA#Model risk#Of which: calculated using the expert based approach";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,PLS=eba_PL:x694,PRP=eba_PL:x698,TRI=eba_TR:x9";C_32.02.a;0090;0110;;monetaryItemType;C 32.02.a Prudent valuation: Core approach – Pre and post diversification;"Interest rates";"Total AVA";;;;;;;;;;;"0010#0030#0040#0090";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Interest rates";"Total AVA";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,MCX=eba_MC:x651,PLS=eba_PL:x694,PRP=eba_PL:x698,TRI=eba_TR:x16";C_32.02.a;0100;0010;;monetaryItemType;C 32.02.a Prudent valuation: Core approach – Pre and post diversification;"Foreign exchange";"Category level AVA";"Market price uncertainty";;;;;;;;;;"0010#0030#0040#0100";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Foreign exchange";"Category level AVA#Market price uncertainty";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,AVA=eba_AP:x113,MCX=eba_MC:x651,PLS=eba_PL:x694,PRP=eba_PL:x698,TRI=eba_TR:x16";C_32.02.a;0100;0020;;monetaryItemType;C 32.02.a Prudent valuation: Core approach – Pre and post diversification;"Foreign exchange";"Category level AVA";"Market price uncertainty";"Of which: calculated using the expert based approach";;;;;;;;;"0010#0030#0040#0100";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Foreign exchange";"Category level AVA#Market price uncertainty#Of which: calculated using the expert based approach";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,MCX=eba_MC:x652,PLS=eba_PL:x694,PRP=eba_PL:x698,TRI=eba_TR:x16";C_32.02.a;0100;0030;;monetaryItemType;C 32.02.a Prudent valuation: Core approach – Pre and post diversification;"Foreign exchange";"Category level AVA";"Close-out costs";;;;;;;;;;"0010#0030#0040#0100";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Foreign exchange";"Category level AVA#Close-out costs";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,AVA=eba_AP:x113,MCX=eba_MC:x652,PLS=eba_PL:x694,PRP=eba_PL:x698,TRI=eba_TR:x16";C_32.02.a;0100;0040;;monetaryItemType;C 32.02.a Prudent valuation: Core approach – Pre and post diversification;"Foreign exchange";"Category level AVA";"Close-out costs";"Of which: calculated using the expert based approach";;;;;;;;;"0010#0030#0040#0100";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Foreign exchange";"Category level AVA#Close-out costs#Of which: calculated using the expert based approach";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,MCX=eba_MC:x653,PLS=eba_PL:x694,PRP=eba_PL:x698,TRI=eba_TR:x16";C_32.02.a;0100;0050;;monetaryItemType;C 32.02.a Prudent valuation: Core approach – Pre and post diversification;"Foreign exchange";"Category level AVA";"Model risk";;;;;;;;;;"0010#0030#0040#0100";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Foreign exchange";"Category level AVA#Model risk";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,AVA=eba_AP:x113,MCX=eba_MC:x653,PLS=eba_PL:x694,PRP=eba_PL:x698,TRI=eba_TR:x16";C_32.02.a;0100;0060;;monetaryItemType;C 32.02.a Prudent valuation: Core approach – Pre and post diversification;"Foreign exchange";"Category level AVA";"Model risk";"Of which: calculated using the expert based approach";;;;;;;;;"0010#0030#0040#0100";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Foreign exchange";"Category level AVA#Model risk#Of which: calculated using the expert based approach";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,PLS=eba_PL:x694,PRP=eba_PL:x698,TRI=eba_TR:x16";C_32.02.a;0100;0110;;monetaryItemType;C 32.02.a Prudent valuation: Core approach – Pre and post diversification;"Foreign exchange";"Total AVA";;;;;;;;;;;"0010#0030#0040#0100";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Foreign exchange";"Total AVA";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,MCX=eba_MC:x651,PLS=eba_PL:x694,PRP=eba_PL:x698,TRI=eba_TR:x2";C_32.02.a;0110;0010;;monetaryItemType;C 32.02.a Prudent valuation: Core approach – Pre and post diversification;"Credit";"Category level AVA";"Market price uncertainty";;;;;;;;;;"0010#0030#0040#0110";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Credit";"Category level AVA#Market price uncertainty";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,AVA=eba_AP:x113,MCX=eba_MC:x651,PLS=eba_PL:x694,PRP=eba_PL:x698,TRI=eba_TR:x2";C_32.02.a;0110;0020;;monetaryItemType;C 32.02.a Prudent valuation: Core approach – Pre and post diversification;"Credit";"Category level AVA";"Market price uncertainty";"Of which: calculated using the expert based approach";;;;;;;;;"0010#0030#0040#0110";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Credit";"Category level AVA#Market price uncertainty#Of which: calculated using the expert based approach";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,MCX=eba_MC:x652,PLS=eba_PL:x694,PRP=eba_PL:x698,TRI=eba_TR:x2";C_32.02.a;0110;0030;;monetaryItemType;C 32.02.a Prudent valuation: Core approach – Pre and post diversification;"Credit";"Category level AVA";"Close-out costs";;;;;;;;;;"0010#0030#0040#0110";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Credit";"Category level AVA#Close-out costs";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,AVA=eba_AP:x113,MCX=eba_MC:x652,PLS=eba_PL:x694,PRP=eba_PL:x698,TRI=eba_TR:x2";C_32.02.a;0110;0040;;monetaryItemType;C 32.02.a Prudent valuation: Core approach – Pre and post diversification;"Credit";"Category level AVA";"Close-out costs";"Of which: calculated using the expert based approach";;;;;;;;;"0010#0030#0040#0110";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Credit";"Category level AVA#Close-out costs#Of which: calculated using the expert based approach";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,MCX=eba_MC:x653,PLS=eba_PL:x694,PRP=eba_PL:x698,TRI=eba_TR:x2";C_32.02.a;0110;0050;;monetaryItemType;C 32.02.a Prudent valuation: Core approach – Pre and post diversification;"Credit";"Category level AVA";"Model risk";;;;;;;;;;"0010#0030#0040#0110";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Credit";"Category level AVA#Model risk";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,AVA=eba_AP:x113,MCX=eba_MC:x653,PLS=eba_PL:x694,PRP=eba_PL:x698,TRI=eba_TR:x2";C_32.02.a;0110;0060;;monetaryItemType;C 32.02.a Prudent valuation: Core approach – Pre and post diversification;"Credit";"Category level AVA";"Model risk";"Of which: calculated using the expert based approach";;;;;;;;;"0010#0030#0040#0110";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Credit";"Category level AVA#Model risk#Of which: calculated using the expert based approach";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,PLS=eba_PL:x694,PRP=eba_PL:x698,TRI=eba_TR:x2";C_32.02.a;0110;0110;;monetaryItemType;C 32.02.a Prudent valuation: Core approach – Pre and post diversification;"Credit";"Total AVA";;;;;;;;;;;"0010#0030#0040#0110";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Credit";"Total AVA";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,MCX=eba_MC:x651,PLS=eba_PL:x694,PRP=eba_PL:x698,TRI=eba_TR:x14";C_32.02.a;0120;0010;;monetaryItemType;C 32.02.a Prudent valuation: Core approach – Pre and post diversification;"Equities";"Category level AVA";"Market price uncertainty";;;;;;;;;;"0010#0030#0040#0120";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Equities";"Category level AVA#Market price uncertainty";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,AVA=eba_AP:x113,MCX=eba_MC:x651,PLS=eba_PL:x694,PRP=eba_PL:x698,TRI=eba_TR:x14";C_32.02.a;0120;0020;;monetaryItemType;C 32.02.a Prudent valuation: Core approach – Pre and post diversification;"Equities";"Category level AVA";"Market price uncertainty";"Of which: calculated using the expert based approach";;;;;;;;;"0010#0030#0040#0120";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Equities";"Category level AVA#Market price uncertainty#Of which: calculated using the expert based approach";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,MCX=eba_MC:x652,PLS=eba_PL:x694,PRP=eba_PL:x698,TRI=eba_TR:x14";C_32.02.a;0120;0030;;monetaryItemType;C 32.02.a Prudent valuation: Core approach – Pre and post diversification;"Equities";"Category level AVA";"Close-out costs";;;;;;;;;;"0010#0030#0040#0120";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Equities";"Category level AVA#Close-out costs";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,AVA=eba_AP:x113,MCX=eba_MC:x652,PLS=eba_PL:x694,PRP=eba_PL:x698,TRI=eba_TR:x14";C_32.02.a;0120;0040;;monetaryItemType;C 32.02.a Prudent valuation: Core approach – Pre and post diversification;"Equities";"Category level AVA";"Close-out costs";"Of which: calculated using the expert based approach";;;;;;;;;"0010#0030#0040#0120";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Equities";"Category level AVA#Close-out costs#Of which: calculated using the expert based approach";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,MCX=eba_MC:x653,PLS=eba_PL:x694,PRP=eba_PL:x698,TRI=eba_TR:x14";C_32.02.a;0120;0050;;monetaryItemType;C 32.02.a Prudent valuation: Core approach – Pre and post diversification;"Equities";"Category level AVA";"Model risk";;;;;;;;;;"0010#0030#0040#0120";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Equities";"Category level AVA#Model risk";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,AVA=eba_AP:x113,MCX=eba_MC:x653,PLS=eba_PL:x694,PRP=eba_PL:x698,TRI=eba_TR:x14";C_32.02.a;0120;0060;;monetaryItemType;C 32.02.a Prudent valuation: Core approach – Pre and post diversification;"Equities";"Category level AVA";"Model risk";"Of which: calculated using the expert based approach";;;;;;;;;"0010#0030#0040#0120";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Equities";"Category level AVA#Model risk#Of which: calculated using the expert based approach";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,PLS=eba_PL:x694,PRP=eba_PL:x698,TRI=eba_TR:x14";C_32.02.a;0120;0110;;monetaryItemType;C 32.02.a Prudent valuation: Core approach – Pre and post diversification;"Equities";"Total AVA";;;;;;;;;;;"0010#0030#0040#0120";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Equities";"Total AVA";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,MCX=eba_MC:x651,PLS=eba_PL:x694,PRP=eba_PL:x698,TRI=eba_TR:x12";C_32.02.a;0130;0010;;monetaryItemType;C 32.02.a Prudent valuation: Core approach – Pre and post diversification;"Commodities";"Category level AVA";"Market price uncertainty";;;;;;;;;;"0010#0030#0040#0130";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Commodities";"Category level AVA#Market price uncertainty";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,AVA=eba_AP:x113,MCX=eba_MC:x651,PLS=eba_PL:x694,PRP=eba_PL:x698,TRI=eba_TR:x12";C_32.02.a;0130;0020;;monetaryItemType;C 32.02.a Prudent valuation: Core approach – Pre and post diversification;"Commodities";"Category level AVA";"Market price uncertainty";"Of which: calculated using the expert based approach";;;;;;;;;"0010#0030#0040#0130";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Commodities";"Category level AVA#Market price uncertainty#Of which: calculated using the expert based approach";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,MCX=eba_MC:x652,PLS=eba_PL:x694,PRP=eba_PL:x698,TRI=eba_TR:x12";C_32.02.a;0130;0030;;monetaryItemType;C 32.02.a Prudent valuation: Core approach – Pre and post diversification;"Commodities";"Category level AVA";"Close-out costs";;;;;;;;;;"0010#0030#0040#0130";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Commodities";"Category level AVA#Close-out costs";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,AVA=eba_AP:x113,MCX=eba_MC:x652,PLS=eba_PL:x694,PRP=eba_PL:x698,TRI=eba_TR:x12";C_32.02.a;0130;0040;;monetaryItemType;C 32.02.a Prudent valuation: Core approach – Pre and post diversification;"Commodities";"Category level AVA";"Close-out costs";"Of which: calculated using the expert based approach";;;;;;;;;"0010#0030#0040#0130";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Commodities";"Category level AVA#Close-out costs#Of which: calculated using the expert based approach";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,MCX=eba_MC:x653,PLS=eba_PL:x694,PRP=eba_PL:x698,TRI=eba_TR:x12";C_32.02.a;0130;0050;;monetaryItemType;C 32.02.a Prudent valuation: Core approach – Pre and post diversification;"Commodities";"Category level AVA";"Model risk";;;;;;;;;;"0010#0030#0040#0130";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Commodities";"Category level AVA#Model risk";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,AVA=eba_AP:x113,MCX=eba_MC:x653,PLS=eba_PL:x694,PRP=eba_PL:x698,TRI=eba_TR:x12";C_32.02.a;0130;0060;;monetaryItemType;C 32.02.a Prudent valuation: Core approach – Pre and post diversification;"Commodities";"Category level AVA";"Model risk";"Of which: calculated using the expert based approach";;;;;;;;;"0010#0030#0040#0130";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Commodities";"Category level AVA#Model risk#Of which: calculated using the expert based approach";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,PLS=eba_PL:x694,PRP=eba_PL:x698,TRI=eba_TR:x12";C_32.02.a;0130;0110;;monetaryItemType;C 32.02.a Prudent valuation: Core approach – Pre and post diversification;"Commodities";"Total AVA";;;;;;;;;;;"0010#0030#0040#0130";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Commodities";"Total AVA";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,MCX=eba_MC:x651,PLS=eba_PL:x695,PRP=eba_PL:x698";C_32.02.a;0140;0010;;monetaryItemType;C 32.02.a Prudent valuation: Core approach – Pre and post diversification;"(-) Diversification benefits";"Category level AVA";"Market price uncertainty";;;;;;;;;;"0010#0030#0140";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#(-) Diversification benefits";"Category level AVA#Market price uncertainty";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,AVA=eba_AP:x113,MCX=eba_MC:x651,PLS=eba_PL:x695,PRP=eba_PL:x698";C_32.02.a;0140;0020;;monetaryItemType;C 32.02.a Prudent valuation: Core approach – Pre and post diversification;"(-) Diversification benefits";"Category level AVA";"Market price uncertainty";"Of which: calculated using the expert based approach";;;;;;;;;"0010#0030#0140";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#(-) Diversification benefits";"Category level AVA#Market price uncertainty#Of which: calculated using the expert based approach";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,MCX=eba_MC:x652,PLS=eba_PL:x695,PRP=eba_PL:x698";C_32.02.a;0140;0030;;monetaryItemType;C 32.02.a Prudent valuation: Core approach – Pre and post diversification;"(-) Diversification benefits";"Category level AVA";"Close-out costs";;;;;;;;;;"0010#0030#0140";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#(-) Diversification benefits";"Category level AVA#Close-out costs";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,AVA=eba_AP:x113,MCX=eba_MC:x652,PLS=eba_PL:x695,PRP=eba_PL:x698";C_32.02.a;0140;0040;;monetaryItemType;C 32.02.a Prudent valuation: Core approach – Pre and post diversification;"(-) Diversification benefits";"Category level AVA";"Close-out costs";"Of which: calculated using the expert based approach";;;;;;;;;"0010#0030#0140";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#(-) Diversification benefits";"Category level AVA#Close-out costs#Of which: calculated using the expert based approach";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,MCX=eba_MC:x653,PLS=eba_PL:x695,PRP=eba_PL:x698";C_32.02.a;0140;0050;;monetaryItemType;C 32.02.a Prudent valuation: Core approach – Pre and post diversification;"(-) Diversification benefits";"Category level AVA";"Model risk";;;;;;;;;;"0010#0030#0140";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#(-) Diversification benefits";"Category level AVA#Model risk";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,AVA=eba_AP:x113,MCX=eba_MC:x653,PLS=eba_PL:x695,PRP=eba_PL:x698";C_32.02.a;0140;0060;;monetaryItemType;C 32.02.a Prudent valuation: Core approach – Pre and post diversification;"(-) Diversification benefits";"Category level AVA";"Model risk";"Of which: calculated using the expert based approach";;;;;;;;;"0010#0030#0140";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#(-) Diversification benefits";"Category level AVA#Model risk#Of which: calculated using the expert based approach";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,PLS=eba_PL:x695,PRP=eba_PL:x698";C_32.02.a;0140;0110;;monetaryItemType;C 32.02.a Prudent valuation: Core approach – Pre and post diversification;"(-) Diversification benefits";"Total AVA";;;;;;;;;;;"0010#0030#0140";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#(-) Diversification benefits";"Total AVA";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,MCX=eba_MC:x651,PLS=eba_PL:x696,PRP=eba_PL:x698";C_32.02.a;0150;0010;;monetaryItemType;C 32.02.a Prudent valuation: Core approach – Pre and post diversification;"(-) Diversification benefit calculated using method 1";"Category level AVA";"Market price uncertainty";;;;;;;;;;"0010#0030#0140#0150";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#(-) Diversification benefits#(-) Diversification benefit calculated using method 1";"Category level AVA#Market price uncertainty";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,AVA=eba_AP:x113,MCX=eba_MC:x651,PLS=eba_PL:x696,PRP=eba_PL:x698";C_32.02.a;0150;0020;;monetaryItemType;C 32.02.a Prudent valuation: Core approach – Pre and post diversification;"(-) Diversification benefit calculated using method 1";"Category level AVA";"Market price uncertainty";"Of which: calculated using the expert based approach";;;;;;;;;"0010#0030#0140#0150";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#(-) Diversification benefits#(-) Diversification benefit calculated using method 1";"Category level AVA#Market price uncertainty#Of which: calculated using the expert based approach";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,MCX=eba_MC:x652,PLS=eba_PL:x696,PRP=eba_PL:x698";C_32.02.a;0150;0030;;monetaryItemType;C 32.02.a Prudent valuation: Core approach – Pre and post diversification;"(-) Diversification benefit calculated using method 1";"Category level AVA";"Close-out costs";;;;;;;;;;"0010#0030#0140#0150";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#(-) Diversification benefits#(-) Diversification benefit calculated using method 1";"Category level AVA#Close-out costs";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,AVA=eba_AP:x113,MCX=eba_MC:x652,PLS=eba_PL:x696,PRP=eba_PL:x698";C_32.02.a;0150;0040;;monetaryItemType;C 32.02.a Prudent valuation: Core approach – Pre and post diversification;"(-) Diversification benefit calculated using method 1";"Category level AVA";"Close-out costs";"Of which: calculated using the expert based approach";;;;;;;;;"0010#0030#0140#0150";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#(-) Diversification benefits#(-) Diversification benefit calculated using method 1";"Category level AVA#Close-out costs#Of which: calculated using the expert based approach";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,MCX=eba_MC:x653,PLS=eba_PL:x696,PRP=eba_PL:x698";C_32.02.a;0150;0050;;monetaryItemType;C 32.02.a Prudent valuation: Core approach – Pre and post diversification;"(-) Diversification benefit calculated using method 1";"Category level AVA";"Model risk";;;;;;;;;;"0010#0030#0140#0150";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#(-) Diversification benefits#(-) Diversification benefit calculated using method 1";"Category level AVA#Model risk";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,AVA=eba_AP:x113,MCX=eba_MC:x653,PLS=eba_PL:x696,PRP=eba_PL:x698";C_32.02.a;0150;0060;;monetaryItemType;C 32.02.a Prudent valuation: Core approach – Pre and post diversification;"(-) Diversification benefit calculated using method 1";"Category level AVA";"Model risk";"Of which: calculated using the expert based approach";;;;;;;;;"0010#0030#0140#0150";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#(-) Diversification benefits#(-) Diversification benefit calculated using method 1";"Category level AVA#Model risk#Of which: calculated using the expert based approach";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,PLS=eba_PL:x696,PRP=eba_PL:x698";C_32.02.a;0150;0110;;monetaryItemType;C 32.02.a Prudent valuation: Core approach – Pre and post diversification;"(-) Diversification benefit calculated using method 1";"Total AVA";;;;;;;;;;;"0010#0030#0140#0150";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#(-) Diversification benefits#(-) Diversification benefit calculated using method 1";"Total AVA";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,MCX=eba_MC:x651,PLS=eba_PL:x697,PRP=eba_PL:x698";C_32.02.a;0160;0010;;monetaryItemType;C 32.02.a Prudent valuation: Core approach – Pre and post diversification;"(-) Diversification benefit calculated using method 2";"Category level AVA";"Market price uncertainty";;;;;;;;;;"0010#0030#0140#0160";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#(-) Diversification benefits#(-) Diversification benefit calculated using method 2";"Category level AVA#Market price uncertainty";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,AVA=eba_AP:x113,MCX=eba_MC:x651,PLS=eba_PL:x697,PRP=eba_PL:x698";C_32.02.a;0160;0020;;monetaryItemType;C 32.02.a Prudent valuation: Core approach – Pre and post diversification;"(-) Diversification benefit calculated using method 2";"Category level AVA";"Market price uncertainty";"Of which: calculated using the expert based approach";;;;;;;;;"0010#0030#0140#0160";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#(-) Diversification benefits#(-) Diversification benefit calculated using method 2";"Category level AVA#Market price uncertainty#Of which: calculated using the expert based approach";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,MCX=eba_MC:x652,PLS=eba_PL:x697,PRP=eba_PL:x698";C_32.02.a;0160;0030;;monetaryItemType;C 32.02.a Prudent valuation: Core approach – Pre and post diversification;"(-) Diversification benefit calculated using method 2";"Category level AVA";"Close-out costs";;;;;;;;;;"0010#0030#0140#0160";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#(-) Diversification benefits#(-) Diversification benefit calculated using method 2";"Category level AVA#Close-out costs";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,AVA=eba_AP:x113,MCX=eba_MC:x652,PLS=eba_PL:x697,PRP=eba_PL:x698";C_32.02.a;0160;0040;;monetaryItemType;C 32.02.a Prudent valuation: Core approach – Pre and post diversification;"(-) Diversification benefit calculated using method 2";"Category level AVA";"Close-out costs";"Of which: calculated using the expert based approach";;;;;;;;;"0010#0030#0140#0160";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#(-) Diversification benefits#(-) Diversification benefit calculated using method 2";"Category level AVA#Close-out costs#Of which: calculated using the expert based approach";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,MCX=eba_MC:x653,PLS=eba_PL:x697,PRP=eba_PL:x698";C_32.02.a;0160;0050;;monetaryItemType;C 32.02.a Prudent valuation: Core approach – Pre and post diversification;"(-) Diversification benefit calculated using method 2";"Category level AVA";"Model risk";;;;;;;;;;"0010#0030#0140#0160";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#(-) Diversification benefits#(-) Diversification benefit calculated using method 2";"Category level AVA#Model risk";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,AVA=eba_AP:x113,MCX=eba_MC:x653,PLS=eba_PL:x697,PRP=eba_PL:x698";C_32.02.a;0160;0060;;monetaryItemType;C 32.02.a Prudent valuation: Core approach – Pre and post diversification;"(-) Diversification benefit calculated using method 2";"Category level AVA";"Model risk";"Of which: calculated using the expert based approach";;;;;;;;;"0010#0030#0140#0160";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#(-) Diversification benefits#(-) Diversification benefit calculated using method 2";"Category level AVA#Model risk#Of which: calculated using the expert based approach";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,PLS=eba_PL:x697,PRP=eba_PL:x698";C_32.02.a;0160;0110;;monetaryItemType;C 32.02.a Prudent valuation: Core approach – Pre and post diversification;"(-) Diversification benefit calculated using method 2";"Total AVA";;;;;;;;;;;"0010#0030#0140#0160";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#(-) Diversification benefits#(-) Diversification benefit calculated using method 2";"Total AVA";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,BAS=eba_BA:x17,MCX=eba_MC:x651,PLS=eba_PL:x101,PRP=eba_PL:x698";C_32.02.a;0170;0010;;monetaryItemType;C 32.02.a Prudent valuation: Core approach – Pre and post diversification;"Memorandum item: pre-diversification AVAs reduced by more than 90% by diversification under method 2";"Category level AVA";"Market price uncertainty";;;;;;;;;;"0010#0030#0140#0170";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#(-) Diversification benefits#Memorandum item: pre-diversification AVAs reduced by more than 90% by diversification under method 2";"Category level AVA#Market price uncertainty";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,AVA=eba_AP:x113,BAS=eba_BA:x17,MCX=eba_MC:x651,PLS=eba_PL:x101,PRP=eba_PL:x698";C_32.02.a;0170;0020;;monetaryItemType;C 32.02.a Prudent valuation: Core approach – Pre and post diversification;"Memorandum item: pre-diversification AVAs reduced by more than 90% by diversification under method 2";"Category level AVA";"Market price uncertainty";"Of which: calculated using the expert based approach";;;;;;;;;"0010#0030#0140#0170";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#(-) Diversification benefits#Memorandum item: pre-diversification AVAs reduced by more than 90% by diversification under method 2";"Category level AVA#Market price uncertainty#Of which: calculated using the expert based approach";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,BAS=eba_BA:x17,MCX=eba_MC:x652,PLS=eba_PL:x101,PRP=eba_PL:x698";C_32.02.a;0170;0030;;monetaryItemType;C 32.02.a Prudent valuation: Core approach – Pre and post diversification;"Memorandum item: pre-diversification AVAs reduced by more than 90% by diversification under method 2";"Category level AVA";"Close-out costs";;;;;;;;;;"0010#0030#0140#0170";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#(-) Diversification benefits#Memorandum item: pre-diversification AVAs reduced by more than 90% by diversification under method 2";"Category level AVA#Close-out costs";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,AVA=eba_AP:x113,BAS=eba_BA:x17,MCX=eba_MC:x652,PLS=eba_PL:x101,PRP=eba_PL:x698";C_32.02.a;0170;0040;;monetaryItemType;C 32.02.a Prudent valuation: Core approach – Pre and post diversification;"Memorandum item: pre-diversification AVAs reduced by more than 90% by diversification under method 2";"Category level AVA";"Close-out costs";"Of which: calculated using the expert based approach";;;;;;;;;"0010#0030#0140#0170";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#(-) Diversification benefits#Memorandum item: pre-diversification AVAs reduced by more than 90% by diversification under method 2";"Category level AVA#Close-out costs#Of which: calculated using the expert based approach";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,BAS=eba_BA:x17,MCX=eba_MC:x653,PLS=eba_PL:x101,PRP=eba_PL:x698";C_32.02.a;0170;0050;;monetaryItemType;C 32.02.a Prudent valuation: Core approach – Pre and post diversification;"Memorandum item: pre-diversification AVAs reduced by more than 90% by diversification under method 2";"Category level AVA";"Model risk";;;;;;;;;;"0010#0030#0140#0170";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#(-) Diversification benefits#Memorandum item: pre-diversification AVAs reduced by more than 90% by diversification under method 2";"Category level AVA#Model risk";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,AVA=eba_AP:x113,BAS=eba_BA:x17,MCX=eba_MC:x653,PLS=eba_PL:x101,PRP=eba_PL:x698";C_32.02.a;0170;0060;;monetaryItemType;C 32.02.a Prudent valuation: Core approach – Pre and post diversification;"Memorandum item: pre-diversification AVAs reduced by more than 90% by diversification under method 2";"Category level AVA";"Model risk";"Of which: calculated using the expert based approach";;;;;;;;;"0010#0030#0140#0170";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#(-) Diversification benefits#Memorandum item: pre-diversification AVAs reduced by more than 90% by diversification under method 2";"Category level AVA#Model risk#Of which: calculated using the expert based approach";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,PRP=eba_PL:x699";C_32.02.a;0180;0110;;monetaryItemType;C 32.02.a Prudent valuation: Core approach – Pre and post diversification;"Portfolios under the fall-back approach";"Total AVA";;;;;;;;;;;"0010#0180";"Total core approach#Portfolios under the fall-back approach";"Total AVA";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,MCY=eba_MC:x662,PRP=eba_PL:x699";C_32.02.a;0190;0110;;monetaryItemType;C 32.02.a Prudent valuation: Core approach – Pre and post diversification;"100% of net unrealised profit";"Total AVA";;;;;;;;;;;"0010#0180#0190";"Total core approach#Portfolios under the fall-back approach#100% of net unrealised profit";"Total AVA";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,MCY=eba_MC:x663,PRP=eba_PL:x699";C_32.02.a;0200;0110;;monetaryItemType;C 32.02.a Prudent valuation: Core approach – Pre and post diversification;"10% of notional value";"Total AVA";;;;;;;;;;;"0010#0180#0200";"Total core approach#Portfolios under the fall-back approach#10% of notional value";"Total AVA";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,MCY=eba_MC:x664,PRP=eba_PL:x699";C_32.02.a;0210;0110;;monetaryItemType;C 32.02.a Prudent valuation: Core approach – Pre and post diversification;"25% of inception value";"Total AVA";;;;;;;;;;;"0010#0180#0210";"Total core approach#Portfolios under the fall-back approach#25% of inception value";"Total AVA";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x95,BAS=eba_BA:x6,MCX=eba_MC:x651,MCY=eba_MC:x25,PRP=eba_PL:x698,VPO=eba_PI:x52";C_32.02.b;0070;0130;;monetaryItemType;C 32.02.b Prudent valuation: Core approach - AVAs assessed to have zero value;"Of which: assessed to have zero value under article 9(2)";"Fair-value assets and liabilities";"Fair-value assets";;;;;;;;;;"0010#0030#0040#0070";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Of which: assessed to have zero value under article 9(2)";"Fair-value assets and liabilities#Fair-value assets";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x98,BAS=eba_BA:x7,MCX=eba_MC:x651,MCY=eba_MC:x31,PRP=eba_PL:x698,VPO=eba_PI:x52";C_32.02.b;0070;0140;;monetaryItemType;C 32.02.b Prudent valuation: Core approach - AVAs assessed to have zero value;"Of which: assessed to have zero value under article 9(2)";"Fair-value assets and liabilities";"Fair-value liabilities";;;;;;;;;;"0010#0030#0040#0070";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Of which: assessed to have zero value under article 9(2)";"Fair-value assets and liabilities#Fair-value liabilities";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x95,BAS=eba_BA:x6,MCX=eba_MC:x652,MCY=eba_MC:x25,PRP=eba_PL:x698,VPO=eba_PI:x52";C_32.02.b;0080;0130;;monetaryItemType;C 32.02.b Prudent valuation: Core approach - AVAs assessed to have zero value;"Of which: assessed to have zero value under article 10(2)&10(3)";"Fair-value assets and liabilities";"Fair-value assets";;;;;;;;;;"0010#0030#0040#0080";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Of which: assessed to have zero value under article 10(2)&10(3)";"Fair-value assets and liabilities#Fair-value assets";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x98,BAS=eba_BA:x7,MCX=eba_MC:x652,MCY=eba_MC:x31,PRP=eba_PL:x698,VPO=eba_PI:x52";C_32.02.b;0080;0140;;monetaryItemType;C 32.02.b Prudent valuation: Core approach - AVAs assessed to have zero value;"Of which: assessed to have zero value under article 10(2)&10(3)";"Fair-value assets and liabilities";"Fair-value liabilities";;;;;;;;;;"0010#0030#0040#0080";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Of which: assessed to have zero value under article 10(2)&10(3)";"Fair-value assets and liabilities#Fair-value liabilities";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,MCX=eba_MC:x654,PRP=eba_PL:x99";C_32.02.c;0010;0070;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Total core approach";"Category level AVA";"Concentrated positions";;;;;;;;;;"0010";"Total core approach";"Category level AVA#Concentrated positions";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,MCX=eba_MC:x657,PRP=eba_PL:x99";C_32.02.c;0010;0080;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Total core approach";"Category level AVA";"Future admnistrative costs";;;;;;;;;;"0010";"Total core approach";"Category level AVA#Future admnistrative costs";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,MCX=eba_MC:x658,PRP=eba_PL:x99";C_32.02.c;0010;0090;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Total core approach";"Category level AVA";"Early termination";;;;;;;;;;"0010";"Total core approach";"Category level AVA#Early termination";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,MCX=eba_MC:x659,PRP=eba_PL:x99";C_32.02.c;0010;0100;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Total core approach";"Category level AVA";"Operational risk";;;;;;;;;;"0010";"Total core approach";"Category level AVA#Operational risk";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi535,APR=eba_AP:x112,PRP=eba_PL:x99";C_32.02.c;0010;0120;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Total core approach";"Upside Uncertainty";;;;;;;;;;;"0010";"Total core approach";"Upside Uncertainty";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x95,BAS=eba_BA:x6,MCY=eba_MC:x25,PRP=eba_PL:x99,VPO=eba_PI:x10";C_32.02.c;0010;0130;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Total core approach";"Fair-value assets and liabilities";"Fair-value assets";;;;;;;;;;"0010";"Total core approach";"Fair-value assets and liabilities#Fair-value assets";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x98,BAS=eba_BA:x7,MCY=eba_MC:x31,PRP=eba_PL:x99,VPO=eba_PI:x10";C_32.02.c;0010;0140;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Total core approach";"Fair-value assets and liabilities";"Fair-value liabilities";;;;;;;;;;"0010";"Total core approach";"Fair-value assets and liabilities#Fair-value liabilities";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi536,PRP=eba_PL:x99";C_32.02.c;0010;0150;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Total core approach";"QTD revenue";;;;;;;;;;;"0010";"Total core approach";"QTD revenue";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi537,PRP=eba_PL:x99";C_32.02.c;0010;0160;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Total core approach";"IPV difference";;;;;;;;;;;"0010";"Total core approach";"IPV difference";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi538,MCX=eba_MC:x651,PRP=eba_PL:x99";C_32.02.c;0010;0170;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Total core approach";"Fair value adjustments";"Market price uncertainty";;;;;;;;;;"0010";"Total core approach";"Fair value adjustments#Market price uncertainty";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi538,MCX=eba_MC:x652,PRP=eba_PL:x99";C_32.02.c;0010;0180;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Total core approach";"Fair value adjustments";"Close-out costs";;;;;;;;;;"0010";"Total core approach";"Fair value adjustments#Close-out costs";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi538,MCX=eba_MC:x653,PRP=eba_PL:x99";C_32.02.c;0010;0190;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Total core approach";"Fair value adjustments";"Model risk";;;;;;;;;;"0010";"Total core approach";"Fair value adjustments#Model risk";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi538,MCX=eba_MC:x654,PRP=eba_PL:x99";C_32.02.c;0010;0200;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Total core approach";"Fair value adjustments";"Concentrated positions";;;;;;;;;;"0010";"Total core approach";"Fair value adjustments#Concentrated positions";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi538,MCX=eba_MC:x655,PRP=eba_PL:x99";C_32.02.c;0010;0210;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Total core approach";"Fair value adjustments";"Unearned credit spreads";;;;;;;;;;"0010";"Total core approach";"Fair value adjustments#Unearned credit spreads";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi538,MCX=eba_MC:x656,PRP=eba_PL:x99";C_32.02.c;0010;0220;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Total core approach";"Fair value adjustments";"Investing and funding costs";;;;;;;;;;"0010";"Total core approach";"Fair value adjustments#Investing and funding costs";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi538,MCX=eba_MC:x657,PRP=eba_PL:x99";C_32.02.c;0010;0230;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Total core approach";"Fair value adjustments";"Future admnistrative costs";;;;;;;;;;"0010";"Total core approach";"Fair value adjustments#Future admnistrative costs";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi538,MCX=eba_MC:x658,PRP=eba_PL:x99";C_32.02.c;0010;0240;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Total core approach";"Fair value adjustments";"Early termination";;;;;;;;;;"0010";"Total core approach";"Fair value adjustments#Early termination";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi538,MCX=eba_MC:x659,PRP=eba_PL:x99";C_32.02.c;0010;0250;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Total core approach";"Fair value adjustments";"Operational risk";;;;;;;;;;"0010";"Total core approach";"Fair value adjustments#Operational risk";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi538,MCX=eba_MC:x660,PRP=eba_PL:x99";C_32.02.c;0010;0260;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Total core approach";"Day 1 P&L";;;;;;;;;;;"0010";"Total core approach";"Day 1 P&L";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,MCX=eba_MC:x654,PRP=eba_PL:x100";C_32.02.c;0020;0070;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"of which: trading book";"Category level AVA";"Concentrated positions";;;;;;;;;;"0010#0020";"Total core approach#of which: trading book";"Category level AVA#Concentrated positions";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,MCX=eba_MC:x657,PRP=eba_PL:x100";C_32.02.c;0020;0080;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"of which: trading book";"Category level AVA";"Future admnistrative costs";;;;;;;;;;"0010#0020";"Total core approach#of which: trading book";"Category level AVA#Future admnistrative costs";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,MCX=eba_MC:x658,PRP=eba_PL:x100";C_32.02.c;0020;0090;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"of which: trading book";"Category level AVA";"Early termination";;;;;;;;;;"0010#0020";"Total core approach#of which: trading book";"Category level AVA#Early termination";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,MCX=eba_MC:x659,PRP=eba_PL:x100";C_32.02.c;0020;0100;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"of which: trading book";"Category level AVA";"Operational risk";;;;;;;;;;"0010#0020";"Total core approach#of which: trading book";"Category level AVA#Operational risk";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi535,APR=eba_AP:x112,PRP=eba_PL:x100";C_32.02.c;0020;0120;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"of which: trading book";"Upside Uncertainty";;;;;;;;;;;"0010#0020";"Total core approach#of which: trading book";"Upside Uncertainty";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x95,BAS=eba_BA:x6,MCY=eba_MC:x25,PRP=eba_PL:x100,VPO=eba_PI:x10";C_32.02.c;0020;0130;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"of which: trading book";"Fair-value assets and liabilities";"Fair-value assets";;;;;;;;;;"0010#0020";"Total core approach#of which: trading book";"Fair-value assets and liabilities#Fair-value assets";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x98,BAS=eba_BA:x7,MCY=eba_MC:x31,PRP=eba_PL:x100,VPO=eba_PI:x10";C_32.02.c;0020;0140;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"of which: trading book";"Fair-value assets and liabilities";"Fair-value liabilities";;;;;;;;;;"0010#0020";"Total core approach#of which: trading book";"Fair-value assets and liabilities#Fair-value liabilities";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi536,PRP=eba_PL:x100";C_32.02.c;0020;0150;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"of which: trading book";"QTD revenue";;;;;;;;;;;"0010#0020";"Total core approach#of which: trading book";"QTD revenue";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi537,PRP=eba_PL:x100";C_32.02.c;0020;0160;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"of which: trading book";"IPV difference";;;;;;;;;;;"0010#0020";"Total core approach#of which: trading book";"IPV difference";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi538,MCX=eba_MC:x651,PRP=eba_PL:x100";C_32.02.c;0020;0170;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"of which: trading book";"Fair value adjustments";"Market price uncertainty";;;;;;;;;;"0010#0020";"Total core approach#of which: trading book";"Fair value adjustments#Market price uncertainty";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi538,MCX=eba_MC:x652,PRP=eba_PL:x100";C_32.02.c;0020;0180;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"of which: trading book";"Fair value adjustments";"Close-out costs";;;;;;;;;;"0010#0020";"Total core approach#of which: trading book";"Fair value adjustments#Close-out costs";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi538,MCX=eba_MC:x653,PRP=eba_PL:x100";C_32.02.c;0020;0190;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"of which: trading book";"Fair value adjustments";"Model risk";;;;;;;;;;"0010#0020";"Total core approach#of which: trading book";"Fair value adjustments#Model risk";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi538,MCX=eba_MC:x654,PRP=eba_PL:x100";C_32.02.c;0020;0200;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"of which: trading book";"Fair value adjustments";"Concentrated positions";;;;;;;;;;"0010#0020";"Total core approach#of which: trading book";"Fair value adjustments#Concentrated positions";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi538,MCX=eba_MC:x655,PRP=eba_PL:x100";C_32.02.c;0020;0210;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"of which: trading book";"Fair value adjustments";"Unearned credit spreads";;;;;;;;;;"0010#0020";"Total core approach#of which: trading book";"Fair value adjustments#Unearned credit spreads";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi538,MCX=eba_MC:x656,PRP=eba_PL:x100";C_32.02.c;0020;0220;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"of which: trading book";"Fair value adjustments";"Investing and funding costs";;;;;;;;;;"0010#0020";"Total core approach#of which: trading book";"Fair value adjustments#Investing and funding costs";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi538,MCX=eba_MC:x657,PRP=eba_PL:x100";C_32.02.c;0020;0230;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"of which: trading book";"Fair value adjustments";"Future admnistrative costs";;;;;;;;;;"0010#0020";"Total core approach#of which: trading book";"Fair value adjustments#Future admnistrative costs";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi538,MCX=eba_MC:x658,PRP=eba_PL:x100";C_32.02.c;0020;0240;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"of which: trading book";"Fair value adjustments";"Early termination";;;;;;;;;;"0010#0020";"Total core approach#of which: trading book";"Fair value adjustments#Early termination";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi538,MCX=eba_MC:x659,PRP=eba_PL:x100";C_32.02.c;0020;0250;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"of which: trading book";"Fair value adjustments";"Operational risk";;;;;;;;;;"0010#0020";"Total core approach#of which: trading book";"Fair value adjustments#Operational risk";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi538,MCX=eba_MC:x660,PRP=eba_PL:x100";C_32.02.c;0020;0260;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"of which: trading book";"Day 1 P&L";;;;;;;;;;;"0010#0020";"Total core approach#of which: trading book";"Day 1 P&L";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,MCX=eba_MC:x654,PRP=eba_PL:x698";C_32.02.c;0030;0070;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Portfolios under articles 9 to 17 - total category level post-diversification";"Category level AVA";"Concentrated positions";;;;;;;;;;"0010#0030";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification";"Category level AVA#Concentrated positions";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,MCX=eba_MC:x657,PRP=eba_PL:x698";C_32.02.c;0030;0080;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Portfolios under articles 9 to 17 - total category level post-diversification";"Category level AVA";"Future admnistrative costs";;;;;;;;;;"0010#0030";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification";"Category level AVA#Future admnistrative costs";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,MCX=eba_MC:x658,PRP=eba_PL:x698";C_32.02.c;0030;0090;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Portfolios under articles 9 to 17 - total category level post-diversification";"Category level AVA";"Early termination";;;;;;;;;;"0010#0030";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification";"Category level AVA#Early termination";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,MCX=eba_MC:x659,PRP=eba_PL:x698";C_32.02.c;0030;0100;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Portfolios under articles 9 to 17 - total category level post-diversification";"Category level AVA";"Operational risk";;;;;;;;;;"0010#0030";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification";"Category level AVA#Operational risk";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi535,APR=eba_AP:x112,PRP=eba_PL:x698";C_32.02.c;0030;0120;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Portfolios under articles 9 to 17 - total category level post-diversification";"Upside Uncertainty";;;;;;;;;;;"0010#0030";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification";"Upside Uncertainty";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x95,BAS=eba_BA:x6,MCY=eba_MC:x25,PRP=eba_PL:x698,VPO=eba_PI:x10";C_32.02.c;0030;0130;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Portfolios under articles 9 to 17 - total category level post-diversification";"Fair-value assets and liabilities";"Fair-value assets";;;;;;;;;;"0010#0030";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification";"Fair-value assets and liabilities#Fair-value assets";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x98,BAS=eba_BA:x7,MCY=eba_MC:x31,PRP=eba_PL:x698,VPO=eba_PI:x10";C_32.02.c;0030;0140;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Portfolios under articles 9 to 17 - total category level post-diversification";"Fair-value assets and liabilities";"Fair-value liabilities";;;;;;;;;;"0010#0030";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification";"Fair-value assets and liabilities#Fair-value liabilities";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi536,PRP=eba_PL:x698";C_32.02.c;0030;0150;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Portfolios under articles 9 to 17 - total category level post-diversification";"QTD revenue";;;;;;;;;;;"0010#0030";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification";"QTD revenue";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi537,PRP=eba_PL:x698";C_32.02.c;0030;0160;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Portfolios under articles 9 to 17 - total category level post-diversification";"IPV difference";;;;;;;;;;;"0010#0030";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification";"IPV difference";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi538,MCX=eba_MC:x651,PRP=eba_PL:x698";C_32.02.c;0030;0170;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Portfolios under articles 9 to 17 - total category level post-diversification";"Fair value adjustments";"Market price uncertainty";;;;;;;;;;"0010#0030";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification";"Fair value adjustments#Market price uncertainty";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi538,MCX=eba_MC:x652,PRP=eba_PL:x698";C_32.02.c;0030;0180;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Portfolios under articles 9 to 17 - total category level post-diversification";"Fair value adjustments";"Close-out costs";;;;;;;;;;"0010#0030";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification";"Fair value adjustments#Close-out costs";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi538,MCX=eba_MC:x653,PRP=eba_PL:x698";C_32.02.c;0030;0190;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Portfolios under articles 9 to 17 - total category level post-diversification";"Fair value adjustments";"Model risk";;;;;;;;;;"0010#0030";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification";"Fair value adjustments#Model risk";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi538,MCX=eba_MC:x654,PRP=eba_PL:x698";C_32.02.c;0030;0200;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Portfolios under articles 9 to 17 - total category level post-diversification";"Fair value adjustments";"Concentrated positions";;;;;;;;;;"0010#0030";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification";"Fair value adjustments#Concentrated positions";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi538,MCX=eba_MC:x655,PRP=eba_PL:x698";C_32.02.c;0030;0210;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Portfolios under articles 9 to 17 - total category level post-diversification";"Fair value adjustments";"Unearned credit spreads";;;;;;;;;;"0010#0030";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification";"Fair value adjustments#Unearned credit spreads";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi538,MCX=eba_MC:x656,PRP=eba_PL:x698";C_32.02.c;0030;0220;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Portfolios under articles 9 to 17 - total category level post-diversification";"Fair value adjustments";"Investing and funding costs";;;;;;;;;;"0010#0030";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification";"Fair value adjustments#Investing and funding costs";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi538,MCX=eba_MC:x657,PRP=eba_PL:x698";C_32.02.c;0030;0230;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Portfolios under articles 9 to 17 - total category level post-diversification";"Fair value adjustments";"Future admnistrative costs";;;;;;;;;;"0010#0030";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification";"Fair value adjustments#Future admnistrative costs";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi538,MCX=eba_MC:x658,PRP=eba_PL:x698";C_32.02.c;0030;0240;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Portfolios under articles 9 to 17 - total category level post-diversification";"Fair value adjustments";"Early termination";;;;;;;;;;"0010#0030";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification";"Fair value adjustments#Early termination";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi538,MCX=eba_MC:x659,PRP=eba_PL:x698";C_32.02.c;0030;0250;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Portfolios under articles 9 to 17 - total category level post-diversification";"Fair value adjustments";"Operational risk";;;;;;;;;;"0010#0030";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification";"Fair value adjustments#Operational risk";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi538,MCX=eba_MC:x660,PRP=eba_PL:x698";C_32.02.c;0030;0260;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Portfolios under articles 9 to 17 - total category level post-diversification";"Day 1 P&L";;;;;;;;;;;"0010#0030";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification";"Day 1 P&L";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x95,BAS=eba_BA:x6,MCY=eba_MC:x25,MCZ=eba_MC:x655,PRP=eba_PL:x698,VPO=eba_PI:x10";C_32.02.c;0050;0130;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"of which: unearned credit spreads AVA";"Fair-value assets and liabilities";"Fair-value assets";;;;;;;;;;"0010#0030#0040#0050";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#of which: unearned credit spreads AVA";"Fair-value assets and liabilities#Fair-value assets";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x98,BAS=eba_BA:x7,MCY=eba_MC:x31,MCZ=eba_MC:x655,PRP=eba_PL:x698,VPO=eba_PI:x10";C_32.02.c;0050;0140;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"of which: unearned credit spreads AVA";"Fair-value assets and liabilities";"Fair-value liabilities";;;;;;;;;;"0010#0030#0040#0050";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#of which: unearned credit spreads AVA";"Fair-value assets and liabilities#Fair-value liabilities";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x95,BAS=eba_BA:x6,MCY=eba_MC:x25,MCZ=eba_MC:x656,PRP=eba_PL:x698,VPO=eba_PI:x10";C_32.02.c;0060;0130;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"of which: investment and funding costs AVA";"Fair-value assets and liabilities";"Fair-value assets";;;;;;;;;;"0010#0030#0040#0060";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#of which: investment and funding costs AVA";"Fair-value assets and liabilities#Fair-value assets";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x98,BAS=eba_BA:x7,MCY=eba_MC:x31,MCZ=eba_MC:x656,PRP=eba_PL:x698,VPO=eba_PI:x10";C_32.02.c;0060;0140;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"of which: investment and funding costs AVA";"Fair-value assets and liabilities";"Fair-value liabilities";;;;;;;;;;"0010#0030#0040#0060";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#of which: investment and funding costs AVA";"Fair-value assets and liabilities#Fair-value liabilities";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,MCX=eba_MC:x654,PRP=eba_PL:x698,TRI=eba_TR:x9";C_32.02.c;0090;0070;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Interest rates";"Category level AVA";"Concentrated positions";;;;;;;;;;"0010#0030#0040#0090";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Interest rates";"Category level AVA#Concentrated positions";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,MCX=eba_MC:x657,PRP=eba_PL:x698,TRI=eba_TR:x9";C_32.02.c;0090;0080;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Interest rates";"Category level AVA";"Future admnistrative costs";;;;;;;;;;"0010#0030#0040#0090";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Interest rates";"Category level AVA#Future admnistrative costs";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,MCX=eba_MC:x658,PRP=eba_PL:x698,TRI=eba_TR:x9";C_32.02.c;0090;0090;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Interest rates";"Category level AVA";"Early termination";;;;;;;;;;"0010#0030#0040#0090";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Interest rates";"Category level AVA#Early termination";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,MCX=eba_MC:x659,PRP=eba_PL:x698,TRI=eba_TR:x9";C_32.02.c;0090;0100;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Interest rates";"Category level AVA";"Operational risk";;;;;;;;;;"0010#0030#0040#0090";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Interest rates";"Category level AVA#Operational risk";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi535,APR=eba_AP:x112,PRP=eba_PL:x698,TRI=eba_TR:x9";C_32.02.c;0090;0120;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Interest rates";"Upside Uncertainty";;;;;;;;;;;"0010#0030#0040#0090";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Interest rates";"Upside Uncertainty";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x95,BAS=eba_BA:x6,MCY=eba_MC:x25,PRP=eba_PL:x698,TRI=eba_TR:x9,VPO=eba_PI:x10";C_32.02.c;0090;0130;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Interest rates";"Fair-value assets and liabilities";"Fair-value assets";;;;;;;;;;"0010#0030#0040#0090";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Interest rates";"Fair-value assets and liabilities#Fair-value assets";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x98,BAS=eba_BA:x7,MCY=eba_MC:x31,PRP=eba_PL:x698,TRI=eba_TR:x9,VPO=eba_PI:x10";C_32.02.c;0090;0140;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Interest rates";"Fair-value assets and liabilities";"Fair-value liabilities";;;;;;;;;;"0010#0030#0040#0090";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Interest rates";"Fair-value assets and liabilities#Fair-value liabilities";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi536,PRP=eba_PL:x698,TRI=eba_TR:x9";C_32.02.c;0090;0150;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Interest rates";"QTD revenue";;;;;;;;;;;"0010#0030#0040#0090";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Interest rates";"QTD revenue";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi537,PRP=eba_PL:x698,TRI=eba_TR:x9";C_32.02.c;0090;0160;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Interest rates";"IPV difference";;;;;;;;;;;"0010#0030#0040#0090";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Interest rates";"IPV difference";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi538,MCX=eba_MC:x651,PRP=eba_PL:x698,TRI=eba_TR:x9";C_32.02.c;0090;0170;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Interest rates";"Fair value adjustments";"Market price uncertainty";;;;;;;;;;"0010#0030#0040#0090";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Interest rates";"Fair value adjustments#Market price uncertainty";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi538,MCX=eba_MC:x652,PRP=eba_PL:x698,TRI=eba_TR:x9";C_32.02.c;0090;0180;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Interest rates";"Fair value adjustments";"Close-out costs";;;;;;;;;;"0010#0030#0040#0090";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Interest rates";"Fair value adjustments#Close-out costs";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi538,MCX=eba_MC:x653,PRP=eba_PL:x698,TRI=eba_TR:x9";C_32.02.c;0090;0190;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Interest rates";"Fair value adjustments";"Model risk";;;;;;;;;;"0010#0030#0040#0090";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Interest rates";"Fair value adjustments#Model risk";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi538,MCX=eba_MC:x654,PRP=eba_PL:x698,TRI=eba_TR:x9";C_32.02.c;0090;0200;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Interest rates";"Fair value adjustments";"Concentrated positions";;;;;;;;;;"0010#0030#0040#0090";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Interest rates";"Fair value adjustments#Concentrated positions";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi538,MCX=eba_MC:x657,PRP=eba_PL:x698,TRI=eba_TR:x9";C_32.02.c;0090;0230;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Interest rates";"Fair value adjustments";"Future admnistrative costs";;;;;;;;;;"0010#0030#0040#0090";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Interest rates";"Fair value adjustments#Future admnistrative costs";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi538,MCX=eba_MC:x658,PRP=eba_PL:x698,TRI=eba_TR:x9";C_32.02.c;0090;0240;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Interest rates";"Fair value adjustments";"Early termination";;;;;;;;;;"0010#0030#0040#0090";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Interest rates";"Fair value adjustments#Early termination";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi538,MCX=eba_MC:x659,PRP=eba_PL:x698,TRI=eba_TR:x9";C_32.02.c;0090;0250;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Interest rates";"Fair value adjustments";"Operational risk";;;;;;;;;;"0010#0030#0040#0090";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Interest rates";"Fair value adjustments#Operational risk";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi538,MCX=eba_MC:x660,PRP=eba_PL:x698,TRI=eba_TR:x9";C_32.02.c;0090;0260;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Interest rates";"Day 1 P&L";;;;;;;;;;;"0010#0030#0040#0090";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Interest rates";"Day 1 P&L";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,MCX=eba_MC:x654,PRP=eba_PL:x698,TRI=eba_TR:x16";C_32.02.c;0100;0070;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Foreign exchange";"Category level AVA";"Concentrated positions";;;;;;;;;;"0010#0030#0040#0100";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Foreign exchange";"Category level AVA#Concentrated positions";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,MCX=eba_MC:x657,PRP=eba_PL:x698,TRI=eba_TR:x16";C_32.02.c;0100;0080;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Foreign exchange";"Category level AVA";"Future admnistrative costs";;;;;;;;;;"0010#0030#0040#0100";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Foreign exchange";"Category level AVA#Future admnistrative costs";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,MCX=eba_MC:x658,PRP=eba_PL:x698,TRI=eba_TR:x16";C_32.02.c;0100;0090;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Foreign exchange";"Category level AVA";"Early termination";;;;;;;;;;"0010#0030#0040#0100";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Foreign exchange";"Category level AVA#Early termination";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,MCX=eba_MC:x659,PRP=eba_PL:x698,TRI=eba_TR:x16";C_32.02.c;0100;0100;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Foreign exchange";"Category level AVA";"Operational risk";;;;;;;;;;"0010#0030#0040#0100";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Foreign exchange";"Category level AVA#Operational risk";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi535,APR=eba_AP:x112,PRP=eba_PL:x698,TRI=eba_TR:x16";C_32.02.c;0100;0120;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Foreign exchange";"Upside Uncertainty";;;;;;;;;;;"0010#0030#0040#0100";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Foreign exchange";"Upside Uncertainty";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x95,BAS=eba_BA:x6,MCY=eba_MC:x25,PRP=eba_PL:x698,TRI=eba_TR:x16,VPO=eba_PI:x10";C_32.02.c;0100;0130;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Foreign exchange";"Fair-value assets and liabilities";"Fair-value assets";;;;;;;;;;"0010#0030#0040#0100";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Foreign exchange";"Fair-value assets and liabilities#Fair-value assets";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x98,BAS=eba_BA:x7,MCY=eba_MC:x31,PRP=eba_PL:x698,TRI=eba_TR:x16,VPO=eba_PI:x10";C_32.02.c;0100;0140;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Foreign exchange";"Fair-value assets and liabilities";"Fair-value liabilities";;;;;;;;;;"0010#0030#0040#0100";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Foreign exchange";"Fair-value assets and liabilities#Fair-value liabilities";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi536,PRP=eba_PL:x698,TRI=eba_TR:x16";C_32.02.c;0100;0150;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Foreign exchange";"QTD revenue";;;;;;;;;;;"0010#0030#0040#0100";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Foreign exchange";"QTD revenue";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi537,PRP=eba_PL:x698,TRI=eba_TR:x16";C_32.02.c;0100;0160;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Foreign exchange";"IPV difference";;;;;;;;;;;"0010#0030#0040#0100";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Foreign exchange";"IPV difference";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi538,MCX=eba_MC:x651,PRP=eba_PL:x698,TRI=eba_TR:x16";C_32.02.c;0100;0170;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Foreign exchange";"Fair value adjustments";"Market price uncertainty";;;;;;;;;;"0010#0030#0040#0100";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Foreign exchange";"Fair value adjustments#Market price uncertainty";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi538,MCX=eba_MC:x652,PRP=eba_PL:x698,TRI=eba_TR:x16";C_32.02.c;0100;0180;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Foreign exchange";"Fair value adjustments";"Close-out costs";;;;;;;;;;"0010#0030#0040#0100";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Foreign exchange";"Fair value adjustments#Close-out costs";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi538,MCX=eba_MC:x653,PRP=eba_PL:x698,TRI=eba_TR:x16";C_32.02.c;0100;0190;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Foreign exchange";"Fair value adjustments";"Model risk";;;;;;;;;;"0010#0030#0040#0100";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Foreign exchange";"Fair value adjustments#Model risk";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi538,MCX=eba_MC:x654,PRP=eba_PL:x698,TRI=eba_TR:x16";C_32.02.c;0100;0200;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Foreign exchange";"Fair value adjustments";"Concentrated positions";;;;;;;;;;"0010#0030#0040#0100";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Foreign exchange";"Fair value adjustments#Concentrated positions";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi538,MCX=eba_MC:x657,PRP=eba_PL:x698,TRI=eba_TR:x16";C_32.02.c;0100;0230;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Foreign exchange";"Fair value adjustments";"Future admnistrative costs";;;;;;;;;;"0010#0030#0040#0100";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Foreign exchange";"Fair value adjustments#Future admnistrative costs";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi538,MCX=eba_MC:x658,PRP=eba_PL:x698,TRI=eba_TR:x16";C_32.02.c;0100;0240;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Foreign exchange";"Fair value adjustments";"Early termination";;;;;;;;;;"0010#0030#0040#0100";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Foreign exchange";"Fair value adjustments#Early termination";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi538,MCX=eba_MC:x659,PRP=eba_PL:x698,TRI=eba_TR:x16";C_32.02.c;0100;0250;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Foreign exchange";"Fair value adjustments";"Operational risk";;;;;;;;;;"0010#0030#0040#0100";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Foreign exchange";"Fair value adjustments#Operational risk";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi538,MCX=eba_MC:x660,PRP=eba_PL:x698,TRI=eba_TR:x16";C_32.02.c;0100;0260;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Foreign exchange";"Day 1 P&L";;;;;;;;;;;"0010#0030#0040#0100";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Foreign exchange";"Day 1 P&L";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,MCX=eba_MC:x654,PRP=eba_PL:x698,TRI=eba_TR:x2";C_32.02.c;0110;0070;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Credit";"Category level AVA";"Concentrated positions";;;;;;;;;;"0010#0030#0040#0110";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Credit";"Category level AVA#Concentrated positions";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,MCX=eba_MC:x657,PRP=eba_PL:x698,TRI=eba_TR:x2";C_32.02.c;0110;0080;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Credit";"Category level AVA";"Future admnistrative costs";;;;;;;;;;"0010#0030#0040#0110";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Credit";"Category level AVA#Future admnistrative costs";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,MCX=eba_MC:x658,PRP=eba_PL:x698,TRI=eba_TR:x2";C_32.02.c;0110;0090;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Credit";"Category level AVA";"Early termination";;;;;;;;;;"0010#0030#0040#0110";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Credit";"Category level AVA#Early termination";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,MCX=eba_MC:x659,PRP=eba_PL:x698,TRI=eba_TR:x2";C_32.02.c;0110;0100;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Credit";"Category level AVA";"Operational risk";;;;;;;;;;"0010#0030#0040#0110";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Credit";"Category level AVA#Operational risk";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi535,APR=eba_AP:x112,PRP=eba_PL:x698,TRI=eba_TR:x2";C_32.02.c;0110;0120;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Credit";"Upside Uncertainty";;;;;;;;;;;"0010#0030#0040#0110";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Credit";"Upside Uncertainty";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x95,BAS=eba_BA:x6,MCY=eba_MC:x25,PRP=eba_PL:x698,TRI=eba_TR:x2,VPO=eba_PI:x10";C_32.02.c;0110;0130;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Credit";"Fair-value assets and liabilities";"Fair-value assets";;;;;;;;;;"0010#0030#0040#0110";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Credit";"Fair-value assets and liabilities#Fair-value assets";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x98,BAS=eba_BA:x7,MCY=eba_MC:x31,PRP=eba_PL:x698,TRI=eba_TR:x2,VPO=eba_PI:x10";C_32.02.c;0110;0140;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Credit";"Fair-value assets and liabilities";"Fair-value liabilities";;;;;;;;;;"0010#0030#0040#0110";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Credit";"Fair-value assets and liabilities#Fair-value liabilities";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi536,PRP=eba_PL:x698,TRI=eba_TR:x2";C_32.02.c;0110;0150;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Credit";"QTD revenue";;;;;;;;;;;"0010#0030#0040#0110";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Credit";"QTD revenue";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi537,PRP=eba_PL:x698,TRI=eba_TR:x2";C_32.02.c;0110;0160;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Credit";"IPV difference";;;;;;;;;;;"0010#0030#0040#0110";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Credit";"IPV difference";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi538,MCX=eba_MC:x651,PRP=eba_PL:x698,TRI=eba_TR:x2";C_32.02.c;0110;0170;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Credit";"Fair value adjustments";"Market price uncertainty";;;;;;;;;;"0010#0030#0040#0110";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Credit";"Fair value adjustments#Market price uncertainty";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi538,MCX=eba_MC:x652,PRP=eba_PL:x698,TRI=eba_TR:x2";C_32.02.c;0110;0180;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Credit";"Fair value adjustments";"Close-out costs";;;;;;;;;;"0010#0030#0040#0110";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Credit";"Fair value adjustments#Close-out costs";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi538,MCX=eba_MC:x653,PRP=eba_PL:x698,TRI=eba_TR:x2";C_32.02.c;0110;0190;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Credit";"Fair value adjustments";"Model risk";;;;;;;;;;"0010#0030#0040#0110";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Credit";"Fair value adjustments#Model risk";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi538,MCX=eba_MC:x654,PRP=eba_PL:x698,TRI=eba_TR:x2";C_32.02.c;0110;0200;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Credit";"Fair value adjustments";"Concentrated positions";;;;;;;;;;"0010#0030#0040#0110";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Credit";"Fair value adjustments#Concentrated positions";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi538,MCX=eba_MC:x657,PRP=eba_PL:x698,TRI=eba_TR:x2";C_32.02.c;0110;0230;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Credit";"Fair value adjustments";"Future admnistrative costs";;;;;;;;;;"0010#0030#0040#0110";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Credit";"Fair value adjustments#Future admnistrative costs";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi538,MCX=eba_MC:x658,PRP=eba_PL:x698,TRI=eba_TR:x2";C_32.02.c;0110;0240;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Credit";"Fair value adjustments";"Early termination";;;;;;;;;;"0010#0030#0040#0110";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Credit";"Fair value adjustments#Early termination";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi538,MCX=eba_MC:x659,PRP=eba_PL:x698,TRI=eba_TR:x2";C_32.02.c;0110;0250;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Credit";"Fair value adjustments";"Operational risk";;;;;;;;;;"0010#0030#0040#0110";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Credit";"Fair value adjustments#Operational risk";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi538,MCX=eba_MC:x660,PRP=eba_PL:x698,TRI=eba_TR:x2";C_32.02.c;0110;0260;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Credit";"Day 1 P&L";;;;;;;;;;;"0010#0030#0040#0110";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Credit";"Day 1 P&L";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,MCX=eba_MC:x654,PRP=eba_PL:x698,TRI=eba_TR:x14";C_32.02.c;0120;0070;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Equities";"Category level AVA";"Concentrated positions";;;;;;;;;;"0010#0030#0040#0120";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Equities";"Category level AVA#Concentrated positions";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,MCX=eba_MC:x657,PRP=eba_PL:x698,TRI=eba_TR:x14";C_32.02.c;0120;0080;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Equities";"Category level AVA";"Future admnistrative costs";;;;;;;;;;"0010#0030#0040#0120";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Equities";"Category level AVA#Future admnistrative costs";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,MCX=eba_MC:x658,PRP=eba_PL:x698,TRI=eba_TR:x14";C_32.02.c;0120;0090;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Equities";"Category level AVA";"Early termination";;;;;;;;;;"0010#0030#0040#0120";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Equities";"Category level AVA#Early termination";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,MCX=eba_MC:x659,PRP=eba_PL:x698,TRI=eba_TR:x14";C_32.02.c;0120;0100;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Equities";"Category level AVA";"Operational risk";;;;;;;;;;"0010#0030#0040#0120";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Equities";"Category level AVA#Operational risk";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi535,APR=eba_AP:x112,PRP=eba_PL:x698,TRI=eba_TR:x14";C_32.02.c;0120;0120;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Equities";"Upside Uncertainty";;;;;;;;;;;"0010#0030#0040#0120";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Equities";"Upside Uncertainty";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x95,BAS=eba_BA:x6,MCY=eba_MC:x25,PRP=eba_PL:x698,TRI=eba_TR:x14,VPO=eba_PI:x10";C_32.02.c;0120;0130;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Equities";"Fair-value assets and liabilities";"Fair-value assets";;;;;;;;;;"0010#0030#0040#0120";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Equities";"Fair-value assets and liabilities#Fair-value assets";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x98,BAS=eba_BA:x7,MCY=eba_MC:x31,PRP=eba_PL:x698,TRI=eba_TR:x14,VPO=eba_PI:x10";C_32.02.c;0120;0140;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Equities";"Fair-value assets and liabilities";"Fair-value liabilities";;;;;;;;;;"0010#0030#0040#0120";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Equities";"Fair-value assets and liabilities#Fair-value liabilities";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi536,PRP=eba_PL:x698,TRI=eba_TR:x14";C_32.02.c;0120;0150;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Equities";"QTD revenue";;;;;;;;;;;"0010#0030#0040#0120";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Equities";"QTD revenue";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi537,PRP=eba_PL:x698,TRI=eba_TR:x14";C_32.02.c;0120;0160;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Equities";"IPV difference";;;;;;;;;;;"0010#0030#0040#0120";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Equities";"IPV difference";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi538,MCX=eba_MC:x651,PRP=eba_PL:x698,TRI=eba_TR:x14";C_32.02.c;0120;0170;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Equities";"Fair value adjustments";"Market price uncertainty";;;;;;;;;;"0010#0030#0040#0120";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Equities";"Fair value adjustments#Market price uncertainty";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi538,MCX=eba_MC:x652,PRP=eba_PL:x698,TRI=eba_TR:x14";C_32.02.c;0120;0180;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Equities";"Fair value adjustments";"Close-out costs";;;;;;;;;;"0010#0030#0040#0120";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Equities";"Fair value adjustments#Close-out costs";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi538,MCX=eba_MC:x653,PRP=eba_PL:x698,TRI=eba_TR:x14";C_32.02.c;0120;0190;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Equities";"Fair value adjustments";"Model risk";;;;;;;;;;"0010#0030#0040#0120";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Equities";"Fair value adjustments#Model risk";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi538,MCX=eba_MC:x654,PRP=eba_PL:x698,TRI=eba_TR:x14";C_32.02.c;0120;0200;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Equities";"Fair value adjustments";"Concentrated positions";;;;;;;;;;"0010#0030#0040#0120";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Equities";"Fair value adjustments#Concentrated positions";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi538,MCX=eba_MC:x657,PRP=eba_PL:x698,TRI=eba_TR:x14";C_32.02.c;0120;0230;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Equities";"Fair value adjustments";"Future admnistrative costs";;;;;;;;;;"0010#0030#0040#0120";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Equities";"Fair value adjustments#Future admnistrative costs";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi538,MCX=eba_MC:x658,PRP=eba_PL:x698,TRI=eba_TR:x14";C_32.02.c;0120;0240;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Equities";"Fair value adjustments";"Early termination";;;;;;;;;;"0010#0030#0040#0120";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Equities";"Fair value adjustments#Early termination";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi538,MCX=eba_MC:x659,PRP=eba_PL:x698,TRI=eba_TR:x14";C_32.02.c;0120;0250;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Equities";"Fair value adjustments";"Operational risk";;;;;;;;;;"0010#0030#0040#0120";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Equities";"Fair value adjustments#Operational risk";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi538,MCX=eba_MC:x660,PRP=eba_PL:x698,TRI=eba_TR:x14";C_32.02.c;0120;0260;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Equities";"Day 1 P&L";;;;;;;;;;;"0010#0030#0040#0120";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Equities";"Day 1 P&L";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,MCX=eba_MC:x654,PRP=eba_PL:x698,TRI=eba_TR:x12";C_32.02.c;0130;0070;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Commodities";"Category level AVA";"Concentrated positions";;;;;;;;;;"0010#0030#0040#0130";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Commodities";"Category level AVA#Concentrated positions";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,MCX=eba_MC:x657,PRP=eba_PL:x698,TRI=eba_TR:x12";C_32.02.c;0130;0080;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Commodities";"Category level AVA";"Future admnistrative costs";;;;;;;;;;"0010#0030#0040#0130";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Commodities";"Category level AVA#Future admnistrative costs";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,MCX=eba_MC:x658,PRP=eba_PL:x698,TRI=eba_TR:x12";C_32.02.c;0130;0090;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Commodities";"Category level AVA";"Early termination";;;;;;;;;;"0010#0030#0040#0130";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Commodities";"Category level AVA#Early termination";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,MCX=eba_MC:x659,PRP=eba_PL:x698,TRI=eba_TR:x12";C_32.02.c;0130;0100;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Commodities";"Category level AVA";"Operational risk";;;;;;;;;;"0010#0030#0040#0130";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Commodities";"Category level AVA#Operational risk";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi535,APR=eba_AP:x112,PRP=eba_PL:x698,TRI=eba_TR:x12";C_32.02.c;0130;0120;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Commodities";"Upside Uncertainty";;;;;;;;;;;"0010#0030#0040#0130";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Commodities";"Upside Uncertainty";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x95,BAS=eba_BA:x6,MCY=eba_MC:x25,PRP=eba_PL:x698,TRI=eba_TR:x12,VPO=eba_PI:x10";C_32.02.c;0130;0130;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Commodities";"Fair-value assets and liabilities";"Fair-value assets";;;;;;;;;;"0010#0030#0040#0130";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Commodities";"Fair-value assets and liabilities#Fair-value assets";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x98,BAS=eba_BA:x7,MCY=eba_MC:x31,PRP=eba_PL:x698,TRI=eba_TR:x12,VPO=eba_PI:x10";C_32.02.c;0130;0140;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Commodities";"Fair-value assets and liabilities";"Fair-value liabilities";;;;;;;;;;"0010#0030#0040#0130";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Commodities";"Fair-value assets and liabilities#Fair-value liabilities";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi536,PRP=eba_PL:x698,TRI=eba_TR:x12";C_32.02.c;0130;0150;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Commodities";"QTD revenue";;;;;;;;;;;"0010#0030#0040#0130";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Commodities";"QTD revenue";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi537,PRP=eba_PL:x698,TRI=eba_TR:x12";C_32.02.c;0130;0160;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Commodities";"IPV difference";;;;;;;;;;;"0010#0030#0040#0130";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Commodities";"IPV difference";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi538,MCX=eba_MC:x651,PRP=eba_PL:x698,TRI=eba_TR:x12";C_32.02.c;0130;0170;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Commodities";"Fair value adjustments";"Market price uncertainty";;;;;;;;;;"0010#0030#0040#0130";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Commodities";"Fair value adjustments#Market price uncertainty";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi538,MCX=eba_MC:x652,PRP=eba_PL:x698,TRI=eba_TR:x12";C_32.02.c;0130;0180;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Commodities";"Fair value adjustments";"Close-out costs";;;;;;;;;;"0010#0030#0040#0130";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Commodities";"Fair value adjustments#Close-out costs";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi538,MCX=eba_MC:x653,PRP=eba_PL:x698,TRI=eba_TR:x12";C_32.02.c;0130;0190;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Commodities";"Fair value adjustments";"Model risk";;;;;;;;;;"0010#0030#0040#0130";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Commodities";"Fair value adjustments#Model risk";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi538,MCX=eba_MC:x654,PRP=eba_PL:x698,TRI=eba_TR:x12";C_32.02.c;0130;0200;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Commodities";"Fair value adjustments";"Concentrated positions";;;;;;;;;;"0010#0030#0040#0130";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Commodities";"Fair value adjustments#Concentrated positions";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi538,MCX=eba_MC:x657,PRP=eba_PL:x698,TRI=eba_TR:x12";C_32.02.c;0130;0230;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Commodities";"Fair value adjustments";"Future admnistrative costs";;;;;;;;;;"0010#0030#0040#0130";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Commodities";"Fair value adjustments#Future admnistrative costs";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi538,MCX=eba_MC:x658,PRP=eba_PL:x698,TRI=eba_TR:x12";C_32.02.c;0130;0240;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Commodities";"Fair value adjustments";"Early termination";;;;;;;;;;"0010#0030#0040#0130";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Commodities";"Fair value adjustments#Early termination";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi538,MCX=eba_MC:x659,PRP=eba_PL:x698,TRI=eba_TR:x12";C_32.02.c;0130;0250;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Commodities";"Fair value adjustments";"Operational risk";;;;;;;;;;"0010#0030#0040#0130";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Commodities";"Fair value adjustments#Operational risk";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi538,MCX=eba_MC:x660,PRP=eba_PL:x698,TRI=eba_TR:x12";C_32.02.c;0130;0260;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Commodities";"Day 1 P&L";;;;;;;;;;;"0010#0030#0040#0130";"Total core approach#Portfolios under articles 9 to 17 - total category level post-diversification#Total category level pre-diversification#Commodities";"Day 1 P&L";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x95,BAS=eba_BA:x6,MCY=eba_MC:x25,PRP=eba_PL:x699,VPO=eba_PI:x10";C_32.02.c;0180;0130;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Portfolios under the fall-back approach";"Fair-value assets and liabilities";"Fair-value assets";;;;;;;;;;"0010#0180";"Total core approach#Portfolios under the fall-back approach";"Fair-value assets and liabilities#Fair-value assets";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x98,BAS=eba_BA:x7,MCY=eba_MC:x31,PRP=eba_PL:x699,VPO=eba_PI:x10";C_32.02.c;0180;0140;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Portfolios under the fall-back approach";"Fair-value assets and liabilities";"Fair-value liabilities";;;;;;;;;;"0010#0180";"Total core approach#Portfolios under the fall-back approach";"Fair-value assets and liabilities#Fair-value liabilities";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi536,PRP=eba_PL:x699";C_32.02.c;0180;0150;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Portfolios under the fall-back approach";"QTD revenue";;;;;;;;;;;"0010#0180";"Total core approach#Portfolios under the fall-back approach";"QTD revenue";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi537,PRP=eba_PL:x699";C_32.02.c;0180;0160;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Portfolios under the fall-back approach";"IPV difference";;;;;;;;;;;"0010#0180";"Total core approach#Portfolios under the fall-back approach";"IPV difference";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi538,MCX=eba_MC:x651,PRP=eba_PL:x699";C_32.02.c;0180;0170;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Portfolios under the fall-back approach";"Fair value adjustments";"Market price uncertainty";;;;;;;;;;"0010#0180";"Total core approach#Portfolios under the fall-back approach";"Fair value adjustments#Market price uncertainty";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi538,MCX=eba_MC:x652,PRP=eba_PL:x699";C_32.02.c;0180;0180;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Portfolios under the fall-back approach";"Fair value adjustments";"Close-out costs";;;;;;;;;;"0010#0180";"Total core approach#Portfolios under the fall-back approach";"Fair value adjustments#Close-out costs";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi538,MCX=eba_MC:x653,PRP=eba_PL:x699";C_32.02.c;0180;0190;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Portfolios under the fall-back approach";"Fair value adjustments";"Model risk";;;;;;;;;;"0010#0180";"Total core approach#Portfolios under the fall-back approach";"Fair value adjustments#Model risk";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi538,MCX=eba_MC:x654,PRP=eba_PL:x699";C_32.02.c;0180;0200;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Portfolios under the fall-back approach";"Fair value adjustments";"Concentrated positions";;;;;;;;;;"0010#0180";"Total core approach#Portfolios under the fall-back approach";"Fair value adjustments#Concentrated positions";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi538,MCX=eba_MC:x657,PRP=eba_PL:x699";C_32.02.c;0180;0230;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Portfolios under the fall-back approach";"Fair value adjustments";"Future admnistrative costs";;;;;;;;;;"0010#0180";"Total core approach#Portfolios under the fall-back approach";"Fair value adjustments#Future admnistrative costs";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi538,MCX=eba_MC:x658,PRP=eba_PL:x699";C_32.02.c;0180;0240;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Portfolios under the fall-back approach";"Fair value adjustments";"Early termination";;;;;;;;;;"0010#0180";"Total core approach#Portfolios under the fall-back approach";"Fair value adjustments#Early termination";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi538,MCX=eba_MC:x659,PRP=eba_PL:x699";C_32.02.c;0180;0250;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Portfolios under the fall-back approach";"Fair value adjustments";"Operational risk";;;;;;;;;;"0010#0180";"Total core approach#Portfolios under the fall-back approach";"Fair value adjustments#Operational risk";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi538,MCX=eba_MC:x660,PRP=eba_PL:x699";C_32.02.c;0180;0260;;monetaryItemType;C 32.02.c Prudent valuation: Core approach – Other;"Portfolios under the fall-back approach";"Day 1 P&L";;;;;;;;;;;"0010#0180";"Total core approach#Portfolios under the fall-back approach";"Day 1 P&L";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:si557,PRP=eba_PL:x699";C_32.02.c;0180;0270;;stringItemType;C 32.02.c Prudent valuation: Core approach – Other;"Portfolios under the fall-back approach";"Explanation description";;;;;;;;;;;"0010#0180";"Total core approach#Portfolios under the fall-back approach";"Explanation description";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:si558,RAN=999";C_32.03;999;0010;;stringItemType;C 32.03 Prudent valuation. Model risk AVA;"Top twenty individual model risk AVAs";"Model";;;;;;;;;;;"999";"Top twenty individual model risk AVAs";"Model";True;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ei546,RAN=999";C_32.03;999;0020;;enumerationItemType;C 32.03 Prudent valuation. Model risk AVA;"Top twenty individual model risk AVAs";"Risk category";;;;;;;;;;;"999";"Top twenty individual model risk AVAs";"Risk category";True;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:si547,RAN=999";C_32.03;999;0030;;stringItemType;C 32.03 Prudent valuation. Model risk AVA;"Top twenty individual model risk AVAs";"Product";;;;;;;;;;;"999";"Top twenty individual model risk AVAs";"Product";True;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ei548,RAN=999";C_32.03;999;0040;;enumerationItemType;C 32.03 Prudent valuation. Model risk AVA;"Top twenty individual model risk AVAs";"Observability";;;;;;;;;;;"999";"Top twenty individual model risk AVAs";"Observability";True;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,MCX=eba_MC:x653,PLS=eba_PL:x694,PRP=eba_PL:x698,RAN=999";C_32.03;999;0050;;monetaryItemType;C 32.03 Prudent valuation. Model risk AVA;"Top twenty individual model risk AVAs";"Model risk AVA";;;;;;;;;;;"999";"Top twenty individual model risk AVAs";"Model risk AVA";True;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,AVA=eba_AP:x113,MCX=eba_MC:x653,PLS=eba_PL:x694,PRP=eba_PL:x698,RAN=999";C_32.03;999;0060;;monetaryItemType;C 32.03 Prudent valuation. Model risk AVA;"Top twenty individual model risk AVAs";"Model risk AVA";"of which: using expert approach";;;;;;;;;;"999";"Top twenty individual model risk AVAs";"Model risk AVA#of which: using expert approach";True;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,MCX=eba_MC:x653,PLS=eba_PL:x101,PRP=eba_PL:x698,RAN=999";C_32.03;999;0070;;monetaryItemType;C 32.03 Prudent valuation. Model risk AVA;"Top twenty individual model risk AVAs";"Model risk AVA";"of which: aggregated using method 2";;;;;;;;;;"999";"Top twenty individual model risk AVAs";"Model risk AVA#of which: aggregated using method 2";True;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,MCX=eba_MC:x653,PLS=eba_PL:x102,PRP=eba_PL:x698,RAN=999";C_32.03;999;0080;;monetaryItemType;C 32.03 Prudent valuation. Model risk AVA;"Top twenty individual model risk AVAs";"Aggregated AVA calculated under method 2";;;;;;;;;;;"999";"Top twenty individual model risk AVAs";"Aggregated AVA calculated under method 2";True;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x95,BAS=eba_BA:x6,MCY=eba_MC:x25,PRP=eba_PL:x698,RAN=999";C_32.03;999;0090;;monetaryItemType;C 32.03 Prudent valuation. Model risk AVA;"Top twenty individual model risk AVAs";"Fair-valued assets and liabilities";"FV assets";;;;;;;;;;"999";"Top twenty individual model risk AVAs";"Fair-valued assets and liabilities#FV assets";True;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi53,APL=eba_PL:x98,BAS=eba_BA:x7,MCY=eba_MC:x31,PRP=eba_PL:x698,RAN=999";C_32.03;999;0100;;monetaryItemType;C 32.03 Prudent valuation. Model risk AVA;"Top twenty individual model risk AVAs";"Fair-valued assets and liabilities";"FV liabilities";;;;;;;;;;"999";"Top twenty individual model risk AVAs";"Fair-valued assets and liabilities#FV liabilities";True;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi559,PRP=eba_PL:x698,RAN=999";C_32.03;999;0110;;monetaryItemType;C 32.03 Prudent valuation. Model risk AVA;"Top twenty individual model risk AVAs";"IPV difference (output testing)";;;;;;;;;;;"999";"Top twenty individual model risk AVAs";"IPV difference (output testing)";True;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:pi554,PRP=eba_PL:x698,RAN=999";C_32.03;999;0120;;decimalItemType;C 32.03 Prudent valuation. Model risk AVA;"Top twenty individual model risk AVAs";"IPV coverage (output testing)";;;;;;;;;;;"999";"Top twenty individual model risk AVAs";"IPV coverage (output testing)";True;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi538,MCX=eba_MC:x653,PRP=eba_PL:x698,RAN=999";C_32.03;999;0130;;monetaryItemType;C 32.03 Prudent valuation. Model risk AVA;"Top twenty individual model risk AVAs";"Fair value adjustments";"Model risk";;;;;;;;;;"999";"Top twenty individual model risk AVAs";"Fair value adjustments#Model risk";True;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi538,MCX=eba_MC:x658,PRP=eba_PL:x698,RAN=999";C_32.03;999;0140;;monetaryItemType;C 32.03 Prudent valuation. Model risk AVA;"Top twenty individual model risk AVAs";"Fair value adjustments";"Early termination";;;;;;;;;;"999";"Top twenty individual model risk AVAs";"Fair value adjustments#Early termination";True;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi538,MCX=eba_MC:x660,PRP=eba_PL:x698,RAN=999";C_32.03;999;0150;;monetaryItemType;C 32.03 Prudent valuation. Model risk AVA;"Top twenty individual model risk AVAs";"Day1 P&L";;;;;;;;;;;"999";"Top twenty individual model risk AVAs";"Day1 P&L";True;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ei546,RAC=999";C_32.04;999;0010;;enumerationItemType;C 32.04 Prudent valuation. Concentrated positions AVA;"Top twenty concentrated positions AVAs";"Risk category";;;;;;;;;;;"999";"Top twenty concentrated positions AVAs";"Risk category";True;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:si547,RAC=999";C_32.04;999;0020;;stringItemType;C 32.04 Prudent valuation. Concentrated positions AVA;"Top twenty concentrated positions AVAs";"Product";;;;;;;;;;;"999";"Top twenty concentrated positions AVAs";"Product";True;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:si550,RAC=999";C_32.04;999;0030;;stringItemType;C 32.04 Prudent valuation. Concentrated positions AVA;"Top twenty concentrated positions AVAs";"Underlying";;;;;;;;;;;"999";"Top twenty concentrated positions AVAs";"Underlying";True;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ri551,PRP=eba_PL:x698,RAC=999";C_32.04;999;0040;;decimalItemType;C 32.04 Prudent valuation. Concentrated positions AVA;"Top twenty concentrated positions AVAs";"Concentrated position size";;;;;;;;;;;"999";"Top twenty concentrated positions AVAs";"Concentrated position size";True;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:si552,PRP=eba_PL:x698,RAC=999";C_32.04;999;0050;;stringItemType;C 32.04 Prudent valuation. Concentrated positions AVA;"Top twenty concentrated positions AVAs";"Size measure";;;;;;;;;;;"999";"Top twenty concentrated positions AVAs";"Size measure";True;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi420,PRP=eba_PL:x698,RAC=999";C_32.04;999;0060;;monetaryItemType;C 32.04 Prudent valuation. Concentrated positions AVA;"Top twenty concentrated positions AVAs";"Market value";;;;;;;;;;;"999";"Top twenty concentrated positions AVAs";"Market value";True;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:ii553,APR=eba_AP:x112,RAC=999";C_32.04;999;0070;;integerItemType;C 32.04 Prudent valuation. Concentrated positions AVA;"Top twenty concentrated positions AVAs";"Prudent exit period (days)";;;;;;;;;;;"999";"Top twenty concentrated positions AVAs";"Prudent exit period (days)";True;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi534,APR=eba_AP:x112,MCX=eba_MC:x654,PRP=eba_PL:x698,RAC=999";C_32.04;999;0080;;monetaryItemType;C 32.04 Prudent valuation. Concentrated positions AVA;"Top twenty concentrated positions AVAs";"Concentrated position AVA";;;;;;;;;;;"999";"Top twenty concentrated positions AVAs";"Concentrated position AVA";True;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi538,MCX=eba_MC:x654,PRP=eba_PL:x698,RAC=999";C_32.04;999;0090;;monetaryItemType;C 32.04 Prudent valuation. Concentrated positions AVA;"Top twenty concentrated positions AVAs";"Concentrated position fair value adjustment";;;;;;;;;;;"999";"Top twenty concentrated positions AVAs";"Concentrated position fair value adjustment";True;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/corep/cir-680-2014/2018-07-31/mod/corep_of_con.xsd;2.8.1.1;2.3.2.1 ;2.8.1.1 ;"eba_met:mi537,APR=eba_AP:x112,RAC=999";C_32.04;999;0100;;monetaryItemType;C 32.04 Prudent valuation. Concentrated positions AVA;"Top twenty concentrated positions AVAs";"IPV difference";;;;;;;;;;;"999";"Top twenty concentrated positions AVAs";"IPV difference";True;False;